September 2021 - UAT Environment

UAT Complete	Production Start	Production Complete	Type	Component	Release Note
09/30/2021			Fixes	Autospreader	Resolved Crypto related issue where a partial fill of fractional quantity could lead the Autospreader to cease quoting. (Ref 134281)
09/30/2021			Improvements	Autospreader	Removed the current Leg Ratio limit of 200,000 to allow Autospreader to be used effectively in Crypto markets. (Ref 134280)
09/30/2021			Improvements	Exchanges	Starting with T7 10.0, tag 2404 (ComplianceID) will be conditionally required on orders in production for Eurex and EEX. Currently, Eurex and EEX support tag 2404 (ComplianceID) in production as an optional tag. We will add support for this tag in production prior to the T7 10.0 upgrade so that customers can preconfigure this value. With the T7 10.0 upgrade, tag 2404 (ComplianceID) in the following cases: - If Trading Capacity is Proprietary (5) then ComplianceText (tag 2024 2404) is required - If Trading Capacity is Agency (1), then Compliance Text is required when the user is an Exchange Trader acting for another exchange participant. It should not be sent when the user is a client of the Member (not an exchange trader). - Note that orders will not be rejected by the exchange if this field is not populated. Full details on the requirements for use of this field may be found in "Eurex Circular 061/21 Order Routing System (ORS): Details for usage": https://www.eurex.com/ex-en/find/circulars/circular-2697562 Details on configuration of ComplianceText (2404) in TT: - ComplianceText (2404) should include the following info: Member ID/ Trader ID combination, aka the MGT (for ex. ABCFRTRD001). - ComplianceText (tag 2024) will be set at the User level in a new field to be added in TTUS, "Compliance Text" - If Compliance Text is populated, we will send it to the exchange in tag 2404, if it is not populated, we will not send it Support for overrides to ComplianceText via FIX Adapter, ADL and ASE will be added in a future release. (Ref 134186)
09/30/2021			Fixes	Autospreader	Resolved issue that can result in Autospreader Queue Holder orders failing to observe 'Round Lot' rules for markets that enforce a minimum tradeable quantity. (Ref 133883)
09/30/2021			Improvements	Autospreader	Resolved price server subscription issue that can lead to the cancellation of GTC Autospreader orders. (Ref 133882)
09/30/2021			Improvements	Autospreader	Addressed issue where Autospreader was unable to reconnect to internal components after a disconnection which lead to Autospreader entering a failed state. (Ref 133848)
09/30/2021			Fixes	Autospreader	Updated behaviour of ASE Reload orders so that the full order quantity is reserved from position limits at the point of entry rather than individually for each reload action. This prevents any unexpected position based rejections midway through the order. (Ref 133842)
09/29/2021			Improvements	Exchanges	TT will now support the configuration of Order Tag Defaults (OTD) for both Execution Decision Qualifier and Investment Decision Qualifier. Support will be rolled out on a market by market basis, beginning with Eurex and EEX. The behavior is as follows: On a New Order Single - If the OTD is not configured, and there is no override sent on the order, the current behavior will persist and manual_order_indicator will be used to set the default qualifier values as it does today - Override and TTUS lookup are allowed For Change and Delete actions - Override is only allowed if the user id / algo changes or source is FA / API - TTUS lookup is only allowed if the user id / algo changes; - When override / TTUS lookup is not allowed, or somehow both have no valid values, the working orders' original values are used (Ref 134163)
09/29/2021			Fixes	FIX Services	CME SR3 packs and bundles have an currently have an incorrect display name (FIX tag 452=97, "Alias", in SecurityAltId group), causing some packs and bundles to not be displayed. See below for new naming convention: Packs Example: SR3 1Y Pack Existing Alias/Display Name:+1xSR3 Mar26:+1xSR3 Jun26:+1xSR3 Sep26:+1xSR3 Dec26 New Alias/Display Name: SR3 Mar26 Pack Bundles Example: SR3 2Yr starting with Jun29 contract Existing Alias/Display Name: SR3 Jun29 3mo Pack New Alias/Display Name: SR3 Jun29 2Yr Bundle (Ref 134051)
