Release Notes

August 2022 - UAT Environment

UAT Complete Production Start Production Complete Type Component Release Note

08/30/2022

Improvements

Order Book

The Order Book now ensures that the user cannot exceed the quantity of a staged order by increasing the quantity of working native child orders, and also disables quantity controls for working grandchild orders, e.g., a child order of a TT Iceberg that was placed on the staged order.

(Ref 144037)

08/30/2022

Improvements

Algos

The TT front end application now supports individual user/account level permissions on globally deployed ADL algos created by TT. These algos no longer require permission for ADL. These algos will no longer be available in the front end unless permissioned in Setup.

(Ref 144036)

08/30/2022

Fixes

Fills

Fixed an issue in the Fills widget that prevented the "Today" date/time filter from working properly.

(Ref 144024)

08/30/2022

Fixes

Fills

Fixed an issue that caused local manual fills to not clear after the exchange session roll unless a refresh was performed to clear them out.

(Ref 143952)

08/30/2022

Fixes

Time & Sales

Fixed an issue in Time and Sales where historical data is enabled, when filtering on both quantity and type, the historical data did not filter correctly.

(Ref 138038)

08/23/2022

08/23/2022

08/23/2022

Improvements

FIX Services

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.

As of Aug. 21, 2022, ICE_L market now supports this feature in UAT and production.

BACKGROUND
In August 2021, PDS introduced a new field, ContractDisplayDate, (CDD), which contains the month & year values from the Alias field. PDS is rolling out this change market-by-market.

In TT FIX, 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.

Please reach out to your TT Customer Representative or email fixintegration@trade.tt with any questions or concerns.

(Ref 144133)

Production Release: 08/23/2022

Version: v187

08/23/2022

Fixes

Market Data

To fix an issue with the quantity of custom carries in UAT, all custom carries on LME will be deleted from UAT on August 23rd. Customers will need to re-create spreads as needed.

(Ref 144114)

08/21/2022

08/22/2022

08/22/2022

Fixes

Market Data

ICE_L now supports Tag 200 (Contract Display Month/Year) for Futures and Options.

(Ref 144076)

08/19/2022

08/22/2022

Improvements

Exchanges

TT now supports configuration of a Disaster Recovery IP and Port at the Connection level where necessary, based on individual exchanges' implementation of DR connectivity. The following config options have been added:

- Disaster Recovery IP — Sets the exchange-provided disaster recovery IP address for connecting the session during failover.
- Disaster Recovery Port — Sets the exchange-provided disaster recovery port for connecting the session during failover.

List of Supported Exchanges
CEDX
CFE
EEX
Eurex
FEX
HKEX
IDEM
MEFF
Nasdaq_NED
NDAQ_EU
Nodal
Mexder
SGX
TFEX
TFX

Note: For exchanges not listed, alternate DR configurations are already in place to support required functionality.

(Ref 144034)

08/19/2022

Improvements

Audit Trail

To prevent excessive load on the Ledger database, the Audit Query widget now caps the total number of records per query at 50,000 records. If more information is needed, TT recommends adding query parameters to narrow the search focus or adjust the date/time range to request additional records using a new date/time range. Note that the total number of records will most likely never be exactly 50,000 due to the paging download mechanism and filtering out broken records. e.g., missing a timestamp.

(Ref 144003)

08/19/2022

Fixes

Fills

Fixed a Fills widget issue that can occur when using "Price with Detail" mode, where the first order ID will appear in the top summary row. This can cause confusion where that single order ID may appear to have more fills than it actually did have. Also when using multiple accounts, an order that was traded in a different account could appear in the summary row. This fix now displays the summary row order ID as blank, and in the case of multiple accounts the Account value in the summary row displays as three asterisks "***". Mouse hover over the Account field displays a comma separated list of the accounts at that price level.

(Ref 143979)

08/18/2022

Fixes

Fills

Fixed an issue in TT Desktop that caused local manual fills created in non-main child windows to double the fill quantities and the quantity and price values display blank until hovered over.

(Ref 143978)

08/18/2022

Improvements

General

Maintaining numerous minimized widgets in a workspace reduces the performance of the TT front end application. To help identify potential issues, when a workspace loads that contains more than five (5) saved minimized widgets, a notification appears reminding of the performance impact, with a button to remove those widgets. Additionally, the main titlebar drop-down menus that appear on the small widget icons now provide a count of the number of minimized of that type with an "x" to quickly close the minimized widgets with one click.

(Ref 143976)

08/18/2022

Fixes

Order Book

Fixed an issue that prevented the Order Book from not displaying an AvgPrc of zero (0.0).

(Ref 143974)

08/18/2022

Improvements

Fills

Improved the performance of Ledger interactions by ensuring to download previous session fills only when necessary.

(Ref 143973)

08/18/2022

Fixes

Order Entry

Fixed the Order Ticket manual fill auto-adjustment of leg prices for UHU|BRN and UHO|BRN crack spreads.

