Release Notes

April 2021 - UAT Environment

Date Type Component Release Note

04/28/2021

Fixes

FIX Services

Added support for FIX tag 789, NextExpectedMsgSeqNum, in the 35=5 Logout message. When TT disconnects a FIX Order Routing or Drop Copy session due to sequence number mismatch, the 35=5 Logout message back to the FIX client will now include the next expected sequence number in tag 789 to facilitate session resynchronization.

(Ref 128737)

Production Release: 04/30/2021

Version: v139

04/23/2021

Improvements

Setup App

Added a new field, "Persist Trader ID on order change" to Eurex Order Tag Defaults. This field is unchecked by default. If Administrators check this setting, Eurex Trader ID is not updated on order cancelation or modification.

(Ref 128519)

04/22/2021

Improvements

FIX Services

Added support in FIX Drop Copy for a new session option: "Report Originator instead of Current User". When enabled, FIX will use the Order Originator user data to populate tags 129|10553|18102 in all order workflows. When the box is unchecked (the default), then current user data is used.

(Ref 128476)

Production Release: 04/23/2021

Version: v139

04/22/2021

Improvements

FIX Services

The checkbox option tp "Force Sending of Head fills before Leg Fills" checkbox under Order Routing and Drop Copy OUT FIX session tabs is now applicable to FIX 4.2 sessions, whereas as previously the option was only supported for FIX 4.4 sessions.

(Ref 128474)

Production Release: 04/23/2021

Version: v139

04/22/2021

Improvements

Score

New Feature: Score users can now create custom alerts that trigger when user's selected criteria are met. For example, a user can create an alert which will send the user, or a group of users, an email whenever an account scores above a certain range for a specific model. In addition to the email, the generated alerts will also be viewable from the new alerts page, accessible via the Score Dashboard, where users can navigate directly to the clusters that caused the alert to trigger. Score admins can edit or delete all alerts and Individual alerts can be toggled on and off.

(Ref 128083)

04/21/2021

Improvements

Excel Linking

We have released a new TT Excel Add-in version 21.04. This version significantly improves performance when handling large order and fill sets via RTD. It also now operates when using a web proxy. As part of this release, the current TT Desktop v5.0.5 installer package now includes this new TT Excel Add-In version bundled in as part of the TTD install. Note that no changes have been made to the TT Desktop application other than including this new Excel Add-in.

(Ref 128431)

04/21/2021

Improvements

General

Added logging for these actions to the TT User Action Log: Change profile, change account, create strategy, approve/reject care order modification/cancel requests, change price, quantity and submit order in Blocktrader, and change the order type on an existing order in the Order Book.

(Ref 128384)

04/19/2021

Improvements

Positions

The Positions widget now provides a new "Matrix" view style that rollups instrument positions into rows of custom defined product groups (in the left column) and displays the position totals for those products within the various contract months as columns (across the top). This helps manage long/short exposure to an aggregated view across "groups" of related products. For example, a custom "WTI" group could consist of futures contracts traded at both CME and ICE, e.g., CME CL, CME CLT (TAS), ICE WBS and ICE WBS_Z. When in matrix view, simply right click on product rows and "Create group" and/or "Add to group". In this view you can perform actions similar to the normal view, .e.g, right click to open an order entry widget or create a manual fill.

(Ref 127498)

04/19/2021

Fixes

Blocktrader

Blocktrader will now correctly report the clearing account and order profile information on both buy/sell sides. Note: This release note announces the client front end fix only; the complete solution requires an order connector fix DEB-126894 to also be deployed.

(Ref 127351)

04/19/2021

Improvements

Blocktrader

Blocktrader now allows you to specify counterparties with free form text instead of using a predefined dropdown list.

(Ref 127349)

04/19/2021

Improvements

Settings

To better alert when you have a hang or a missed hedge on an Autospreader leg order, you can now set a sound for "Unfilled hedge order".

(Ref 127316)

04/19/2021

Improvements

Orders

The Order Book, Fills widget and Audit Trail now include two new optional columns to help identify and manage staged orders and fills and their related child orders/fills. (1) A "Staged" column displays "Staged" on parent staged orders/fills and is empty on other orders/fills. (2) A "StagedOrderID" column displays the staged order parent id on parent staged order itself and all related child orders/fills. Both columns include filterable choices of '<empty>" and "<not empty>" to help filter in or out various combinations.

