Release Notes

October 2022 - UAT Environment

UAT Complete Production Start Production Complete Type Component Release Note

10/27/2022

10/28/2022

Fixes

Score

Bug Fix: Some clusters were receiving an error when trying to open. Mostly affecting the deal time model. This has been resolved.

(Ref 146534)

10/27/2022

10/28/2022

Fixes

Score

Bug Fix: This release fixes the issue where some working orders in the market replay ladder had the decimal in the wrong place.

(Ref 146533)

10/20/2022

Fixes

TT .NET SDK

Resolved an issue where, for a subset of Eurex Options, we receive the same expiry, strike price, and option code for multiple instruments on the price feed, which resulted in missing Options.

(Ref 146197)

10/20/2022

Fixes

FIX Services

Resolved an issue where, for a subset of Eurex Options, we receive the same expiry, strike price, and option code for multiple instruments on the price feed, which resulted in missing Options.

(Ref 146196)

10/18/2022

Improvements

Blocktrader

Added support in Blocktrader for reporting wholesale trades on SGX. Note that this is currently only a front end change. Back end Order Connector support will be deployed in the near future.

(Ref 146071)

10/18/2022

Fixes

Positions

Fixed an issue that sometimes prevented positions from updating correctly when expiring Out of the Money and In the Money options using the Expiration Manager.

(Ref 146070)

10/18/2022

Fixes

Fills

Fixed a Fills widget issue that sometimes prevented returning the correct fills when using the "Select a Date" feature when exchange holidays occur.

(Ref 146068)

10/18/2022

Fixes

MD Trader

Fixed an issue that prevented setting the MD Trader default quantity value to be a blank value so the current order quantity does not change after order submission.

(Ref 146067)

10/18/2022

Fixes

Market Grid

Fixed an issue that prevented the Market Grid "Type" column from filtering correctly.

(Ref 146065)

10/18/2022

Improvements

Market Grid

Market Grid and Time and Sales now have a new optional "OptionStyle" column that displays either "American", European", "Asian", "One Time" or empty based on the option instrument definition.

(Ref 146064)

10/18/2022

Improvements

Market Grid

Added support in Market Grid for detailed depth on TFEX.

(Ref 145999)

10/18/2022

Improvements

Blocktrader

When an instrument is selected and a "local" (not defined in Setup) Profile is selected, Blocktrader now seeds the local Profile values correctly in these scenarios: (1) When the local Profile is named something other than <Default>, Blocktrader seeds and submits the values from the local Profile even though they may be different from the <Default> values defined in Setup. (2) When the Profile is set to <Default>, if there are no <Default> values defined in Setup for a specific field, but there are local <Default> values defined, Blocktrader will seed and use the local values for that field.

(Ref 145994)

10/18/2022

Improvements

Options

A new right-click "Submit RFQ with quantity" menu item is available in widgets that support submitting RFQs, e.g., Market Grid, MD Trader, Order Ticket, Spread Matrix, Options Chain and Watchlist for those markets that support specifying a quantity as part of an RFQ. A default quantity value can be set in the global Preferences > General page.

(Ref 145993)

10/18/2022

Improvements

Spread Matrix

The Spread Matrix product search box now includes the recently added B3 spreads, e.g., symbols DII DIF, DAI, DAF, FRI, and FRF.

(Ref 145991)

10/18/2022

Improvements

Performance

Improved both the TT browser and TT Desktop application internal performance of handling very large numbers of orders, fills and price updates under heavy loads.

(Ref 145990)

10/18/2022

Improvements

Performance

Improved both the TT browser and TT Desktop application memory utilization when handling large numbers of orders and fills.

(Ref 145989)

10/18/2022

Fixes

Order Entry

Fixed an issue that can occur with a saved algo template set to start "Now". When modifying the start time from "Now" to "Time", the date/time control would sometimes seed with the date one day in the future rather than the current day.

(Ref 145983)

10/18/2022

Improvements

General

The TT front end software version branch name, e.g., "master", "integration/preview", etc. is now displayed in the "Session Status > Software version" and "File > About > Software Version" pop up windows.

(Ref 145978)

10/18/2022

Improvements

Blocktrader

The TFEX "Cross" Trade Report Type has been removed from Blocktrader.

