Release Notes

January 2023 - UAT Environment

UAT Complete Production Start Production Complete Type Component Release Note

01/30/2023

Improvements

FIX Services

A number of TT FIX Drop Copy and Order Routing clients have implemented Custom FIX Rules to drop Parent Synthetic Execution Reports, which include code similar to the below:

-- Parent synthetic traffic for TT custom order types (i.e. TT Iceberg, TT Stop, TT TWAP, etc.) --
if string.find(ExchCred, "algoserver_exec") then
return DROP

Upcoming changes to TT Algo Server will require an update to such custom rules in future. The TT FIX Integration on Onboarding teams will be contacting customers directly to assist in the update process. The new TT algo server changes are currently available in UAT for integration testing using the "TT TWAP" order type only.

Please contact FIXIntegration@trade.tt or onboarding@trade.tt with any questions regarding the required changes.

(Ref 149495)

Version: v211

01/29/2023

01/29/2023

01/29/2023

Fixes

TT Rest API

Fixed syntax error in dependent lambdas. (v2.0.23)

(Ref 149536)

Production Release: 01/29/2023

01/27/2023

01/27/2023

01/27/2023

Improvements

TT .NET SDK

Add the 'quantity of measure' value for instrument. (v3.1.4.1)

(Ref 149503)

01/27/2023

01/27/2023

01/27/2023

Improvements

TT .NET SDK

Added the ability to cancel orders when the SDK connection is down. (v3.1.4.1)

(Ref 149502)

01/27/2023

01/27/2023

01/27/2023

Fixes

TT .NET SDK

Fixed an issue where the FillDownload did not honor the end time given by the user. (v3.1.4.1)

(Ref 149501)

01/27/2023

01/27/2023

01/27/2023

Fixes

TT .NET SDK

Fixed an issue where shutdown processing can trigger an exception if an order is processed after the produce data service is disposed. (v3.1.4.1)

(Ref 149500)

01/27/2023

01/27/2023

01/27/2023

Fixes

TT .NET SDK

Fixed an issue where fills were not being download on a reconnect in a particular scenario. (v3.1.4.1)

(Ref 149499)

01/26/2023

Plan

Market Data

We are upgrading the MX market data HSVF protocol to the latest version D7. These changes will be available in UAT on 01/27.

This upgrade includes,
1. Covered Trade Functionality:
MX is introducing Covered Regular (covered options) and Covered Reference Fixed (covered futures) strategies. TT has implemented the SAIL B3 changes required for this functionality. The user would be able to create option legs strategies using the TT Strategy creation widget but creating covered strategies is not in the scope of this upgrade. Currently, we are adding limited changes to handle covered strategies sent by MX, the complete changes will be available in UAT in early February.

2. Bond Futures Deliverables
Bond future deliverables are classified under Bonds. The reference data (like "conversionFactor", "couponRate" and "outstandingBondValue") are available as metadata. To view, these details, select the bond instrument on the market grid, and press Ctl+Shift+x -> click “Export Instrument Info to csv”.

3. Last trading date time: Eg: SXF
We have made the necessary changes to process the last trading date in our system.

(Ref 149447)

01/23/2023

Improvements

Settings

We have added a new global Preference on the main General page named "Increase/decrease prices and quantities with right/left mouse clicks". Default is checked On to maintain the current behavior where mouse clicks within price and quantity edit controls will increase values upon right click and decrease upon left click. When this new preference is unchecked Off, left and right clicks will not modify the values within those controls.

(Ref 149244)

01/23/2023

Improvements

Charts

You can now customize the chart font size and style. The Settings page provides a checkbox to display the overall font style as bold, along with the ability to set the font size of the bar values that display on mouse hover on each bar. The font size for the daily values box, vertical price axis and horizontal time axis can be set individually via right click on each item. And similar to other settings, these values can be set as the defaults for new chart widgets.

(Ref 149243)

01/23/2023

Improvements

Options

Options related widgets now provide the ability to contact "QuikStrike" based on an entitlement in Setup for a new premium options analytics partnership. Full system support for this feature will be added at a later date and announced by a separate release note.