09/29/2021			Fixes	Market Data	CME SR3 packs and bundles have an incorrect display name (alias field), causing some packs and bundles to not be displayed. See below for new naming convention: Packs Example: SR3 1Y Pack Existing Display Name:+1xSR3 Mar26:+1xSR3 Jun26:+1xSR3 Sep26:+1xSR3 Dec26 New Display Name: SR3 Mar26 Pack Bundles Example: SR3 2Yr starting with Jun29 contract Existing Display Name: SR3 Jun29 3mo Pack New Display Name: SR3 Jun29 2Yr Bundle (Ref 134050)
09/28/2021	09/30/2021	09/30/2021	Fixes	TT Rest API	Fixed an issue where the /ordertagdefaults/fields endpoint doesn't properly return the lastPage variable. (Ref 134139) Production Release: 09/30/2021
09/28/2021	09/30/2021	09/30/2021	Improvements	TT Rest API	Add ASE instrument information to the /ttpds/instrument/{instrumentId} endpoint. (Ref 134138) Production Release: 09/30/2021
09/28/2021	09/30/2021	09/30/2021	Fixes	TT Rest API	Fixed an issue where the alias field for the leg instruments was incorrectly mapped to the leg contact term. (Ref 134137) Production Release: 09/30/2021
09/28/2021	09/30/2021	09/30/2021	Improvements	TT Rest API	Add an endpoint (ttpds/syntheticinstruments) to retrieve all ASE instruments for a given user. (Ref 134132) Production Release: 09/30/2021
09/22/2021	09/22/2021	09/22/2021	Fixes	TT .NET SDK	Fixed an issue that resulted in the a blank price snapshot in a specifically rare scenario. (v3.0.0.49) (Ref 133919)
09/17/2021	10/08/2021	10/08/2021	Fixes	ADL	Resolved issue that could lead to incorrect allocation across exit orders if only 3 levels were used. (Ref 133787)
09/17/2021	10/08/2021	10/08/2021	Improvements	ADL	OMA With A Tick algo will now automatically cancel upon expiry of GTD child order. (Ref 133783)
09/17/2021	10/08/2021	10/08/2021	Improvements	ADL	OMA With A Tick algo enhanced to allow modification to child order quantity. (Ref 133782)
09/16/2021	10/08/2021	10/08/2021	Improvements	FIX Services	Following on our original announcement from August 26, TT continues to make 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. NOTE: ICE market now supports this feature in UAT, with production support scheduled for October 8, 2021. 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. JPX, TOCOM and OSE markets currently support the new value in production. Support for PDS CDD in additional markets will be announced in future. In TT FIX v158 & higher, when the PDS CDD field 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. Customers trading ICE contracts via FIX are strongly encouraged to test their applications in UAT prior to the October 8 rollout date to ensure integration with the new behavior. Contracts listed in PDS under ICE_L market will not be impacted. Please reach out to your TT Customer Representative or email fixintegration@trade.tt with any questions or concerns. (Ref 133777) Production Release: 10/08/2021 Version: v163
09/14/2021			Improvements	FIX Services	Added the NoLinks Repeating Group [16112, 16113, 16114] to staged order execution reports that were participants of a bulked, stitched or split synthetic staged order. This provides a linkage from the participant staged orders to the bulked, stitched or split synthetic staged order. Added the new LinkType enums below to 16114 to identify the relationship between the participant staged order and the bulked, stitched or split parent order: 8: Staged bulked child order ID 9: Staged stitched child order ID A: Staged split child order ID (Ref 132975) Version: v163
09/09/2021	09/14/2021	09/14/2021	Fixes	TT Rest API	Fixed an issue with the /ttmonitor/sod/{accountid} endpoint that resulted in erroneous responses. (Ref 133502) Production Release: 09/14/2021
09/08/2021	09/10/2021		Improvements	Score	Score user preferences now allow users to hide unused or rarely used models for a cleaner user interface. Note that this does not effect processing and clusters will still be generated for "hidden" models and be reflected in reports and statistics. You can restore the models and all clusters by simply unhiding the model again. Users can also now set custom score ranges on a per model basis. Note that when more than one model is selected the score range will set to the user chosen default score range. (Ref 133588)
09/07/2021	10/01/2021		Improvements	FIX Services	The TT Order Type parameter 'ChildTIF', tag 16903, has been updated to match the enum values defined in FIX tag 59. Please see tag 59 documentation for details. (Ref 132978) Production Release: 10/01/2021 Version: v163