(Ref 143972)

08/18/2022

Improvements

Order Entry

The Order Entry ticket now supports adjusting the "Open/Close" tag when working multiple staged orders using the "Work with same order type..." feature.

(Ref 143970)

08/18/2022

Fixes

Fills

Fixed an issue that sometimes caused the Fills widget to not display all records when requesting fills from a previous date.

(Ref 143966)

08/18/2022

Fixes

Order Book

Fixed an issue that sometimes caused the Order Book to display TT Stop and TT If Touched orders with double their actual working quantity.

(Ref 143965)

08/18/2022

Improvements

Blocktrader

Blocktrader now supports Eurex "delayed reporting" via a checkbox option.

(Ref 143958)

08/18/2022

Fixes

General

Fixed an issue where clicking on an alert did not bring up the Alert Viewer with details of that alert.

(Ref 143947)

08/18/2022

Improvements

Blocktrader

Blocktrader now only supports accounts enabled in Setup for "Submit Cross Orders" and/or "Submit Block Orders" respectively.

(Ref 143941)

08/18/2022

Fixes

Positions

Fixed an issue in the Position Manager where cloned Admin fills were not created correctly.

(Ref 143929)

08/18/2022

Improvements

Audit Trail

We have significantly improved how the Audit Query widget interacts with the Ledger database when submitting and processing query requests, including interactions with the secondary storage database for historical queries beyond 10 days ago.

(Ref 143919)

08/18/2022

Improvements

Audit Trail

The Audit Query widget now retains the date selected in the query parameters when editing the current query.

(Ref 143918)

08/18/2022

Improvements

Blocktrader

Blocktrader no longer includes CurveGlobal, NFX, OSE, and Nodal in the exchange drop-down list.

(Ref 143916)

08/18/2022

Improvements

Orders

The TT front end application now correctly handles orders that are restated by the exchange with "exec_type=EXEC_TYPE_RESTATED".

(Ref 143914)

08/18/2022

Improvements

Market Grid

Currently In Market Grid when you right-click and "remove" a product subscription row, Market Grid never adds it back; it is hidden in that widget (tab) forever. In order to add that row back you must create a brand new Market Grid. To improve this situation, you can now filter the Contract column, similar to how the Exch and Type columns can be filtered. The filter dialog allows you to check row items on/off to show/hide in them in the grid while maintaining the product subscription. Additionally, the right-click "Remove" menu option on a row is now context sensitive based on whether the row is a direct subscription or part of a product subscription. On a direct row, the menu item displays as "Remove" and on a product row, the menu item displays as "Filter row" and launches the filter dialog.

(Ref 143913)

08/18/2022

Improvements

Blocktrader

Blocktrader now provides a "Coupon" edit box for reporting Eurex Exchange for Physical (EFP) orders.

(Ref 143906)

08/18/2022

Improvements

Strategy Creation

The Strategy Creation widget now enforces LME rules when creating custom carries, specifically: (1) The spread can only contain intra-product futures contracts. (2) The spread must have two legs with a ratio of 1 x -1. (3) The front leg must be a buy, and the back leg must be a sell. (4) The front leg must have an expiration date earlier than the back leg.

(Ref 143905)

08/18/2022

Improvements

Market Grid

Market Grid now has an optional setting named: "Auto sort rows on reload". Default = OFF. This is a widget level setting and applies to all tabs within a multi-tabbed Market Grid.​ When checked, upon workspace open or refresh, Market Grid rows will display similar to when a new Market Grid is opened via Market Explorer. ​User row repositioning will be lost. ​When unchecked, Market Grid will not sort upon load and user row repositioning will be maintained.

(Ref 143904)

08/18/2022

Improvements

General

Date and Time column filters now include a "Yesterday" checkbox option. Note that weekends are excluded, so when this filter is applied on a Monday, the filter will apply for the previous Friday's date.

(Ref 143903)

08/18/2022

Improvements

Audit Trail

You can now filter on the columns in the Audit Query widget, which filters the dataset that is already retrieved from Ledger and does not clear the current results nor initiate a new Ledger request. Similar to other grid-based widgets, filters can be applied in two methods: (1) Click the down caret on the right side of the column header to launch a drop-down list of filterable items, or (2) Double click on a cell value to apply that value as a filter.

(Ref 143901)

08/18/2022

Improvements

Settings

The current default value for the "Maximum order quantity" configuration option is 100. This has prevented new users from placing large orders and then creating support tickets about the rejects. To improve the situation, the Order Profile max qty value and the MD Trader max qty value now support a blank value. (currently it can't be empty in either place). The default value is now set to empty. New MD Traders will pick up that blank value when they are opened. These changes only apply for new users. Existing users are not affected.

(Ref 143897)

08/18/2022

Fixes

Market Grid

Fixed an issue that prevented Market Grid from not always displaying all rolling contracts.

(Ref 143895)

08/18/2022

Improvements

Blocktrader

Intent to Cross (ITC) submission status (success or reject) is now displayed in Blocktrader and Audit Trail.

