July 2021 - UAT Environment

UAT Complete	Production Start	Production Complete	Type	Component	Release Note
07/29/2021	08/27/2021	10/01/2021	Improvements	Setup App	To comply with exchange regulations, TT is separating FIX and .NET Client SDKs into separate market data entitlements. Setup now supports a new market data entitlements tab, User->SDK Client Market Data, and the User->FIX Market Data tab has been renamed User->FIX and SDK Server Market Data. Setup also has a new checkbox, "External Distribution" on both FIX and SDK Server Market Data and SDK Client Market Data market data tabs. TT Setup Administrators should enable the SDK Client Market Data for users that should have access to market data via TT.Net SDK Client Side application keys. This could be for display purposes (which should be indicated by setting the Sessions to the number of concurrent display keys this client is allowed to access), and\or for non-display purposes (indicated by checking the “Non-Display” checkbox). Additionally if this market data will be externally distributed check the "External Distribution" checkbox. If the FIX market data was previously only enabled for TT.Net SDK Client Side application keys, it should be disabled at this time. TT Setup Administrators should only enable FIX and SDK Server Market Data for users that should have access to FIX Market Data Sessions or an SDK Server. This could be for display purposes (which should be indicated by setting the Quantity to the number of users that are behind the FIX Session), and\or for non-display purposes (indicated by checking the “Non-Display” checkbox). Additionally if this market data will be externally distributed check the "External Distribution" checkbox. TT. NET SDK Client Side Application Key users should verify the needed application keys are correct. Existing “TT .NET SDK Client Side” application keys that are used solely for display purposes and existing “TT Core SDK” application keys can continue to be used as is. However, if a key is being used to create non-display applications (as defined by the exchange) then the existing “TT .NET SDK Client Side” application keys must be recreated as a “TT.Net SDK Client Side - Non Display” application key. The aforementioned changes must be completed by Aug 19th in UAT and by Oct 1st in Production. Failure to do so will result in the inability to subscribe for market data in your applications. Customers can expect further communication as the enforcement date approaches. (Ref 132113)
07/29/2021	07/29/2021		Fixes	TT .NET SDK	Reverted a prior change for upcoming market data entitlement changes. (v3.0.0.46) (Ref 132062)
07/26/2021	08/06/2021	08/27/2021	Improvements	FIX Services	TT is making changes to our Security Master database (PDS) to synchronize the month and year values displayed in the TT Trading GUI (PDS Alias field) with TT FIX tags 200, MaturityMonthYear, and 610, LegMaturityMonthYear values for all FIX order routing, drop copy, market data and security definition messages. PDS has introduced a new field, ContractDisplayDate, (CDD), which will contain the month & year values from the Alias field. PDS will be rolling out this change market-by-market, beginning with TOCOM & OSE. Support for PDS CDD in additional markets will be announced in the coming months. In TT FIX v158 & higher, when the PDS CDD field is is present on an instrument, TT FIX will map CDD to tags 200 & 610 on all relevant inbound & outbound messages. When CDD is not present, the existing mapping to PDS Maturity Date will continue as currently implemented. (Ref 132009) Production Release: 08/06/2021 Version: v158
07/22/2021	07/23/2021		Improvements	Score	Model update: The marking the close model now measures tick changes rather that percent price move to measure potential price impact of trader activity. This improvement allows for more consistent scoring across various prices. With this change there are now updated scorecard statistics that reflect tick moves. (Ref 131766)
07/21/2021	07/23/2021		Improvements	Score	This new compliance report is focused on investigation statistics and cluster review statistics. User can select between summaries of investigations or reviewed clusters over a selected period of time. (Ref 131902)
