Release Notes

May 2021 - UAT Environment

Date Type Component Release Note

05/27/2021

Improvements

Performance

The TT v20 release significantly improves both the TT browser and TT Desktop application memory utilization, order book and fill download performance and the internal performance of handling large numbers of orders, fills and price updates under heavy loads.

(Ref 128096)

05/19/2021

Improvements

ADL

TT has changed the number of ADL algos that can be run simultaneously in the simulation and user-acceptance-testing environments to at least 25 per region but possibly more depending upon system load.

(Ref 129556)

05/18/2021

Plan

FIX Services

All FIX Services for the v148 release were initially deployed to UAT Data Centers at EOD May 17, 2021.

Limited production deployment is expected to begin June 11, 2021 and will continue deployment to the full production environment over the following 3-4 weeks.

This release includes changes to the FIX XML schema files. Clients are strongly encouraged to download and deploy the latest XML schema files from: https://library.tradingtechnologies.com/tt-fix/general/System_Overview.html prior to release.

(Ref 129598)

Version: v148

05/18/2021

Improvements

FIX Services

The "TT Retry" order type now supports microseconds in tag 168, EffectiveTime, using a format YYYYMMDD-HH:MM:SS.sssmmm, where 'mmm' represents the microseconds portion of the timestamp.

When EffectiveTime is specified with microsecond precision on a TT Retry order, the tag 168 value in the Execution Report returned in TT drop copy will also be specified with microsecond precision.

(Ref 129552)

Version: v148

05/18/2021

Improvements

FIX Services

Added (3) new string fields to TCR (AE) and TCR Ack (AR) / NoSides repeating group. These fields will populated when Order Tag Default values for "Text A", "Text B" or "Text C" are defined in TTUS for HKEx Wholesale Order types and other future wholesale order types, TBD.

Tag 16849 - SideTextA
Tag 16850 - SideTextB
Tag 16851 - SideTextC

(Ref 129549)

Version: v148

05/18/2021

Fixes

FIX Services

Fixed an issue where Drop Copy did not send orderID (tag 37) in short form for Compliance 35=D messages when the "Send Order ID in Short Form" session setting was enabled.

(Ref 129544)

Version: v148

05/18/2021

Improvements

FIX Services

Added TradePublishIndicator, FIX tag 1390 to TradeCaptureReport, 35=AE.

Description: Indicates if a trade should be reported via a market reporting service. The indicator governs all reporting services of the recipient.
Type: Int
Valid values:
>> 0 = Do Not Publish Trade
>> 1 = Publish Trade
>> 2 = Deferred Publication

(Ref 129532)

Version: v148

05/18/2021

Improvements

FIX Services

Added (10) new FIX tags for EchoDC_11 - EchoDC_20 as follows:

Name: EchoDC_11 -EchoDC_20
Description: Customer-defined text fields not sent to exchange, not displayed in GUI, not configurable in TTUS. Available only to FIX client applications.
FIX Tags: 16631 - 16640
Type: string; Required: No; Used in: 35=D/F/G/8/9

(Ref 129531)

Version: v148

05/18/2021

Improvements

FIX Services

Modified cancel request processing on FIX Order Router during Logon/Recovery such that Cancel requests received while Recovery is ongoing will be queued and submitted as soon as recovery is complete. Previous FIX OR behavior was to reject such requests during recovery.

(Ref 129530)

Version: v148

05/18/2021

Fixes

FIX Services

Fixed an issue where the Price Multiplier in symbol mapping rules for Drop Copy Execution Reports was not working if "Set Security ID Source (22)" was also enabled on that session.

(Ref 129529)

Version: v148

05/18/2021

Improvements

FIX Services

FIX drop copy and order routing servers will now distribute order tag default values on the initial NOS Ack ER (39=0, 150=0) for parent SSE orders.

(Ref 129526)

Version: v139

05/18/2021

Improvements

FIX Services

Added support in FIX tag 77, PositionEffect, for 77=F, "FIFO". Applicable to China markets only (CZCE, DCE, INE).

(Ref 129525)

Version: v148

05/18/2021

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)

Version: v148

05/17/2021

Improvements

Exchanges

Access to Order and Price Testing for The Japan Exchange's new J-GATE 3.0 API is now available under the new "JPX" Market. Access is provided for the purpose of completing Holiday/Weekend Testing as mandated by the exchange. Customers should be aware that initial releases may differ from final production release versions and should not be used for verifying functionality outside of what's outlined in Holiday/Weekend Testing test plans.

"JPX" Subscriber/FIX Market Data must be enabled before users can access J-GATE 3.0 prices via user interfaces. New "JPX" Connections need to be created in order to route J-GATE 3.0 orders.

(Ref 129271)

05/13/2021

Improvements

Autospreader

Autospreader enhanced to prevent spread orders being cancelled unintentionally upon receiving a child order rejection due to a pending change.

(Ref 129740)

05/13/2021

Improvements

Exchanges

ICE EU Emissions Allowance Futures and Options products have been transitioned from the market data group IFEC to NDEX. The products are mentioned below.

ECF - EUA Future
EFO - EUA Futures Options (Futures Style Margin)
ECP - ICE EUA Daily Futures
CEU- EUAA Future

The customers needs to have access to Endex Market data group in order to trade these products.

(Ref 129383)

05/06/2021

Improvements

Exchanges

Eurex and EEX have been upgraded to support the Eurex T7 9.1 upgrade, which will occur in production on June 28.

This release for UAT is in order to allow customers to begin their testing, and is not the final release for production.

(Ref 129030)

05/05/2021

Improvements

Algos

Implemented ClOrdId / OrigClOrdId semantics for FIX Drop Copy for orders that do not originate via FIX

(Ref 129017)

05/05/2021

Fixes

Autospreader

Resolved issue with a CME host (ar0srv45) where Algo manged Autospreader orders were failing to send child orders.

(Ref 129012)

05/05/2021

Fixes

TT Order Types

Resolved issue where the 'Market at End Time' function on TT Order Types can lead to the Parent order appearing to be under filled when the market order is filled across multiple levels.

(Ref 128984)

05/04/2021

Fixes

TT Rest API

Fixed an issue with the email address mapping in the user/{userid} endpoint.

(Ref 128797)

Production Release: 05/06/2021