| UAT Complete | Production Start | Production Complete | Type | Component | Release Note |
|---|---|---|---|---|---|
10/28/2021 |
10/29/2021 |
Improvements |
Score |
Model Update: Momentum Ignition. In addition to all the previous functionality of the model, this update allows the model now detects slower "ignitions" i.e. aggressive placing of orders at higher (or lower) prices over longer periods of time. (Ref 135175) |
|
10/28/2021 |
10/29/2021 |
Improvements |
Score |
Model update: Abusive messaging. Abusive messaging now uses the ratio of order event types to help reduce false positive clusters. Clusters that are overwhelmingly comprised of cancels or new orders will now score lower. Previously the model was not discounting behaviors that indicated the activity was likely end-of-day mass cancels or start-of-day stacking of new orders. (Ref 135174) |
|
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) |
||
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. (Ref 133777) Production Release: 10/29/2021 |
10/19/2021 |
10/22/2021 |
10/29/2021 |
Fixes |
Aggregator |
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. (Ref 134161) |
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. (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. (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. (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 |
10/29/2021 |
Fixes |
Autospreader |
Resolved issue where the client time sent field would fail to be updated on order modification. (Ref 134529) |
10/08/2021 |
10/28/2021 |
11/04/2021 |
Improvements |
RTD |
We have significantly improved the performance of RTD formulas for TTFills, TTOrders, FillStats and OrderStats requests. (Ref 134001) |
10/08/2021 |
10/28/2021 |
11/04/2021 |
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 |
10/28/2021 |
11/04/2021 |
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 |
10/28/2021 |
11/04/2021 |
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 |
10/28/2021 |
11/04/2021 |
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 |
10/28/2021 |
11/04/2021 |
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 |
10/28/2021 |
11/04/2021 |
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 |
10/28/2021 |
11/04/2021 |
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 |
10/28/2021 |
11/04/2021 |
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 |
10/28/2021 |
11/04/2021 |
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 |
10/28/2021 |
11/04/2021 |
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 |
10/28/2021 |
11/04/2021 |
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 |
10/28/2021 |
11/04/2021 |
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 |
10/28/2021 |
11/04/2021 |
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 |
10/28/2021 |
11/04/2021 |
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 |
10/28/2021 |
11/04/2021 |
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 |
10/28/2021 |
11/04/2021 |
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 |
10/28/2021 |
11/04/2021 |
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) |
10/08/2021 |
10/28/2021 |
11/04/2021 |
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 |
10/28/2021 |
11/04/2021 |
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. (Ref 134434) Production Release: 10/09/2021 |
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. (Ref 132947) Production Release: 10/09/2021 |