September 2022 - UAT Environment

UAT Complete	Production Start	Production Complete	Type	Component	Release Note
09/29/2022			Improvements	Setup App	Companies with a large number of order tag defaults (over 30,000 in UAT for testing purposes, over 100,000 in production) will be presented with a search tool to improve the time it takes to load the OTD List window. Instead of loading the entire grid, company administrators will be able to search for order tags by Profile, Account, User, Exchange, Fields, and Field Values. For example, administrators can view all of the settings for a profile, or even Execution Decision Maker ID values across all exchanges and all profiles, presuming the result set is smaller than 30,000 in UAT or 100,000 in Production. Companies that do not exceed the limit will be able to search using the datagrid as usual. (Ref 145500)
09/22/2022			Fixes	Setup App	Fixed an issue where the API can be used to create users with a country of Canada and a blank postal code. The Setup GUI requires a postal code for Canadian users and the API now requires this as well. (Ref 145209)
09/17/2022			Improvements	FIX Services	The TT FIX XML schema has been updated to support message types, tags and enums required to support messages imported via CME STP Inbound Drop Copy. The following changes apply only to messages imported to TT by CME STP Inbound Drop Copy: >> Added message types TradeCaptureReportRequest (AD) and TradeCaptureReportRequestAck (AQ) and their associated tags. >> Added enum 'H', Clearing House, to the SecurityIDSource tags (22, 456 & 603) >> Added ExecRestatementReason (378) enums 50, 51, 52 & 53 TradeCaptureReport (AE) messages now may include the following tags and enums only for messages imported to TT by CME STP Inbound Drop Copy: >> PartySubID group (tags 802, 803, 523) >> ClOrdId (11) >> TradeInputSource (578) >> CustOrdCapacity (582) >> TrdType (828) added enums 22, 23, 37, 45, 54, 55, 57-60 >> TrdSubType (829) added enums 8, 36, 37, 40, 42, 43, 48, 200 >> TradeReportType (856) added enum 101 For additional details regarding these changes, please download and review the TT FIX XML file from the attached link. (Ref 145080) Version: v202 Learn More
09/17/2022			Improvements	FIX Services	The FIX v202 release includes XML schema changes to FIX Logon (A) and Logout (5) messages that are applicable to FIX Sessions between TT Inbound Drop Copy server and SGX GIFT City Drop Copy Feed ONLY. The following tags have been added to the Logon (A) message, but are not available for use by TT FIX clients. >> Tag 1409 - SessionStatus >> Tag 925, New Password >> Tag 27003, PwdExpireDate >> Tag 1137, DefaultApplVerID The following tag has been added to the Logout (5) message, but is not available for use by TT FIX clients. >> Tag 1409 - SessionStatus TT FIX CLIENTS MUST NOT INCLUDE THESE TAGS IN LOGON OR LOGOUT MESSAGES SENT TO TT. (Ref 145079) Version: v202
09/17/2022			Improvements	FIX Services	Added support for SGX GIFT City Drop Copy service to TT Inbound Drop Copy server. Tag 685, LegOrderQty, has been added to the NoLegs (555) Repeating group due to this effort. Tag 685 will only appear in ERs imported to TT via SGX GIFT City Drop Copy. It will not appear in ERs for orders executed on the TT platform. For more information on SGX GIFT City Drop Copy, please contact TT FIX Integration <fixintegration@trade.tt>. (Ref 145066) Version: v202 Learn More
09/17/2022			Improvements	FIX Services	Added support for CME Straight Through Processing (STP) service to TT Inbound Drop Copy. For more information on CME STP integration, please contact TT FIX Integration <fixintegration@trade.tt>. (Ref 145065) Version: v202 Learn More
09/16/2022			Improvements	FIX Services	FIX Order Router has increased the Inflight Order Action (IFOA) timeout to (120) seconds for Staged Parent orders submitted via FIX to expand the time window allowed for Executing Traders to claim orders. (Ref 145068) Version: v202
09/16/2022			Fixes	FIX Services	Fixed an issue where SecurityAltID data was not populated on some TradeCaptureReportAck messages for OTC trades. (Ref 145056) Version: v202
09/16/2022			Fixes	FIX Services	Fixed an issue that could lead to duplicate fills for OM clearing updates during session recovery if TCR messages were dropped by customer-defined FIX rule on the session. (Ref 145052) Version: v202
09/16/2022			Fixes	FIX Services	Fixed an issue where FIX Market Data did not send a Market Data Request Reject (35=Y) when the contract subscribed to was marked inactive in PDS, but not expired. (Ref 145049) Version: v202