09/07/2021	10/01/2021		Improvements	FIX Services	Added support for TT Order Type Parameter, WaitingOption, in tag 16974 and CustomSliceSched, in tag 16977. Valid values for WaitingOption are: 0: Now 1: Specified Time 2: Pre-open 3: Open CustomSliceSched specifiec a custom interval for slices to be entered as a string in the format: "HH:MM:SS.mmm". (Ref 132977) Production Release: 10/01/2021 Version: v163
09/07/2021	10/01/2021		Improvements	FIX Services	Added support for TT Order Type Parameter, LeftoverMktOrderLimitTicks in tag 16966. This integer parameter is used by TT Order Types that support Market Leftover action to seed the number of ticks to be used. (Ref 132976) Production Release: 10/01/2021 Version: v163
09/07/2021	10/01/2021		Improvements	FIX Services	FIX Drop Copy & Order Router will now prepend a Reject Source string to tag 58 on reject ER messages. Sources available are: EXCH: Exchange supported natively on TT EXT GW: 3rd-party algo provider or FIX bridge to exchange TT FIX: The TT FIX server TT: All other sources (Ref 132966) Production Release: 10/01/2021 Version: v163
09/07/2021	10/01/2021		Fixes	FIX Services	Fixed an issue where FIX Order Router was unable to resolve the correct order connection when an account was mapped to multiple FIX Order Gateway connections. (Ref 132965) Production Release: 10/01/2021 Version: v163
09/07/2021	10/01/2021		Improvements	FIX Services	Add tag528, OrderCapacity, and tags 2593/4/5, OrderAttributesGrp, to FIX Trade Capture (AE and AR) messages. (Ref 132963) Production Release: 10/01/2021 Version: v163
09/07/2021	10/01/2021		Improvements	FIX Services	Added support for ExerciseStyle, tag 1194, in SecurityDefinition (d) and ExecutionReport messages. Valid values are: 0: European 1: American 2: Bermuda (Ref 132962) Production Release: 10/01/2021 Version: v163
09/07/2021	10/01/2021		Plan	FIX Services	All FIX Services for the v163 release have been redeployed to UAT Data Centers at EOD September 7, 2021. Deployment of FIX v163 to Production will begin no sooner than October 1st. 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 132947) Production Release: 10/01/2021 Version: v163
09/02/2021	09/03/2021	09/03/2021	Improvements	Excel Linking	We have released a new TT Excel Add-in version 21.06. This version fixes a connection issue that sometimes occurs when multiple Excel sheets are opened. As part of this release, the current TT Desktop v5.0.5 installer package now includes this new TT Excel Add-In included 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 133428)
09/02/2021	09/16/2021	09/28/2021	Improvements	General	Non-admin users with more than 1,000 accounts are now required to include an account filter when querying Ledger from the Audit Trail or Fills widget in Continuous mode. (Ref 133227)
09/02/2021	09/16/2021	09/28/2021	Improvements	Market Grid	The Market Grid and Watchlist "Type" column sorting now also considers the expiry date when the types are the same. (Ref 133168)
09/02/2021	09/16/2021	09/28/2021	Improvements	Positions	The Position Manager widget account dropdown list now allows company admins to select any account visible to them when creating Admin fills. Previously, company admins could only select accounts assigned to them. (Ref 133167)
09/02/2021	09/16/2021	09/28/2021	Improvements	Order Entry	When creating child orders for a staged order, Day and GTC will now always be considered valid available TIFs regardless of the order type on the staged order. (Ref 132764)
09/02/2021	09/16/2021	09/28/2021	Improvements	General	The right-click "Open..." widgets menu is now available from the Order Book, Orders pane of the Orders and Fills widget, Fills widget and Audit Trail. (Ref 132752)
09/02/2021	09/16/2021	09/28/2021	Improvements	General	The Originator column filter drop down list now shows all users that the logged in user has access to, not just the originators that have local data present. (Ref 132738)
09/02/2021	09/16/2021	09/28/2021	Improvements	Order Entry	On algos that support Start and/or End times, you can now navigate the time fields using the Tab key. (Ref 132736)
09/02/2021	09/16/2021	09/28/2021	Fixes	Order Entry	Fixed an issue that sometimes caused the Order Ticket Limit field to not be greyed out even though the algo child order is set to Market. (Ref 132733)