(Ref 145977)

10/17/2022

10/18/2022

11/01/2022

Fixes

Orders

Fixed an issue that sometimes prevented the original order tags to not be maintained when using Repeat and/or Cxl/Replace.

(Ref 146033)

10/14/2022

01/23/2023

01/23/2023

Improvements

FIX Services

KRX has announced the launch of a new Market Data System (“New MDDS”) scheduled to go into production on January 23, 2023. Updated information will be provided in System News and Updates as it becomes available (see link).

For Users of the TT Platform there will be no observable impact to trading. All users can expect a seamless transition from the current system to the KRX “New MDDS” with no interruptions.

TT's UAT environment is expected to be switched over to the new KRX market data system on Dec. 1, 2022 for any customers wishing to do additional integration testing before production go-live. Customers trading KRX through TT FIX Order Gateway are encouraged to enter test trades in UAT during this period to ensure their own internal KRX gateways are functioning as expected.

(Ref 145800)

Production Release: 01/23/2023

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10/13/2022

10/13/2022

10/31/2022

Improvements

Market Grid

When utilizing the Market Grid right-click "Remove row" menu item on instrument rows that were originally added as part of a product subscription, this function now not only removes the selected rows, but also destroys the product subscription and converts all of the remaining instruments from that product subscription to individual direct instruments. This means that the remaining rows will no longer benefit from subscribing at the product level, e.g., they will no longer automatically roll to the next contract upon expiration, nor will that group of rows automatically insert new rows when new instruments are created for that product by the exchange. TT recommends that if you want access to all available instruments you should add the full product and then tweak the display as needed using the new Contract filter functionality. The "Remove row" feature should be used on rows added directly as individual instruments.

(Ref 145838)

10/13/2022

10/13/2022

10/31/2022

Improvements

Market Grid

To help indicate that instruments are part of a full product subscription, the instrument name in the Contract column in new Market Grids will be displayed in italics when a row is part of a product subscription. You can disable the italic font via a Market Grid checkbox setting. Note: Due to the nature of the improvements made in managing instruments that are part of full product subscriptions, this new italics font setting is only available with new Market Grid widgets created in v27 and onward. The italics font is on by default in new Market Grids to help educate about the differences between product subscription rows and individual instrument rows.

(Ref 145836)

10/13/2022

10/13/2022

10/31/2022

Improvements

Market Grid

You can now add instruments to Market Grid via a new right-click menu item of "Add instrument row..." which inserts a new row below the current row, and brings up the Market Explorer seeded with the current instrument. As part of this change, adding rows via double-click is also still available, but is now limited to double-click only on the Contract cell, whereas previously you could add a row via double-click on any cell in a row.

(Ref 145835)

10/13/2022

10/13/2022

10/31/2022

Improvements

Market Grid

Currently In Market Grid when you right-click and "remove" a row that was added as part of a full product subscription, Market Grid never adds that instrument 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, Status and Type columns can be filtered. The filter dialog allows you to check row items on/off to show/hide them in the grid while maintaining the full product subscription. Filtering is available via left-click on the right corner of the Contract column header cell, similar to how filters are applied on other filterable columns with TT grid widgets.

(Ref 143913)

10/11/2022

Fixes

Market Data

Tag 200 (Contract Display Name) Support has been added for the following:

Euronext Monthly Futures
CME Weekly and Monthly Futures and Options

(Ref 145729)

10/06/2022

10/07/2022

10/07/2022

Improvements

General

Starting October 10, the naming convention for FIX Drop Copy Send/Recv logs will change slightly. The new naming convention will include the data center from which the collection was processed. This change is part of an effort to reduce the amount of time needed to collect these files.

This change also means that customers might receive several FIX Drop Copy Send/Recv zip files per day and these files might be delivered at slightly different times. The number of files will depend on which data center is performing the collection of the FIX activity.

For example, a customer who had FIX Drop Copy sessions running in several data centers might having been receiving a single file named like fix_drop_copy_service_tt_send_recv_logs_999_2022_03_01.zip might now receive two files named like fix_drop_copy_service_tt_send_recv_logs_999_singapore_2022_10_10.zip and fix_drop_copy_service_tt_send_recv_logs_999_frankfurt_2022_10_10.zip.

(Ref 145563)

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