09/16/2022			Fixes	FIX Services	Fixed an issue for TT Order Types submitted via FIX where ChildTIF in execution reports sometimes did not match type & value of ChildTIF in the FIX order message. For custom tag 16950, ParentTIF, the enum values for DAY and GTC have been updated to match the values in standard tag 59. <field number='16950' name='ParentTIF' type='INT' > <value enum='0' description='DAY' /> <value enum='1' description='GTC' /> <value enum='7' description='TIME' /> </field> (Ref 145046) Version: v202
09/16/2022			Improvements	FIX Services	(Ref 145044) Version: v202
09/16/2022			Plan	FIX Services	All TT FIX services for the v202 release were deployed to UAT Data Centers at EOD Sept. 16, 2022. 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. Release Notes for FIX v202 and prior releases can be reviewed at any time by going to https://library.tradingtechnologies.com/release_notes/ (Ref 145042) Version: v202 Learn More
09/16/2022	09/26/2022	10/18/2022	Improvements	Fills	Improved the performance of grouping child fills into single parent orders when using the "By Order" mode in the Fills widget. (Ref 144044)
09/16/2022			Improvements	FIX Services	TT FIX drop copy and order router have added support for the new TT TWAP Order Type. See the attached link for TT TWAP documentation & tutorials. The following new FIX tags have been added for TT TWAP parameters: <field number='17006' name='MaxPart' type='INT' /> <field number='17007' name='MaxDisp' type='INT' /> <field number='17008' name='TwapStyle' type='INT' > <value enum='0' description="eAggressive"/> <value enum='1' description="eDefault"/> <value enum='2' description="ePassive"/> </field> <field number='17009' name='WouldIfPrc' type='PRICE' /> <field number='17010' name='LimitPrc' type='PRICE' /> (Ref 143912) Version: v202 Learn More
09/09/2022	09/23/2022	09/23/2022	Fixes	General	The reconcile file contains a list of files delivered to customers each day. A bug was causing the names of the files to be incorrect and no files were being produced for Saturday. Once this issue is fixed there will no longer be gap in the dates of reconciliation files delivered to the EFT server. More information regarding reconcile files can be found in the Introduction of the Exchange Compliance documentation: https://library.tradingtechnologies.com/audit.html (Ref 144223)
09/09/2022	09/26/2022	10/18/2022	Improvements	Order Entry	The Order Ticket now provides ability to set position effect tags, e.g., Open/Close, Spread Switch, Trading Strategy, etc., for the various China markets based on their TT source. See our documentation for the tags supported by market and source. (Ref 144046)
09/09/2022	09/26/2022	10/18/2022	Improvements	Blocktrader	You can now set Blocktrader the default counterparty for Eurex OTC trades using Order Tag Defaults in Setup. (Ref 144042)
09/09/2022	09/26/2022	10/18/2022	Fixes	Order Book	Fixed an issue where Order Book row selections on filled or canceled orders were retained when switching tabs causing the price and quantity fields to populate incorrectly. (Ref 144033)
09/09/2022	09/26/2022	10/18/2022	Fixes	Audit Trail	Fixed an issue in the Audit Query widget that prevented the "After" date/time filter from working properly. (Ref 144025)
09/09/2022	09/23/2022	09/23/2022	Improvements	General	ICE has modified their Electronic Audit Trail format to include four new columns: Tag 9207: Customer Account Reference ID Tag 1028: Manual Order Indicator Tag 9821: SelfMatch Prevention ID Tag 9822: SelfMatch Prevention Instructions The CSV files for ICE (including ICE London) will now include these columns and corresponding data. Be advised that some of the new columns will appear in the middle; their sequence is dictated by ICE. Additionally, any extra columns not required by ICE but provided by TT will always be after all ICE required columns. Any software systems parsing the CSV file may require updates due to the new columns. Please use this link to ICE's announcement: https://www.theice.com/publicdocs/futures_us/exchange_notices/ICE_Futures_US_AuditTrailAdvisory_20220728.pdf (Ref 144007)
09/09/2022	09/26/2022	10/18/2022	Improvements	General	The Market Explorer now filters products at the Security Exchange level. This is most useful in China markets, where TT has multiple brokers contributing prices into TT for the same set of exchange products. This is also applicable to other exchanges such as ICE that have products on separate channels which may not be enabled. (Ref 143977)
09/01/2022	09/01/2022	09/01/2022	Fixes	TT .NET SDK	Fixed an issue that resulted in an exception when an export value is processed for an algo that has been terminated. (v3.1.3.3) (Ref 144469)

Release Notes

September 2022 - UAT Environment