Release Notes

October 2021 - UAT Environment

UAT Complete Production Start Production Complete Type Component Release Note

10/21/2021

Improvements

Setup App

Setup administrators can now use User->Accounts Administrators tab to configure different administrative roles within the firm and delegate risk management and account setup to separate users.

(Ref 134779)

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10/20/2021

10/29/2021

10/29/2021

Improvements

FIX Services

Oct. 20 Update: The Production deployment date for this change has been pushed from Oct. 22 to Oct. 29 in order to limit changes to the TT production environment prior to the FIA sponsored Industry-Wide Disaster Recovery Tests scheduled for Oct. 23.
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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 29, 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 29 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: 10/29/2021

Version: v163

10/19/2021

10/22/2021

10/29/2021

Fixes

Autospreader

Resolved rebalancing issue with Aggregator that can lead to the order completing prematurely.

(Ref 134694)

10/15/2021

10/22/2021

10/29/2021

Improvements

General

The exchange compliance zip file will be generated for each calendar day for all exchanges (regardless of whether the exchange is open). This is done to allow customers to easily determine if they've downloaded all the files from the EFT server.

Prior to this change, files where only provided for calendar days in which exchanges were open and there was trading activity for companies who use connection owned by other companies.

(Ref 134161)

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10/14/2021

Improvements

FIX Services

To ensure low-latency for ASE and Algo servers, ICE contracts will be limited to 40 levels of aggregate depth on TT's internal, uncoalesced price stream.

For FIX users, only uncoalesced FIX and Binary Market Data feeds are affected.

TTW and TTD users will not be impacted.

(Ref 134675)

10/14/2021

Improvements

Market Data

To ensure low-latency for ASE and Algo servers, ICE contracts will be limited to 40 levels of aggregate depth on TT's internal, uncoalesced price stream.

For FIX users, only uncoalesced FIX and Binary Market Data feeds are affected.

TTW and TTD users will not be impacted.

(Ref 134527)

10/13/2021

10/15/2021

10/16/2021

Fixes

Exchanges

New ICE MSCI Index Future contracts are available on the TT Platform.

https://www.theice.com/publicdocs/futures_us/exchange_notices/ICE_Futures_US_MSCI_TIC+_20210817.pdf

(Ref 134631)

10/13/2021

12/03/2021

12/05/2021

Improvements

Exchanges

NSE Market is now available on TT Platform.

(Ref 134607)

10/08/2021

10/08/2021

10/22/2021

Fixes

Autospreader

Resolved issue where the client time sent field would fail to be updated on order modification.

(Ref 134529)

10/08/2021

Improvements

RTD

We have significantly improved the performance of RTD formulas for TTFills, TTOrders, FillStats and OrderStats requests.

(Ref 134001)

10/08/2021

Improvements

Market Grid

Market Grid now includes two optional columns "BidQty Accum" and "AskQty Accum" which accumulate the quantities preceding them in expanded depth rows.

(Ref 133999)

10/08/2021

Fixes

Algos

Fixed an issue that prevented using ADL Order Ticket Algos (OTAs) in MD Trader despite appropriate permissions in Setup.

(Ref 133996)

10/08/2021

Improvements

Spread Matrix

Spread Matrix now includes an optional "Layout" setting for "Show LTP/LTQ". When enabled, Spread Matrix will display a third column in each spread for the Last Traded Price and Last Traded Quantity.

(Ref 133995)

10/08/2021

Improvements

Fills

The Order Book, Fills widget and Audit Trail now display TradeCaptureReports of OTC trades for JPX options with price precision up to four (4) decimal places.

(Ref 133990)

10/08/2021

Improvements

Order Entry

You can now select multiple staged orders in the Order Book and/or OFW, right click and choose "Order Staging > Work with same order type ... ". A single Order Ticket will appear (with the Order Qty and Price fields disabled) allowing you to select a TT Order Type, third party algo, or even a native order type. Fill out the parameters as needed, and click the "Submit" button to generate child orders using that order type and parameters for all of the selected care orders simultaneously.