09/02/2021	09/16/2021	09/28/2021	Improvements	Order Book	Filled and Cancelled order rows in the Order Book (and the orders pane of the Orders and Fills widget) now display with the full background color as defined in Settings. The opacity previously applied to intentionally "dull" those rows has been removed. (Ref 132730)
09/02/2021	09/16/2021	09/28/2021	Improvements	Order Entry	The start times for the TT Retry algo can now be configured with microsecond granularity. (Ref 132728)
09/02/2021	09/16/2021	09/28/2021	Improvements	Settings	When making admin changes to locally uploaded order profiles, instead of saving the changes in the Order Profile widget and publishing them at a later date, there is now only one action that is actually "Save and Publish". If admin rules have been edited, the "Save" button will now display "Publish" and otherwise behave exactly as if you had previously clicked both those buttons in sequence. (Ref 132726)
09/02/2021	09/16/2021	09/28/2021	Improvements	Order Book	When the global Preferences > Orders > "Confirm modifications to working orders from Order Book" is enabled, a confirmation window now appears when you release one or more existing held orders from the Order Book. Note that this confirmation only appears when releasing existing orders that are currently on hold; it does not apply to submitting new orders in a held state. (Ref 132722)
09/02/2021	09/16/2021	09/28/2021	Improvements	Options	An error message now displays in the appropriate options widgets when an Options Server disconnect is detected. (Ref 132716)
09/02/2021	09/16/2021	09/28/2021	Fixes	Settings	Fixed an issue where the "Profile" column uploaded via an order upload .csv file did not correctly apply the rule for that profile, e.g., populate the trading account. Ideally, the user does not need to fill in the account value but instead specify the Profile which will seed the correct profile info. (Ref 132714)
09/02/2021	09/16/2021	09/28/2021	Improvements	Autospreader	The "open/close" dropdown is now available to be set per leg for Autospreader instruments in the multi-account flyout in MD Trader. (Ref 132712)
09/02/2021	09/16/2021	09/28/2021	Improvements	Order Entry	We have added a new setting named "Display all algo parameters in confirmation mode" to both the Order Ticket and to MD Trader. When set the algo parameters "flyout" pane displays in expanded mode so all algo parameters are visible to verify and confirm before placing the order. (Ref 132685)
09/02/2021	09/16/2021	09/28/2021	Fixes	Market Grid	Fixed an issue in Market Grid that sometimes caused auto-roll contracts to roll to the next month too early. (Ref 132679)
09/02/2021	09/16/2021	09/28/2021	Improvements	Strategy Creation	Improved the instrument lookup process to help ensure creation of custom option strategies. (Ref 132676)
09/02/2021	09/16/2021	09/28/2021	Improvements	Order Entry	When the global Preference > Orders "Close floating order entry widget after submission" is enabled, upon submitting an order we now prevent additional orders from being submitted while waiting for the acknowledgement of the order from the back-end components. Previously additional orders could accidently be submitted while the initial order was in-flight. (Ref 132674)
09/02/2021	09/16/2021	09/28/2021	Improvements	Order Book	The Order Book right-click menu option "Send to Blocktrader" is now available for individual staged orders on HKEX to execute as One-Sided OTC trades. (Ref 132669)
09/02/2021	09/16/2021	09/28/2021	Improvements	Order Book	The Order Book right-click menu option "Send to Blocktrader" is now available for staged orders on JPX. (Ref 132668)
09/02/2021	09/16/2021	09/28/2021	Improvements	Strategy Creation	Creation of user-defined option strategies is now supported on the Cboe Europe Derivatives Exchange (CEDX). (Ref 132667)
09/02/2021	09/16/2021	09/28/2021	Improvements	Order Book	The Order Book (and the orders pane of the Orders and Fills widget) now provides a setting to display care orders in italics font. Default = ON to maintain current behavior. (Ref 132653)
09/02/2021	09/16/2021	09/28/2021	Fixes	Positions	Fixed an issue that sometimes caused product level P/L to display "Invalid" after publishing a manual fill. (Ref 132651)
