Release Notes

January 2021 - UAT Environment

Date Type Component Release Note

01/21/2021

Fixes

Autospreader

Resolved issue that can lead to excessive position reserve messaging

01/21/2021

Improvements

Exchanges

Renaming EEX Spot products, to avoid confusion when selecting these products. These will be named as follows:

EEX EUA Spot / Alias: EUA Dec21 / Maturity: 12/16/2021 - as "EUA Spot Phase 3"

EEX EUA Spot / Alias: EUA Spot / Maturity: 12/14/2029 - as "EUA Spot Phase 4"

EEX EUAA Spot / Alias: EUAA Dec21 / Maturity: 12/16/2021 - as "EUAA Spot Phase 3"

EEX EUAA Spot / Alias: EUAA Spot / Maturity: 12/14/2029 - as "EUAA Spot Phase 4"

Inter-product Spread contracts for EUAA|EUA and EUA|EUA will also have associated legs renamed.

Example:
EUAA SPOT- EUA Spot Inter Product-  [expDate 2021] - as "EUAA Spot Ph3 – EUA Spot Ph3 Inter Product"

Example:
EUA Spot-EUA Jan21 Inter-Product -  [expDate 2021] - as "EUA Spot Ph3-EUA Jan21 Inter-Product"

01/20/2021

Improvements

TT Rest API

Added TVTIC (trading_venue_trade_id_code) to the /fills endpoint. (v2.0)

Production Release: 01/22/2021

01/20/2021

Improvements

Market Data

Refinitiv is removing the prefix of '1' to RIC codes on CME Globex Futures and Spreads with this prefix. TT has made these updates in the UAT environment.

Refinitiv is making this change to RIC codes in Production after the close on Friday, February 26th and will go into effect on Monday, February 28th. TT will update RIC codes in Production after the close on Friday, February 26th.

01/19/2021

Improvements

Aggregator

Enhancement made to the way Aggregator handles change requests to prevent scenarios where orders can become unresponsive due to a pending change.

01/19/2021

Fixes

Aggregator

Resolved issue found in simulation which could lead to Autospreader and Aggregator failing to submit orders due to a mismatch of party_id.

01/19/2021

Improvements

Autospreader

Autospreader now supports the calculation of spread prices in Yield.
Please refer to our documentation for a detailed overview.

Learn More

01/19/2021

Improvements

Setup App

In order to streamline workload for administrators, TT now supports 'Bulk Copy' capability in the Setup App for Order Tag Defaults. Administrators can select a profile, account or user and bulk copy all the associated Order Tag Defaults to one or more profiles, accounts or users. Resources of the same type can be copied. For example, order tag defaults associated with users cannot be copied to accounts.

01/19/2021

Improvements

Setup App

Setup administrators can now view all the accounts associated with a Risk Group from within the Risk Group tab.

01/13/2021

Improvements

Blocktrader

Blocktrader now supports Request For Cross (RFC) trades on Euronext for multi-leg instruments.

01/13/2021

Fixes

Algos

Publication of Order Tag Defaults disabled in simulation environment to prevent additional latency on order initiation.

01/13/2021

Fixes

Positions

Fixed the Positions widget that when grouped with a Fills widget the position section remains expanded and does not collapse/reset upon receiving new fills.

01/13/2021

Improvements

Order Entry

When seeding the leg prices for a manual fill on a care order for an exchange listed Crack spread, the Order Ticket now correctly seeds the second leg price based on the crack spread multiplier. For example, on a CME HO|CL Crack spread, we seed the (first) HO leg with a market price, and seed the (second) CL leg with (HO seeded price x 42) - Crack spread price.

01/13/2021

Improvements

Settings

We have added a new "Account and User Restrictions" widget to display within a single grid a read-only view of restrictions configured in TT User Setup. The data is organized within two tabbed views, one for Accounts and another for User permissions per account, and supports sorting, filtering and exporting as .csv and/or .xlsx files.

01/13/2021

Fixes

Order Entry

Fixed an issue where clicks on the bid/ask qty values in Order Ticket did not adhere to the user's "Seed with market quantity" preference.

01/13/2021

Improvements

Order Book

The Floating Order Book (FOB) now includes two new optional columns for "UndQty" (Undisclosed Qty and "OrdQty" (aka Total Qty).

01/13/2021

Fixes

Orders

Fixed an issue where Cancel/Replace a held order does not work for TT order types.

01/13/2021

Fixes

General

Fixed an issue that prevented the Current User column from not filtering staged orders correctly.

01/13/2021

Improvements

General

Market Explorer now displays all available instruments when in "Advanced" mode. Previously only 5,000 instruments were presented per product.

