Release Notes

November 2021 - UAT Environment

UAT Complete Production Start Production Complete Type Component Release Note

11/18/2021

11/20/2021

11/20/2021

Fixes

Setup App

To support upcoming corrections to Execution and Investment Decision Qualifiers on the TT order connectors, TT has temporarily removed the new Execution and Investment Decision Qualifier overrides settings from Setup. These fields will be re-added once backend support is finalized for the qualifiers.

(Ref 135843)

11/18/2021

11/19/2021

Improvements

Score

Scores market ladder replay now uses a static price ladder. Now the trader and market volumes will move up and down the ladder as they change and the prices will remain locked in place. This change allows the user to more easily discern price moves and tick levels with no market volume.

(Ref 135831)

11/18/2021

11/19/2021

Improvements

Score

The influencing the open model now tracks the indicative opening price (IOP). For instruments where there is an available IOP data you will now see a list of IOP changes in cluster statistics and well as see them printed at green triangles on the scorecard chart. The IOP changes are also inserted into separate lines in the trader audit trail. This allows user to easily identify when a trader's action may have impacted the IOP.

(Ref 135828)

11/16/2021

11/19/2021

11/19/2021

Improvements

Exchanges

TT is adding support for the NZX Dairy Derivatives products on November 20. With this TT has introduced a new SGX product group, "NZX Dairy Derivatives", to the Users->Exchanges market data tabs. This option will be included separately from SGX Commodity, Derivatives, FX Futures, and the cost will be $34 USD. Early next year TT will split the SGX Commodity, Derivatives, FX Futures market data into separate product groups to also allow users to choose the groups individually.

(Ref 135712)

11/15/2021

01/15/2022

02/05/2022

Improvements

Positions

On December 1, 2021, Bursa Malaysia is adding support for a night trading session for products listed in this notice: https://www.cmegroup.com/notices/electronic-trading/2021/11/20211108.html#nbmdnts. This session begins at 21:00:00 Malaysia time (MYT) and ends at 23:30:00 MYT. In UAT, TT now supports a separate exchange position reset time of 20:00 MYT for Bursa Malaysia products. In production this will be supported starting in January, but a pre-release is available for clients that need the new position reset time support on December 6. Please contact your Customer Success team to gain access to the pre-release in production. Clients not using the pre-release version will use the CME exchange position reset time of 16:37:00 US Central time until the production release.

(Ref 135656)

11/05/2021

11/12/2021

11/19/2021

Fixes

ADL

Resolved issue with suite of Market Making algos where using cover orders could lead to a breach of the user defined Max Position.

(Ref 135161)

11/03/2021

11/05/2021

11/12/2021

Fixes

Autospreader

Updated the shutdown process of ASE servers to prevent a scenario where Autospreader child orders can become orphaned.

(Ref 135280)

11/03/2021

11/05/2021

11/12/2021

Fixes

Autospreader

Enhancement Yield widget to support futures conversion factor for Z3N and TN.

(Ref 135279)

11/03/2021

11/05/2021

11/12/2021

Fixes

Autospreader

Addressed a scenario where Autospreader can fail process updates after a position transfer action has occurred on one of its child orders.

(Ref 135278)