07/21/2021	07/23/2021		Improvements	Score	TT Score has a new dashboard that displays recent model statistics, alerts and reports as well as the users current investigations. Users can now perform many Score tasks directly from the dashboard and navigate easily to the various areas of Score. (Ref 131901)
07/20/2021	08/06/2021	08/27/2021	Improvements	FIX Services	Added support for tag 529, OrderRestrictions. Sent when provided by the exchange. Currently, only NASDAQ EU market supports this field. Description: Restrictions associated with an order. Type: Char Required: No Valid values: 1 = Program Trade 2 = Index Arbitrage 3 = Non-Index Arbitrage 4 = Competing Market Maker 5 = Acting as Market Maker or Specialist in the security 6 = Acting as Market Maker or Specialist in the underlying security of a derivative security 7 = Foreign Entity (of foreign government or regulatory jurisdiction) 8 = External Market Participant 9 = External Inter-connected Market Linkage A = Riskless Arbitrage B = Issuer Holding C = Issue Price Stabilization Used in: D/F/G/AB/AC/8 (Ref 131737) Production Release: 08/06/2021 Version: v158
07/16/2021			Improvements	Exchanges	Added support for Manual Order Indicator (Tag 1028) for ICE and ICE_L (Ref 131686)
07/15/2021			Improvements	Exchanges	TT has added support for Order level Self Trade Prevention functionalities and Manual Order Indicator for ICE. (Ref 131510)
07/14/2021	07/14/2021	07/14/2021	Fixes	TT .NET SDK	Fixed an issue which resulted in child orders of third party algos were skipped when calculating positions. (v3.0.0.45) (Ref 131562)
07/08/2021	08/06/2021	08/27/2021	Improvements	FIX Services	Added a new "Action" option to RemapPartyEntry FIX Profile Rule type & renamed rule to " Modify PartyEntry". The RemapPartyEntry rule previously supported: "Assign", "Pass" as options for the Action field. 1. Added "Drop" as a new Action option for this rule type 2. Renamed the rule itself from RemapPartyEntry to ModifyPartyEntry (Ref 131386) Production Release: 08/06/2021 Version: v158
07/08/2021	08/06/2021	08/27/2021	Improvements	FIX Services	Three new TIF enums have been added to tag 59 to support OSE's unique On Close requirements: <value enum='S' description='TIME_IN_FORCE_MORNING_AT_THE_CLOSE' /> <value enum='T' description='TIME_IN_FORCE_AFTERNOON_AT_THE_CLOSE' /> <value enum='U' description='TIME_IN_FORCE_NIGHT_AT_THE_CLOSE' /> (Ref 131385) Production Release: 08/06/2021 Version: v158
07/08/2021	08/06/2021	08/27/2021	Improvements	FIX Services	Added FIX tag 16625, 'TextTTModifyingUser', which will contain the TT Username of the user modifying the Text TT field on an existing execution report. (Ref 131383) Production Release: 08/06/2021 Version: v158
07/08/2021	08/06/2021	08/27/2021	Improvements	FIX Services	For FIX Drop Copy sessions with Compliance Feed enabled, 35=F cancel request messages will now include tag 1. (Ref 131382) Production Release: 08/06/2021 Version: v158
07/08/2021			Plan	FIX Services	All FIX Services for the v158 release were initially deployed to UAT Data Centers at EOD July 8, 2021. Limited production deployment is expected to begin Aug. 6, 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 131380) Version: v158
07/08/2021	08/06/2021	08/27/2021	Improvements	FIX Services	Fixed an issue in FIX Drop Copy where certain OSE fills could be missing tag 17. (Ref 131379) Production Release: 08/06/2021 Version: v158
07/08/2021	08/13/2021	08/13/2021	Improvements	Setup App	Enhanced the way Order Tag Defaults are displayed for companies that have large data sets. If the number of Order Tag Default records exceed a certain threshold (30,000 in UAT and 100,000 in Production), Setup administrators must select specific accounts, users, and/or exchanges and view the relevant Order Tag Default records. (Ref 131372)
07/08/2021	08/13/2021	08/13/2021	Improvements	Setup App	Updated reports (accessed from the Reports left-navigation pane) to include a new 'Order Tag Defaults Report' that captures all the order tag defaults within the company (Ref 131363)
07/08/2021	08/13/2021	08/13/2021	Improvements	Setup App	Setup administrators can now generate reports more efficiently. As part of this change, a pop-up window will be displayed to alert when a report has completed processing and is ready to be downloaded. The report can also be downloaded from the new 'Background Tasks' tab available in the left-navigation pane. (Ref 131362)
