| UAT Complete | Production Start | Production Complete | Type | Component | Release Note |
|---|---|---|---|---|---|
04/28/2022 |
05/06/2022 |
Improvements |
Score |
New model: Dominating the close. This model looks for aggressive trading that makes up a large portion of the total market volume during the final three minutes of any trading session. Depending on the market, aggressive trading at the end of a session may impact closing or settlement prices. (Ref 140270) |
|
04/21/2022 |
04/29/2022 |
Improvements |
Score |
New beta model: Single sided order book dominance. This model is similar to order book dominance but instead of looking for dominance in disclosed working volume on both sides of the market, this model looks for dominance on one side of the market. A trader must make up a significant portion of the disclosed volume of one side of the book (but not both) and there needs to be at least one fill during the cluster to score high. Dominance without fills will score lower. Since this model is in beta we welcome al feedback. (Ref 139628) |
|
04/21/2022 |
04/29/2022 |
Improvements |
Score |
New beta model: Frontrunning. This model is an event based front running model that first identifies significant outliers in price and volume changes in the market data, then the fill volume of these events are checked for significant volumes for any company, as a way of determining if any one company was a significant contributor of the event. If a company is determined to be a significant contributor of the event then clusters are formed that contain the event, as well as a few minutes before and after. The entirety of company's trading activity is then evaluated for signs of potential front running, such as trading before the event, potential profits and the aggressiveness of the trading. This model is in beta and all feedback is welcomed. (Ref 139627) |
|
04/21/2022 |
05/06/2022 |
Improvements |
Score |
Dual ladder replay: Score users can now add a second ladder for a user defined instrument to view in parallel with the ladder from any Score cluster. What this means is that users can view the traders activity in the cluster specific instrument and also pull up a second ladder for any instrument that will sync in time to the first ladder. This is helpful in reviewing the potential market impact of the traders activity in a related product, or demonstrating that the users activity in the cluster was due to a change in market conditions in a separate instrument. This second ladder can be added from controls area of market ladder replay. (Ref 139626) |
|
04/13/2022 |
04/22/2022 |
04/24/2022 |
Improvements |
Exchanges |
TT has added a new User/Exchange field and Order Tag Default for the CFE exchange that will allow customers to configure the country code using a drop down. If the country code is set by the user in the new User/Exchange field, it will take precedence over country code in the Contact information to populate tag 142 with ISO 3166 two-character country code. Although the feature will start rolling in to the production starting April 22, the entire functionality will be available in the production on April 30. (Ref 139816) |
04/06/2022 |
04/07/2022 |
04/08/2022 |
Fixes |
Order Entry |
LME does not allow Good Til Cancel (GTC)/Good Til Date (GTD) to be placed on dated contracts. Customers can only place GTC/GTD orders on Cash and 3M contracts. Orders on ineligible contracts will be rejected. (Ref 139572) |
04/01/2022 |
Improvements |
Setup App |
TT has added support for KRM22 Limit Management System. This release introduces the configuration option. TT will announce a UAT live date in the coming weeks. (Ref 139465) |