Release Notes

August 2021 - UAT Environment

UAT Complete Production Start Production Complete Type Component Release Note

08/31/2021

Improvements

TT Rest API

As per the announcement from January, the 1.0 version of TT REST API has been deprecated in the UAT environment.

(Ref 133111)

08/26/2021

Fixes

FIX Services

The TT PDS database is making a correction to the Series Term field for LME monthly contracts. The value in this field has been updated from "Day" to "Month".

This is an informational note for FIX clients who consume this field in Security Definition (d) messages. No client action is required.

(Ref 133020)

Version: v158

08/25/2021

08/27/2021

08/27/2021

Fixes

TT Rest API

Added the "allocId" parameter to the /fills endpoint.

(Ref 133099)

Production Release: 08/27/2021

08/24/2021

08/27/2021

08/27/2021

Fixes

TT Rest API

Fixed an issue with an incorrect mapping for the maxLongPos parameter of the /position endpoint.

(Ref 133025)

Production Release: 08/27/2021

08/24/2021

Fixes

Market Data

Series Term for LME monthly contracts has been corrected from "Day" to "Month."

(Ref 133018)

08/24/2021

08/20/2021

Fixes

FIX Services

Fixed an issue where tag 16611, MLegHeadExecId, did not match on the head and leg fills of multileg orders.

(Ref 132960)

Production Release: 08/20/2021

Version: v158

08/20/2021

08/27/2021

Improvements

FIX Services

In order to improve FIX Drop Copy and Order session recovery time after an intra-day disconnect, for any fills that occurred on OM API markets, (HKEx, SGX, TOCOM, OSE), while the TT FIX Drop Copy or Order Routing session was disconnected, TT FIX will send only the updated BD6 clearing fill.

Once session recovery is complete, both BO5 and BD6 fill messages will be sent for subsequent fills as normal,, according to the session configuration.

(Ref 132955)

Production Release: 08/27/2021

Version: v158

08/17/2021

08/19/2021

08/19/2021

Improvements

TT Rest API

Exposed the "Enforce energy limits in Contracts" setting in all of the risk endpoints.

(Ref 132810)

Production Release: 08/19/2021

08/17/2021

08/19/2021

08/19/2021

Fixes

TT Rest API

Fixed an issue which resulted in no OTC data being returned from the /fills endpoint when the includeOTCs parameter is sent.

(Ref 132804)

Production Release: 08/19/2021

08/13/2021

08/13/2021

08/13/2021

Fixes

TT .NET SDK

Fixed an issue where the Instrument StartDate is incorrect. (v3.0.0.48)

(Ref 132678)

08/13/2021

08/13/2021

08/13/2021

Fixes

TT .NET SDK

Fixed an issue that resulted in FillUpdate processing to throw an exception. (v3.0.0.48)

(Ref 132677)

08/13/2021

08/13/2021

09/20/2021

Improvements

FIX Services

For customers whose FIX engine natively supports SSL encryption, or who have implemented FIX session encryption using STunnel, TT provides a TTFIX.crt file with the public certificates used by the TT platform FIX endpoint.

At end-of-day August 13, 2021, TT will update the stunnel.zip file located in the TT Help Library in order to update the soon-to-be-expired certs in the TTFIX.crt bundle. All customers who use STunnel will need to download a new zip file and apply it prior to September 20, 2021.

* Added TT Platform STAR.TRADE.TT expiry September 4, 2022 (DC)
* Removed the GoDaddy root CA certificate

(Ref 132672)

Production Release: 08/13/2021

Version: v148

Learn More

08/13/2021

09/04/2021

09/05/2021

Improvements

Exchanges

1. CBOE Europe Derivatives Exchange (CEDX) market is available on TT platform for trading.
2.TT will support the trading of Futures, Options, Spreads and Strategies for CEDX.
3.The supported order types are Limit, Market, Stop Limit and Stop Market for CEDX.
4.The Time in force values supported for Athex are IOC, FOK, Day, GTD and Opening.
5. GTC orders are not supported for CEDX.
6. The users need to accept the market data agreement in order to be able to trade in the market

Known Issues -

1. The ticking for the instruments may not function as defined by the exchange in the UAT environment and for the dress rehearsal in production. The functionality should be working properly before go-live on Sept 6.

(Ref 132657)

08/12/2021

08/19/2021

08/19/2021

Improvements

Setup App

Added a new text field, 'Description' to FIX Rulesets->Rules->[select Rule]->Rule Settings to allow administrators to add more information about FIX rules.

(Ref 132623)

08/12/2021

09/10/2021

09/10/2021

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. Setup administrators can also choose to hide Order Tag Default rows that are restricted by values in the parent account by checking the "Hide fields with restricted values" checkbox.

(Ref 131372)

08/11/2021

08/13/2021

Improvements

Score

TT Score now let's users set user preferences. A new tab "user preferences" is available on the dashboard where a user can set the default audit trail columns, default score range, default number of days to load, default outlier threshold and whether to keep dropdown filters selected when changing data sets.

(Ref 132575)

08/11/2021

08/20/2021

Improvements

Score

New Model: Influencing the Open (Beta). This model is designed to detect indirect wash trades that occur at the open in violation of CME rules. In addition to detecting indirect wash trades this model also looks for patterns of new orders and cancels that could be attempts to game the indicative open price (IOP). This model is being released in beta and will be subject to change based on customer feedback and further review of the scoring features. Note that currently this model only covers CME trading.

(Ref 132304)

08/10/2021

08/13/2021

08/20/2021

Fixes

Aggregator

Resolved rare issue that can cause Aggregator to crash in Simulation when used as both component legs of an Autospreader.

(Ref 132547)

08/06/2021

08/06/2021

08/09/2021

Improvements

Excel Linking

We have improved the process of pasting links from Excel into TT. When Excel is overworked it sometimes generates internal errors when a cell is simultaneously being read and also being written to by RTD. Now, when links are pasted into TT, we temporarily disable calculation and then resume calculations once the links are established.

(Ref 132204)

08/04/2021

08/06/2021

Improvements

Score

Fills buy volume and filled sell volume have been added to the default cluster statistics (the standard statistics available for every model on the scorecard). Note that these stats may have already been available in some model specific cluster statistics, this just makes them a permanent part of every cluster.

(Ref 132307)

08/03/2021

08/06/2021

08/27/2021

Improvements

FIX Services

Fixed an issue where Security Definition requests were unsuccessful if received by the TT FIX server prior to the "Recovery Complete" News message being sent.

(Ref 132267)

Production Release: 08/06/2021

Version: v158

08/02/2021

08/27/2021

09/10/2021

Improvements

FIX Services

* * Aug. 2 Update * *
The TT FIX v158 production upgrades beginning August 6 will have this feature disabled, while v158 in UAT will continue to have it enabled. TT plans to begin enabling the feature in production on August 27.
----------------------------
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: 08/27/2021

Version: v158