07/08/2021	07/08/2021	07/08/2021	Fixes	TT .NET SDK	Fixed an issue where the GetCounterpartyInfo property was not returning the participation number. (v3.0.0.44) (Ref 131282)
07/08/2021	07/08/2021	07/08/2021	Improvements	TT .NET SDK	Enhanced internal routing logic for 3rd party algos. (v3.0.0.44) (Ref 131278)
07/08/2021	07/08/2021	07/08/2021	Improvements	TT .NET SDK	Exposed the enumerated values for 3rd party algos. (v3.0.0.44) (Ref 131276)
07/08/2021	07/08/2021	07/08/2021	Improvements	TT .NET SDK	Added the ability to create exchange strategy definitions. (v3.0.0.44) (Ref 131275)
07/07/2021	07/08/2021	07/08/2021	Fixes	TT Rest API	Fixed an issue which resulted in missing positions when there is only a spread position for a given account. (Ref 131273) Production Release: 07/08/2021
07/01/2021			Improvements	Options	Watchlist will now automatically attempt to re-create saved strategies on workspace open or refresh when they have been "purged" by the exchange. Because this is not an instantaneous process, while creation is in flight the purged strategy will appear in italics, and a notification message will appear indicating the process is underway. Upon successful re-creation of the strategy, the strategy will display as normal. Strategies that fail re-creation will remain in italics highlighted in a background color that can be customized in the "Colors" section of Watchlist settings. Note: "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. 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 131130)
07/01/2021			Improvements	Settings	The Order Profiles widget now disables the "Add Rule" button when on the "Admin Rules" tab because order profile rules can only be created in the front end as Local rules. (Ref 131123)
07/01/2021			Improvements	Time & Sales	Time and Sales now provides an optional setting named "Highlight aggregated quantity cells" to identify quantity values that are not single prints but consist of multiple trades consolidated within the one (1) second aggregation time window. This new setting is off by default, and the highlight color can be customized in the "Colors" section. As part of this work, mouse hover on a consolidated quantity cell will display a small popup that lists the most 20 recent entries that comprise that aggregated quantity value. (Ref 131119)
07/01/2021			Improvements	Blocktrader	The Blocktrader counterparty dropdown list for HKEX, OSE, or IDEM now includes the customer code. The counterparty string now displays as "account - alias - value", which is equivalent to the User Setup naming schema of "Account - Participant Name - Customer Code". (Ref 131085)
07/01/2021			Improvements	Order Book	The Order Book now supports changing the Time-In-Force (TIF) on working Autospreader orders via a Cxl/Replace action. (Ref 131084)
07/01/2021			Improvements	Market Grid	Market Grid now offers a "Related Contracts..." right-click context menu on futures and spread contracts. This menu exposes a second context menu listing all options products (though not Term) for the Product Family of the original future or spread instrument. Selecting an options product from this menu will open an Options Chain widget seeded with the Market Explorer for the selected product, allowing quick access to select a term for that option product. (Ref 131073)
07/01/2021			Improvements	Blocktrader	Blocktrader now exposes the "Clearing Acct" field for EEX block trades. (Ref 131048)
07/01/2021			Improvements	Order Book	We have improved the notification messages that appear when stitching staged option orders into exchange listed strategies. (Ref 131046)
07/01/2021			Improvements	Market Grid	Market Grid and Watchlist now include a filterable and sortable "Type" column that can be exposed via right click "Edit columns". (Ref 131045)
07/01/2021			Fixes	Blocktrader	Fixed a Blocktrader rounding issue on future leg qty on covered strategies. (Ref 131044)
07/01/2021	07/09/2021	07/16/2021	Fixes	Autospreader	Resolved ASE issue which could lead to excessive quoting due to frequent quantity changes, (Ref 131040)