01/13/2021

Improvements

Audit Trail

We have added a new "Audit Query" widget to define and run queries against the back end Ledger database and display the results in an Audit Trail style grid. You can save and re-run queries, "find" specific results within the returned record set, and export the results as .csv and/or .xlsx files.

01/13/2021

Fixes

General

Fixed an issue that prevented Market Explorer from populating the Term field for ICE KC strategies.

01/13/2021

Fixes

RTD

Fixed an issue that caused RTD position properties "AvgBuyPrice", "AvgSellPrice" and "AvgOpenPrice" to initialize as an empty string instead of zero.

01/13/2021

Improvements

General

The Depth widget top header section now displays the Last, LTQ, High and Low in a "stacked" arrangement.

01/13/2021

Improvements

Market Grid

Added support in Market Grid for detailed depth on ATHEX.

01/13/2021

Improvements

Order Entry

When the global Preference > Orders > "Account selection drives order profiles" is enabled, profiles that are configured for specific accounts now get displayed at the top of the profile drop down list.

01/13/2021

Improvements

General

A new optional "BBG" column is available in Market Grid, Order Book, Audit Trail and Fills widget which displays the Bloomberg product symbol when enabled for Bloomberg codes, and is empty when not. Note, because these codes are for local front end display only, these codes will not be included in downloads from fill widget, and historical filtering will not work on this column. Local filtering/sorting should function as expected.

01/13/2021

Improvements

Settings

For users in companies that are enabled for Bloomberg codes, we now provide a global preference to determine which symbol is primary and which is secondary in TTW/TT Desktop product symbol displays. If "Exchange" is Primary, the Bloomberg code will display in parenthesis immediately after the exchange symbol, e.g., "CL (CL1)" for CME Crude Oil Futures, and "BRN (CO1)" for ICE Brent Crude Futures. If Bloomberg is set as primary, the exchange code will display inside the parentheses.

01/13/2021

Improvements

Audit Trail

Audit Trail scrolling for historical records has been improved to request two (2) weeks of data at a time upon reaching the end of the current records held in the local cache.

01/13/2021

Improvements

Blocktrader

Blocktrader now allows you to set custom prices for each leg when selecting a ICE or ICE_L spread or strategy.

01/08/2021

Fixes

Market Data

On HKEX, some asset classes were incorrect, causing FIX Tag 460 to be populated with the wrong value. Asset Class values have now been corrected.

01/07/2021

Improvements

Algos

Order Tag Defaults can now be observed by synthetic parent orders. Previously these were only applied to the subsequent child orders.

01/07/2021

Improvements

ADL

Resolved issue where ADL export values were only visible to the user who launched the algo. Users who share an order book will now have visibility of algo export values.

01/07/2021

Fixes

Algos

A toast message will now be displayed for Time Duration orders if the pre-condition time settings conflict with the time settings of the time duration order. The user will be prompted to amend the pre-condition times.

01/07/2021

Fixes

ADL

Addressed a race condition that can lead to an algo failing stating 'Side Cannot be Changed' when amending the price of an order whilst in-flight to the exchange.

01/07/2021

Fixes

ADL

Resolved issue where ADL actioned two exit commands for a single virtualisation which resulted in an algojob crash.

01/07/2021

Improvements

Algos

Optimised initiation process of algo orders to make start times more consistent.

01/07/2021

Improvements

Algos

Maximum number of accounts has now been increased to 4,000 for algo server.

01/07/2021

Improvements

Algos

Order Tag Defaults are now applied to synthetic orders including their subsequent child orders.

01/07/2021

Improvements

Setup App

As of March 1 2021, all users subscribing to OSE and MEFF market data are required to sign market data agreements before being able to view market data for these markets. These agreements can be signed from the User- >Agreements tab in the Setup application. The Trade application will also prompt for a market data agreement if it is not already signed. Customers wishing to sign this agreement before the Mar 1 deadline can do so from within Setup (User- >Agreements)

01/07/2021

Improvements

Setup App

Setup administrators can now use a new feature, "Lock Sub Account" to lock the value of an exchange order tag default not only for exact matches, but also for more specific matches on child accounts. For example, locking a value that applies to all exchanges, would mean that a value configured for just the CME exchange would be ignored. Brokers that share accounts to clients, and use the “Apply to Sub Accounts” option should check the new lock option as well, unless variations are allowed.

01/07/2021

Fixes

Market Data

The 'day' in the Maturity Date field for Weekly Options on CME was incorrectly being populated with the week number instead of the correct date. This has now been fixed in UAT, and will be fixed in Production on 1/15/21.