(Ref 133989)

10/08/2021

Improvements

Order Entry

When creating a child order of a staged order, we now seed the order type from the staged order into the child order type of an algo. For example, if an order is staged as a market order, when you select an algo to work that staged order, the child order type parameter of the algo will get seeded as a market order. Similarly, a staged limit order will seed the algo as a limit child order type.

(Ref 133987)

10/08/2021

Improvements

Spread Matrix

Spread Matrix now retains its set of limited instruments when switching to a different display mode, e.g., from "Calendar" to 'Butterfly" view.

(Ref 133944)

10/08/2021

Improvements

Blocktrader

The Blocktrader 'Price per leg' checkbox option can be set to default ON when a selected market and product type support that feature.

(Ref 133943)

10/08/2021

Improvements

Options

Market Explorer now displays the expiration date on options products when both the Product and Term are selected.

(Ref 133941)

10/08/2021

Improvements

Order Entry

We now support creating child orders for staged orders on the OPRA market even though market data is unavailable for that market.

(Ref 133940)

10/08/2021

Improvements

Order Entry

We have improved the handling of overriding order tag defaults when submitting child orders on a parent staged order. Basically, when you create a child order of a staged order, and choose a client profile and routing account, the order tag values for that account and profile are placed on the child order.

(Ref 133938)

10/08/2021

Improvements

Spread Matrix

Spread Matrix now has a new optional setting in the bottom 'Display' section to "Highlight bid/ask price when instrument trades".

(Ref 133931)

10/08/2021

Improvements

Time & Sales

Time and Sales now allows you to expand and collapse instruments at the product level when setting quantity filters.

(Ref 133928)

10/08/2021

Improvements

Order Entry

The preview view of proposed child orders for TT slicer order types now correctly adheres to the contract or flow global preference.

(Ref 133922)

10/08/2021

Improvements

Settings

We have improved the ability to view and access order profiles and order tag defaults when users are shared across companies.

(Ref 133668)

10/08/2021

Improvements

Options Chain

The Options Chain now includes new columns CBIV/CAIV and PBIV/PAIV to display the implied volatility of the bid and the ask for calls and puts.

(Ref 133655)

10/08/2021

Improvements

Options

We have added a new BETA version of the Options Chain with ability to view multiple expiries in the same single Options Chain widget. See our help documentation for more information.

(Ref 133654)

Learn More

10/08/2021

Improvements

Order Entry

Market orders on SGX instruments now default to IOC for Time-In-Force (TIF). Users can manually select FOK if they desire, or set up an Order Profile to define their own custom default behavior.

(Ref 128791)

10/08/2021

Improvements

Order Book

The Floating Order Book (FOB) now includes two new optional columns for "UndQty" (Undisclosed Qty and "OrdQty" (aka Total Qty).

(Ref 123353)

10/07/2021

10/08/2021

Improvements

Score

New feature: Search by order ID. Score users can now filter for clusters that contain a particular order by entering an order ID in the "filter by order ID" search bar in the surveillance tab, or by clicking on "Filter clusters by order ID" button on the dashboard.

(Ref 134550)

10/06/2021

10/09/2021

11/05/2021

Improvements

FIX Services

Added support for tag 2404, ComplianceText, a free text field containing compliance information used for regulatory reporting. Tag 2404 is supported on all order, change, cancel and execution report messages.

Tag 2404 will be conditionally required for some orders as of the Eurex / EEX T7 10.0 API upgrade. Please see the TT Eurex Gateway Release Note reference #134186 for more details.

(Ref 134434)

Production Release: 10/09/2021

Version: v163

Learn More

10/02/2021

10/09/2021

11/05/2021

Plan

FIX Services

Limited production deployment of FIX v163 began Oct. 8. 2021 for FIX drop copy *only* in the TT Aurora data center. Deployment will be extended to additional data centers for all FIX services on Oct. 15, with full production deployment expected to complete in all data centers by Nov. 5.

All FIX Services for the v163 release have been deployed to UAT Data Centers since EOD September 7, 2021.

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: 10/09/2021

Version: v163