07/01/2021	07/09/2021	07/16/2021	Fixes	Autospreader	Resolved issue where ASE configurations which contain a decimal leg ratio could incorrectly cancel a quote order based on insufficient lean quantity. The order would only observe the inside market instead of walking the depth to find adequate liquidity. (Ref 131036)
07/01/2021	07/05/2021		Improvements	Exchanges	Access to KOSPI 200 Weekly Options is now available through TT's KRX market under product code "WKI." Customers who already have access to KRX Market data will receive access to the new products automatically. (Ref 131026)
07/01/2021			Improvements	Autospreader	Autospreader/ Aggregator now supports the use of position effect, this allows users to define if they are opening or closing a position at the point of submitting an order. Values set for the parent order will propagate down to the resulting child orders. (Ref 130891)
07/01/2021			Improvements	Options	The Options Chain and the Market Explorer now display the selected options product description text. (Ref 130064)
07/01/2021			Improvements	Time & Sales	Time and Sales now provides an optional setting to consolidate trades per instrument within the one (1) second aggregation time window. This new setting is off by default, but when enabled a trade occurring in a different instrument within the time window will not end the aggregation of the current instrument, but each instrument will aggregate separately. (Ref 130056)
07/01/2021			Fixes	Audit Trail	Fixed an issue that sometimes prevented Audit Trail from displaying the linked legs of CME vol-quoted options. (Ref 129980)
07/01/2021			Fixes	Market Grid	Fixed an issue where "live only" mode sometimes behaved inconsistently across different tabs in a Market Grid. (Ref 129978)
07/01/2021			Improvements	Orders	We now support changing the order type on existing staged orders. The proposed change can be submitted either via FIX or via a TT front end, and if the order is in a "Claimed" state the proposed change will trigger the approval request process. Supported order type changes include all cross combinations of Market, Limit, Stop Market and Stop Limit, e.g., a market order can be changed to a limit order, and a stop market order can have a limit price added by changing it to a stop limit order. (Ref 129977)
07/01/2021			Fixes	Order Entry	Fixed an issue where the Order Ticket offset accounts for Manual Fills on staged orders incorrectly required "Submit staged orders" rights in Setup. (Ref 129975)
07/01/2021			Fixes	Order Entry	Fixed an issue that sometimes caused the confirmation string to incorrectly display an order price for algo orders configured as market order types. (Ref 129960)
07/01/2021			Improvements	Blocktrader	Blocktrader now has additional fields to support NDAQ_EU wholesale trades. (Ref 129705)
07/01/2021			Fixes	Order Entry	Fixed an issue that would sometimes cause the Order Ticket to seed Order Tag Default (OTD) fields incorrectly if the user has more than 10,000 OTDs. (Ref 129702)
07/01/2021			Fixes	General	Fixed an issue that sometimes formatted strategy display names incorrectly. (Ref 129649)
07/01/2021			Improvements	Order Entry	We now suppress the "order routing is down" warning message when filling a staged order with a manual fill on an account without a valid connection. (Ref 129647)
07/01/2021			Improvements	Market Grid	Market Grid now provides an optional "LastTrdDate" column to display the last date the instrument can be traded. The current "ExpDate" of an instrument may not be the date on which the instrument stops trading. Expirations are sometimes on weekends, or sometimes may occur weeks after the instrument is no longer eligible to be traded. (Ref 129646)
07/01/2021			Improvements	Settings	We have added a new global preference on the Accounts page to designate specific accounts to use when sending RFQs. Selecting the "RFQ" radio button allows you to set an account for each exchange you have access to. The connections mapped to these accounts will be used to route RFQs regardless of which widget you initiate them from. As part of this work we have removed account selection from the Strategy Creation widget, as the accounts designated for RFQs will also be used for submitting strategy definitions. (Ref 129595)