(Ref 143894)

08/18/2022

Improvements

Order Entry

The National Stock Exchange of India (NSE) maintains a daily "Ban" list of derivative contracts that have crossed 95% of the market-wide position limit, and stipulates that clients/members trading in those contracts may only decrease their positions through offsetting positions. To help manage this regulation, TT now displays a yellow banner on the Order Entry ticket prior to submitting a new order on a banned contract. A similar yellow banner displays in the Order Book when the user attempts to increase the quantity of a working order on a banned contract.

(Ref 143877)

08/18/2022

Improvements

Audit Trail

The Audit Trail and Audit Query widget now allow you to display the existing Exchange date and time column values as either local workstation time or as UTC time. This feature is available as a right-click setting named "Display Exch Date/Time values in the timezone of the exchange". We have also added two new optional columns of "UTC Date" and "UTC Time" that always display date/time values as UTC time.

(Ref 143876)

08/18/2022

Improvements

Settings

You can now search Order Profile drop-down lists using either a "Contains" or "Starts with" style of search. The search style is set in the global preferences "Orders" page. The default style is "Contains".

(Ref 143875)

08/18/2022

Fixes

Positions

Fixed the Position Matrix columns to correctly sort left to right by the Term contract month name. Previously the columns were sorted by expiration date. That worked most of the time, but particularly in energy contracts, the month names do not always coincide with when the contract expires.

(Ref 143874)

08/18/2022

Fixes

Audit Trail

Fixed Audit Trail filtering on 'News'.

(Ref 143869)

08/18/2022

Improvements

Blocktrader

Separated the permission for submitting block and cross orders from the Blocktrader widget into two separate permissions. When Submit Cross Orders is disabled, cross order types in the Blocktrader widget will be untradable. When Submit Block Orders is disabled, all other order types will be untradable.
Submit Cross Orders — Determines whether the user can submit Cross orders from the Blocktrader widget. This setting is not related to AOTC functionality and does not apply to cross order types submitted from outside the blocktrader widget.

(Ref 143833)

08/18/2022

Improvements

Order Book

The Order Book now removes rejected parent orders upon receipt of the rejections. Previously if the TT algo server rejected a new parent order, the algo server would send a cancel execution report instead of a rejection. The TT algo server now sends a rejection, however the TT front end left the order in its book as stale and could not be deleted because the backend components had removed it from their books. Refreshing the front end was required to clear the order. This release rectifies that behavior.

(Ref 138036)

08/17/2022

08/19/2022

08/19/2022

Fixes

Orders

Fixed an issue related to FillsGroup on CME that could sometimes result in mismatched number of head fill and leg fill messages, though total fill quantities were correct.

(Ref 143900)

08/17/2022

08/19/2022

08/19/2022

Improvements

Market Data

Users are now able to search for instruments that contain hyphens.

(Ref 143841)

08/17/2022

08/19/2022

08/19/2022

Improvements

ADL

ADL users are now able to search for instruments that contain hyphens.

(Ref 143840)

08/12/2022

08/12/2022

08/12/2022

Fixes

TT .NET SDK

Fixed an issue where an exception is thrown when using the Equals(object obj) method on the Instrument Object. (v3.1.3.2)

(Ref 143780)

08/12/2022

08/12/2022

08/12/2022

Fixes

TT .NET SDK

Fixed an issue with positions which results when attempting to cancel an order that is already filled. (v3.1.3.2)

(Ref 143778)

08/12/2022

08/12/2022

08/12/2022

Fixes

TT .NET SDK

Fixed an issue that happens when stopping and starting price subscriptions. (v3.1.3.2)

(Ref 143777)

08/12/2022

08/12/2022

08/12/2022

Improvements

TT .NET SDK

Exposed the last_liquidity_indicator in order events. (v3.1.3.2)

(Ref 143776)

08/12/2022

08/12/2022

08/12/2022

Fixes

TT Core SDK

Fixed an issue which can result in a crash if long strings are passed to the SDK log method. (v1.0.6.2)

(Ref 143775)

08/12/2022

08/12/2022

08/12/2022

Fixes

TT Core SDK

Fixed an issue where a PriceSubscription can trigger an empty Time & Sales event. (v1.0.6.2)

(Ref 143774)

08/03/2022

08/03/2022

08/03/2022

Improvements

ADL

Added support for Position Reserve orders to allow clients to pre-reserve position risk and, as a result, reduce order routing latency. See https://library.tradingtechnologies.com/adl/mb-position-risk-block.html for complete details.

(Ref 143481)

08/03/2022

Improvements

Algos

TT has now released a new TT order type, named TT TWAP, which executes a larger quantity order by slicing it into smaller sizes and targeting an average execution price close to the time weighted average price of the user-specified period. Like all TT order types, this algo can be used for any contract on any of the 50+ markets available via the TT Platform.  Complete documentation can be found at https://library.tradingtechnologies.com/trade/tto-time-weighted-average-price.html.

(Ref 143479)