Release Notes

June 2021 - UAT Environment

Date Type Component Release Note

06/18/2021

Fixes

TT Rest API

Fixed an issue which occurred when requesting large numbers of positions.

(Ref 130570)

Production Release: 06/22/2021

06/18/2021

Improvements

TT Rest API

Removed the Market Impact Check (MIC) fields from existing REST endpoints. Created new GET and POST endpoints for MIC fields.

(Ref 130426)

06/17/2021

Improvements

Setup App

Setup administrators can now configure optional, user-defined text fields, "Free-form 1" through "Free-form 20" in the Order Tag Defaults Tab. Note that free-form text fields remain on submitted orders in the TT system, but are not sent to the exchange.

(Ref 130592)

06/15/2021

Fixes

TT Rest API

Fixed an issue where the user/{userid}/setting endpoint is timing out for view-only admin users.

(Ref 130366)

Production Release: 06/17/2021

06/09/2021

Improvements

TT .NET SDK

Deprecate the beta version. Applications still using the beta version will no longer start.

(Ref 130271)

06/09/2021

Improvements

TT .NET SDK

Exposed the aggressor_indicator property on order update messages. (v3.0.0.43)

(Ref 130099)

06/09/2021

Fixes

TT .NET SDK

Fixed an issue where the manual order indicator isn't set on a cancel request if the order was placed by TTW and cancelled by a TT .NET SDK application. (v3.0.0.43)

(Ref 130097)

06/09/2021

Fixes

TT .NET SDK

Fixed an internal issue related to price snapshots arriving before the subscription was added to a collection. (v3.0.0.43)

(Ref 130096)

06/09/2021

Improvements

TT .NET SDK

Exposed the crossing_order_prevention_action_type property on the Fill object. (v3.0.0.43)

(Ref 130095)

06/09/2021

Improvements

TT .NET SDK

Added support for the ability to receive exported variable updates for ADL algos launched by other users with whom you share an order book. (v3.0.0.43)

(Ref 130094)

06/08/2021

Improvements

TT Rest API

Added two new endpoints to expose aggregation of positions by product family.

(Ref 130193)

Production Release: 06/10/2021

06/08/2021

Fixes

TT Rest API

Added the missing "mineOnly" parameter back to the /accounts endpoint.

(Ref 130192)

Production Release: 06/10/2021

06/08/2021

Improvements

TT Rest API

Added company name to the company/{companyid} endpoint.

(Ref 130191)

Production Release: 06/10/2021

06/03/2021

Improvements

Setup App

Setup Administrators can now enforce one of the following three two-factor authentication methods for all users in their company: SMS, Email or Google Authenticator. Users that do not enable two-factor authentication will not be allowed to log in. To enforce two-factor authentication go to the Company Settings option and select the Login Rules tab.

(Ref 130077)

06/03/2021

Improvements

Score

New report available: Score trends are available as a new report on Score's reports tab accessed via the dashboard. The user selects a date range and the desired metrics and Score generates an interactive report that shows the selected metrics over time by model, trader, account or instrument. A company summary chart will be at the top of the report and the selected grouping will be populated below, each with their own interactive chart.

(Ref 130015)

06/02/2021

Improvements

Score

Model Enhancement: TT Score's spoofing models now use market volume and price level data to compare against a traders maximum disclosed volume as a scoring feature. The effect of this is a reduction in cluster scores when a traders working volume is not sufficient in size to impact the market at the time an opposite side fill is achieved.

(Ref 130165)

06/02/2021

Improvements

Autospreader

Implemented enhancement which prevents Autospreader from leaving unmanaged child orders in the market post recovery.

(Ref 130133)

06/02/2021

Improvements

TT Algos

Add missing FIX tags in ATDL for TT Order Types

(Ref 130132)

06/02/2021

Fixes

TT Algos

Resolved issue where TT Synthetic orders with an End Time action of 'Go To market' can fail to report fills if the market order is filled across multiple levels.

(Ref 130131)

06/02/2021

Improvements

TT Algos

The following TT Slice order types are now support recovery: Time Duration, Time Sliced, Volume Duration, Volume Sliced.

(Ref 130130)

06/02/2021

Improvements

Algos

Enhancement made to ensure that all relevant FIX fields are reported for algos that have undergone recovery.

(Ref 130129)

06/02/2021

Improvements

Algos

Optimisations have been made to synthetic order types that generate a slice schedule to prevent them from hogging threads on the algo server which can impact the performance of other working orders.

(Ref 130128)

06/02/2021

Fixes

ADL

Resolved issue that prevented ADL from subscribing to market data for certain instruments.

(Ref 130127)

06/02/2021

Fixes

ADL

Resolved issue where an algo that failed the recovery process appeared in a working state when manually resumed by the user.

(Ref 130126)

06/02/2021

Fixes

Algos

'Fast Market' has now been added to the list of open states for price deviation. This will allow price reasonability checks to be conducted in the same manner as if the market were in an open state.

(Ref 130125)

06/02/2021

Improvements

Algos

Resolved issue where child order fills fail to be published if the parent order has entered a failed state.

(Ref 130123)

06/02/2021

Improvements

Algos

Enhancement made to algo initiation process that see's compilation take place on a dedicated thread. This addresses issues where synthetic orders can become stuck behind large compiling algos leading to extended start times.

(Ref 130109)