07/01/2021			Fixes	Fills	Fixed an issue that sometimes caused releasing a locked stage order with the "Average Price" method to incorrectly tag the order as "release all fills" instead. (Ref 129586)
07/01/2021			Improvements	Settings	An "Exchange only" global preference has been added to more flexibly manage the display of Bloomberg codes when a company is enabled for Bloomberg symbology. (Ref 129513)
07/01/2021			Improvements	Options	Options on many exchanges have multiple expiry dates in a week, typically Mon, Wed, Fri. However, CBOE uses the same Term for all expiry dates in a week. The Market Explorer now provides a Date column to allow users to select the desired expiry date for a given Term. (Ref 129512)
07/01/2021			Fixes	General	Fixed an issue that prevented group widget "control directions" from not saving as part of creating a custom widget. Note: Group widget "control directions" are accessible via right click on the top title bar of a group widget under "Group widget actions" > "Edit control directions". This will display green/red arrows that indicate how the widgets in the group "drive" each other. (Ref 129507)
07/01/2021			Improvements	Order Entry	The Order Ticket now has a setting to optionally display the stage order message directly on the Order Ticket when launched on care orders. (Ref 129495)
07/01/2021			Improvements	Settings	We have added a new global preference on the Orders page named "Seed with Settlement Price when no market is available". Default = ON which maintains current behavior. However, when this preference is OFF, upon clicking on an instrument with no bid/ask market available, instead of seeding with the settlement price, a price of zero (0) will be seeded. (Ref 129493)
07/01/2021			Improvements	Blocktrader	Blocktrader now supports entering leg quantities on Euronext Request For Cross (RFC) trades for multi-leg instruments, and enforces that prices per legs are submitted for these types of trades as required by the exchange. (Ref 129491)
07/01/2021			Improvements	Settings	To more efficiently handle creating manual fills on staged orders, the Order Profiles widget now includes an optional "Offset Acct" column that can be exposed via right click "Edit Columns". The cells in this column provide a drop down list of values including: (1) a blank option which has no effect on current behavior; (2) a "None" option that sets the manual fill offset account to "None"; and (3) the remaining list of accounts available to the user, which when selected will seed that account in the manual fill offset field. (Ref 128776)
07/01/2021			Improvements	Time & Sales	The Time and Sales widget can now subscribe by product and not just by instrument and will automatically add new instruments as they are created. (Ref 127319)
07/01/2021	07/09/2021	07/09/2021	Improvements	Autospreader Rules	Enhancement made to the 'Inside Smart Quote' rule to prevent the order quantity from increasing when outside of the adjustment range when leaning on the inside market. Should the user specify an minimum lean quantity value of 1, the Autospreader will dynamically adjust (increase/decrease) the quote order quantity based on the available lean quantity. The rule has been enhanced so no increases to the quote order quantity will be permitted when outside of the users defined adjustment range. This is to minimise the number of messages sent to the exchange and to prevent loss of queue position. Defensive requotes will still occur in the previous manor. (Ref 126999)
07/01/2021			Improvements	Order Entry	You can now create manual fills for synthetic inter-product spread orders that were staged into TT via FIX. Note: this release note announces front end support in TTW/TTD only. Full support for this feature requires support in other back end components. (Ref 126603)
07/01/2021			Improvements	Order Book	The Order Book now contains two optional "Review" and "Approved" columns containing checkboxes. These allow desk members sharing an account to flag an order as a form of order confirmation. Another desk member can then review and approve the order. Note that these flags are entirely optional and are not required to be done before an order is submitted to the exchange. (Ref 124749)

Release Notes

July 2021 - UAT Environment