(Ref 127314)

04/19/2021

Improvements

Order Entry

In order entry widgets, the Clearing Account field is now intentionally not populated when the TT Account does not have a clearing account value specified in Setup or in a local Order Profile, but instead displays "<Clearing Acct>" in italics. This helps prevent potential problems if a user tries to perform a Cancel/Replace for the order later on. As per existing behavior, if the TT Account does have a clearing account value specified in Setup or in a local Order Profile, then that value will still be displayed.

(Ref 127312)

04/19/2021

Fixes

Strategy Creation

Resolved issues with Strategy Creation price/delta input and scrolling.

(Ref 127306)

04/19/2021

Improvements

Settings

You can now set sounds for order changes and for cancel/modification requests on claimed staged orders.

(Ref 127303)

04/19/2021

Improvements

Order Entry

The Order Book "Repeat" order feature now behaves as per the "Close on submit" global Preference.

(Ref 127302)

04/19/2021

Improvements

Blocktrader

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

(Ref 127301)

04/19/2021

Improvements

General

Column filter dropdown lists in grid based widgets, e.g., Order Book, Fills widget and Audit Trail, now consider other filters already applied and display the subset of items that exist in the filtered collection sorted to the top of the list of available filter items. A separator line distinguishes the included items above all the other potential available filter items.

(Ref 127299)

04/19/2021

Improvements

Blocktrader

Blocktrader now allows you to submit wholesale orders on ICE and ICE_L that are tagged as "Delayed Publication," meaning the exchange does not publish them immediately.

(Ref 127297)

04/19/2021

Improvements

Autospreader

You can now share Autospreader and Aggregator definitions. A "Share" checkbox is available on the Autospreader and Aggregator configuration dialogs, which when checked will share that specific definition upon save. There is also a "Share" button on the toolbar on the Autospreader and Aggregator widgets, which will apply the share attribute to the selected spread definitions as a quick way to share multiple spreads. A "Visibility" column on the Autospreader and Aggregator widgets displays the read only state of the shared/unshared status of each spread definition as either "Shared" or "Local". Shared configs are available to everyone in the company. Note, we do not plan to offer an "unshare" feature. If a user wants to unshare a currently shared spread definition, they can Copy the current spreads, and then Delete the original spreads that were shared.

(Ref 127294)

04/19/2021

Improvements

Order Book

The Order Book now requires that modifications to parameter values on paused TT Order Types, e.g. a TT Iceberg in paused state, will be performed via 'Cxl/Replace" instead of using the "Change" button. This ensures that all values on the paused parent will be correctly applied to the new order.

(Ref 127283)

04/19/2021

Improvements

Options

Watchlist will now retain saved strategies even though they have been "purged" by the exchange. "Purged" refers to strategies that an exchange has made inactive, even though they can still be traded. For example, CME purges custom strategies each weekend, and covered strategies are purged each evening. At Euronext and Eurex, strategies are purged each evening. The exception to all of these is if a working order exists in a particular strategy the exchange will not purge it. Note: Watchlist will still remove "expired" strategies, e.g., those with at least one leg that has expired and can no longer be traded, and the strategy can no longer be recreated or traded.

(Ref 127281)

04/19/2021

Improvements

Orders

The Order Book now allows you to "stitch" together staged orders on option contracts into a parent staged order for an exchange listed strategy for those option contracts.

(Ref 127264)

04/19/2021

Improvements

Options

Strategy Creation now allows you to create custom strategies with common stocks as hedges on markets where we do not support execution of the stock itself, e.g., ICE_L and Euronext.

(Ref 127263)

04/19/2021

Improvements

Order Book

The Order Book now allows you to modify the TextTT value on a working Autospreader order using the "Change" button without the need to perform a 'Cxl/Replace". The new value on the working parent will automatically be applied to the child leg orders. Note: Changes to a filled Autospreader parent order will not propagate to the child fills.

(Ref 127262)

04/19/2021

Improvements

Time & Sales

The Time and Sales widget will now automatically remove contracts after they expire.

(Ref 127261)

04/19/2021

Improvements

Settings

The global Preferences > Orders page now includes an optional setting to limit popup notification of new staged orders to just your own new staged orders when sharing the account with others.