09/02/2021	09/16/2021	09/28/2021	Improvements	Order Entry	When the user is denied the ability in Setup to enter Manual Fills for an account, they are no longer able to enter them via Order Ticket, MD Trader, or Position Manager. Previously there was a case where manual fills were still possible on staged orders, which has now been rectified. (Ref 132650)
09/02/2021	09/16/2021	09/28/2021	Improvements	Options	The Vol Calculator can now be launched by right-clicking on an option instrument in the Order Book and Fills widgets, where it is present under the Send to Watchlist menu item. From the Market Grid, the Vol Calculator can be launched from the right-click Open... and Launch linked... menus. (Ref 132649)
09/02/2021	09/16/2021	09/28/2021	Improvements	Order Entry	The Order Ticket launched to work a staged order no longer 'flips' the buy/sell direction upon right click on the bid/ask values. We previously prevented a flip on left click, but now a right click is also prevented. (Ref 132645)
09/02/2021	09/16/2021	09/28/2021	Improvements	MD Trader	The MD Trader "Filter User Button" show/hide state can now be saved as part of MD Trader global defaults. (Ref 132628)
09/02/2021	09/16/2021	09/28/2021	Improvements	Market Grid	Added support in Market Grid for detailed depth on JPX. (Ref 132626)
09/02/2021	09/16/2021	09/28/2021	Improvements	Blocktrader	Blocktrader now supports JPX with J-Net One Sided and J-Net Cross trade types. (Ref 132625)
09/02/2021	09/16/2021	09/28/2021	Improvements	Order Entry	A new Routing Rules widget allows you to define rules to split a single order into multiple order portions across brokers or accounts. See our documentation pages for more information. (Ref 132597)
09/02/2021	09/16/2021	09/28/2021	Improvements	General	The Order Ticket is now included as an available launch choice when using instrument Search from the main titlebar. (Ref 132595)
09/02/2021	09/16/2021	09/28/2021	Improvements	Options	The Market Explorer in the RFQ Viewer widget now supports multi-select of product families and instruments. (Ref 132594)
09/02/2021	09/16/2021	09/28/2021	Improvements	General	You can now configure native and synthetic instruments to view and trade them in a Yield price. See our documentation pages for more information. (Ref 132593) Learn More
09/02/2021	09/16/2021	09/28/2021	Improvements	Settings	When uploading order profiles via a .csv file, you can now specify an algo Template as part of the new record with an Order Type. Note this will only upload correctly if the Order Type supports that Template. (Ref 132590)
09/02/2021	09/16/2021	09/28/2021	Improvements	Order Book	When the Order Book is grouped with the Depth widget, selecting an order in the Order Book now 'drives' the Depth widget and updates the depth widget with the instrument from the selected order. (Ref 132589)
09/02/2021	09/16/2021	09/28/2021	Improvements	Blocktrader	Blocktrader now supports Cross orders on MEFF. (Ref 131167)
09/02/2021	09/16/2021	09/28/2021	Improvements	Settings	We have implemented a framework to localize the trading front end applications TTW and TT Desktop to support the display of text strings in different languages. This initial framework supports English, and other languages, e.g., Japanese and Chinese will be added in future releases. (Ref 131166)
09/02/2021	09/16/2021	09/28/2021	Improvements	Order Entry	In algo parameter flyouts, the date/time strings are now larger to improve readability. (Ref 131153)
09/02/2021	09/16/2021	09/28/2021	Improvements	Orders	The Order Book, Fills widget and Audit Trail now include two optional columns to display the notional value of an order, either as the total notional value of the order and/or the executed notional as the order partially fills. Both columns are off by default and apply to orders on futures instruments only. Spread and option orders will be blank. (Ref 131107)
09/02/2021	09/16/2021	09/28/2021	Improvements	Order Entry	The Order Ticket on Chinese derivatives markets now supports additional Open/Close settings. Specifically: INE and SHFE support "open", "close today" and "close fifo". (Ref 120293)
09/02/2021	09/16/2021	09/28/2021	Improvements	Spread Matrix	Spread Matrix settings now include an option to "Enable right click on price cells to display context menu”. When enabled you can open up the context menu with the options “Open” and “Submit RFQ” when right clicking on a price cell instead hold down CTRL + Right-click in order to access this menu. (Ref 118037)

Release Notes

September 2021 - UAT Environment