(Ref 127260)

04/19/2021

Improvements

Settings

The Order Profiles widget now displays a warning message when you upload new profiles via csv or make changes to existing profiles, save those changes locally but have not published the changes.

(Ref 127258)

04/19/2021

Improvements

General

Account dropdown lists no longer display "restricted accounts", e.g., accounts that a carry broker has shared with an introducing broker.

(Ref 127254)

04/19/2021

Improvements

Order Book

The Order Book now restores the "flashing" behavior of stage order "pending cancel/change" requests after refresh or upon opening a new Order Book.

(Ref 127209)

04/19/2021

Improvements

Strategy Creation

Strategy Creation widget now allows you to reseed "expired" strategies, e.g., those strategies that display a status of "no longer exists", to tweak or recreate them and also send them to the Watchlist.

(Ref 127207)

04/19/2021

Improvements

Positions

The Positions widget now includes an optional setting to "Save all rows in collapsed state". When checked, newly added position rows will display collapsed (instead of expanded). When saved as the default, newly opened Positions widgets will display the rows as collapsed.

(Ref 127206)

04/19/2021

Improvements

Orders

The Options Chain now allows you to optionally apply "heat mapping" and indicate implied prices and edge relative to the limit price and the theoretical underlying price when the underlying price is locked.

(Ref 127202)

04/19/2021

Improvements

Market Grid

Added support in Market Grid for detailed depth on CME BrokerTec.

(Ref 127193)

04/19/2021

Improvements

Order Book

The Order Book upper panel now allows you to save the currently applied set of filters as "Quick view" buttons. You can expose this feature by right clicking in the top order modification panel of the Order Book (near the Working/Filled/All buttons) and selecting "Show/hide > Quick views".

(Ref 127167)

04/19/2021

Improvements

Blocktrader

In the Order Book, you can now select two staged orders for the same instrument and order quantity with opposite buy/sell sides and right click and "Send to Blocktrader".

(Ref 127135)

04/19/2021

Improvements

Blocktrader

Blocktrader now supports designating counterparties for OSE, HKEX and IDEM.

(Ref 127134)

04/19/2021

Improvements

General

Order uploads via .csv files now correctly support seconds values in the "StartTime" and "EndTime" fields for TT Order Types when the time portion of those fields is formatted as HH:MM:SS. Also, instead of a date/time string, the "EndTime" field can also be set as "Day" or GTC". When used in this manner, the overall order "TIF" field can be left blank and the parent order will set to either Day or GTC accordingly.

(Ref 127131)

04/19/2021

Improvements

Orders

The global Preferences > Orders page > Confirm section now includes an optional setting to confirm actions taken on staged order alert popup messages.

(Ref 126983)

04/19/2021

Improvements

Orders

The global Preferences > Orders page now includes an optional setting to receive popup notification of cancel/change requests on claimed staged orders.

(Ref 126982)

04/19/2021

Improvements

Spread Matrix

Spread Matrix now displays LME prompt months in their correct order from left to right.

(Ref 126981)

04/19/2021

Improvements

General

The "Market Views" section of the Widgets dropdown list now includes a new "Exchange News" widget which displays text string messages from the exchange price feed. Currently only news messages from the B3 exchange are supported in this widget.

(Ref 126980)

04/19/2021

Improvements

Blocktrader

You can now select TIFs Day and IOC for CME Request for Cross orders in Blocktrader.

(Ref 126975)

04/19/2021

Improvements

General

Added support for properly displaying risk reject messages when trading in "flow" mode.

(Ref 126974)

04/19/2021

Improvements

General

You can now set tab text colors, not just the background colors.

(Ref 126973)

04/19/2021

Improvements

Options

The "Long Strategy Name" on covered strategies now includes the underlying price.

(Ref 126962)

04/19/2021

Improvements

Options

You can now execute cabinet trades on options contracts by submitting the order with a price of zero (0).

(Ref 126958)

04/19/2021

Improvements

Algo Dashboard

There is a new global Preference on the "Algos & Autospreader" page named "Per-market Account selection for ADL Algos". When enabled, you only need to enter one account for multi-leg algos and that account will be used as the account for orders on all of the legs.

(Ref 126955)

04/19/2021

Improvements

General

You can now search the filter dropdown list of text based columns using "contains" or "exact match". This is available in TextA, TextB, TextC, TextTT and the ten EchoDC columns.

(Ref 126948)

04/19/2021

Improvements

Options

You can now multi-select products in the Family section of the Explorer in Trade Monitor.

(Ref 126945)

04/19/2021

Improvements

Autotrader

Autotrader now includes optional columns for Originator and CurrentUser.

(Ref 118653)

04/19/2021

Fixes

Blocktrader

Fixed an issue that prevented Blocktrader from not always seeding from an Order Profile. Note that order profile values, e.g., Account, Give Up, etc., will not seed the controls in Blocktrader until you also select a contract.

(Ref 117921)

04/18/2021

Fixes

TT Rest API

Fixed an issue which resulted in 303 responses from the Risk /report endpoints.

(Ref 128375)

Production Release: 04/20/2021

04/15/2021

Improvements

TT Order Types

Enhancement made to allow Text_tt field to be modified for terminated algo orders.

(Ref 128473)

04/15/2021

Fixes

ADL

Resolved issue where ADL algos could pause unexpectedly due to the incorrect publication of a market state.

(Ref 128472)

04/15/2021

Improvements

TT Order Types

Enhancement made to Execution Request process to ensure appropriate Order Tag Default information is always supplied when expected.

(Ref 128470)

04/15/2021

Improvements

TT Order Types

Enhanced the way TT Algos handle partial fill messages that are grouped by the exchange. Instead of publishing the grouped fill message we now display information of each individual partial fill.

(Ref 128467)

04/15/2021

Improvements

TT Order Types

Enhanced the way in which synthetic orders handle the expiration of unfilled child orders.

Should a parent order be either GTD or GTC without 'Auto Resubmit' enabled on the GTD child order, an order status of 'Expired' will now be published.

(Ref 128465)

04/15/2021

Improvements

TT Order Types

Resolved issue where TT Stop Market orders would incorrectly display a Limit Price when worked as part of an OCO

(Ref 128463)

04/15/2021

Fixes

TT Order Types

Resolved issue where average fill price was displayed incorrectly for orders that were paused/resumed whilst partially filled.

(Ref 128457)

04/15/2021

Fixes

Orders

MEFF Options Strategies have been fixed to address duplicate contract display names, incorrect combinations of 'cash' and 'physical' leg types, and incorrect option schemes.

Note: Customers relying on the contract display name for mapping should validate mapping and make any necessary changes.

(Ref 127983)

04/08/2021

Improvements

Setup App

Setup administrators can now configure office location addresses. CME requires clients to be reported by desk address, and this new feature allows you mass-assign office locations to groups of users. By default, users are assigned the default company address that TT has entered, so companies with only one location do not need to enter additional office locations. If your firm does not access CME, you can still take advantage of office locations as an alternative to adding addresses to each user.
User Settings report has been updated to include office location addresses for users.

(Ref 127705)

04/08/2021

Fixes

TT Rest API

Fixed the company/productmargin endpoint to take empty values into account when filtering.

(Ref 127661)

Production Release: 04/13/2021

04/08/2021

Improvements

TT Rest API

Added the Account Type enumeration mapping information to the ttsetup/commondata endpoint.

(Ref 127660)

Production Release: 04/13/2021

04/08/2021

Fixes

Score

Fixes wash trade model clustering time issue that, in rare circumstances, caused wash trades to score zero while scoring 100 in cross trading instead.

(Ref 127594)

04/08/2021

Fixes

Score

Fixed issue where, under certain conditions, a cluster that was reviewed appeared to remain in an unreviewed state while another cluster on the cluster list would appear to be marked as reviewed.

(Ref 127592)

04/08/2021

Improvements

Score

Additional Model Statistics: Four additional statistics are now displayed on the scorecard for the Marking the Close model: Trader volume during settlement, market volume during settlement, last market price prior to settlement period, and trader settlement period VWAP.

(Ref 127589)

04/07/2021

Improvements

Score

New Score report available: User can now run reports on what, and how much, data is processed by Score and well as how many results were generated over the selected period of time.

(Ref 127591)

04/05/2021

Improvements

Orders

BIST has ceased support of Market orders. This order type has been removed from order type selection.

(Ref 127221)