(Ref 149242)

01/23/2023

Fixes

Order Book

Fixed issues related to copy and paste of allocation definitions where results were not displayed in the same order as the source data and account errors were not correctly highlighted.

(Ref 149234)

01/23/2023

Improvements

Order Book

The Allocation pane of the Orders and Fills widget (OFW) now displays allocation percentages with one digit decimal precision if needed.

(Ref 149233)

01/23/2023

Improvements

Order Book

The Allocation pane of the Orders and Fills widget (OFW) now displays error messages which may occur when allocating filled orders.

(Ref 149232)

01/23/2023

Fixes

Autospreader

Fixed an issue that could cause errors retrieving Autospreader instruments when the "Inside Smart Quote" rule was not enabled.

(Ref 149231)

01/23/2023

Improvements

Order Book

The Order Book and the orders pane of the Orders and Fills widget (OFW) now includes a new setting to show or hide the row checkbox column. Note that when this column is hidden, orders can still be selected by clicking on the individual order rows directly.

(Ref 149229)

01/23/2023

Improvements

General

The Order Book, Orders and Fills widget (OFW), Fills widget and Audit Trail now contain two new optional columns "TT SMP ID" and "TT SMP Instruction". Note that these columns display the information related to TT's implementation of Self-Match Prevention across account hierarchies and differ from the current "SMP ID" column that displays exchange related information.

(Ref 149226)

01/23/2023

Improvements

Order Book

The Order Book and the orders pane of the Orders and Fills widget (OFW) now populates the % Filled field for TT Order Types and Third Party (aka Bank) Algos.

(Ref 149066)

01/20/2023

Improvements

FIX Services

Added new enum value to tag 959, StrategyParameterType:
<value enum='8' description='PRICE' />

This parameter type value is used when submitting some TT Premium Order Type or 3rd-party Algo orders via TT FIX Order Router. Refer to TT Help Library or 3rd-party documentation for more details.

(Ref 149254)

Version: v211

Learn More

01/20/2023

01/27/2023

02/03/2023

Improvements

General

An additional field has been added to the CSV file, Intent To Cross. This field indicates in to cross on pre-negotiated trades. This field has been added for MX and may not be populated for other exchanges.

(Ref 149070)

Learn More

01/17/2023

01/17/2023

01/17/2023

Improvements

Orders

Iceberg Good Til Cancel (GTC) and Iceberg Good Til Date (GTDate) orders are now supported for LME.

(Ref 149105)

Learn More

01/12/2023

Improvements

Setup App

Added an entitlement for a new premium options analytics partnership "QuikStrike". Backend support for this feature will be added at a later date and announced by a separate release note.

(Ref 149002)

01/12/2023

Improvements

Orders

Added support for TT SMP ID and instruction fields to Order Tag Defaults. These fields are only effective for companies that have TT Reserve - Dedicated Bouncer (risk server), and have the TT SMP feature enabled at a company-level (or by a parent account's company). The field-level TT SMP feature behaves similar to the existing account-level Order Cross Prevention feature, but instead of being set on an account hierarchy, the ID and instruction are configured as order tag defaults, allowing administrators to configure more granular order cross prevention rules. Note that when using this feature, all orders are routed through the dedicated Bouncer, including any synthetic, autospreader, or algo orders.

(Ref 148999)

01/11/2023

01/27/2023

01/27/2023

Fixes

Market Data

Product Family for CME E-mini Weekly Options (and corresponding strategies) will be updated to "CME-ES." The following products are impacted:

EW1-EW4
EX1-EX4
E1A-E5A
E1B-E5B
E1C-E5C
E1D-E5D

(Ref 148971)

01/10/2023

01/11/2023

01/11/2023

Improvements

General

Released a new TT Desktop installer package v23.0.0 that includes the latest TT Excel Add-In v22.4 bundled in as part of the TTD install. Note that no changes have been made to the TT Desktop application other than including the new Excel Add-in.

(Ref 148655)

01/08/2023

Improvements

FIX Services

Added several new enums to tag 828, OTC Trade Type:
1076 - EFP Bond
1077 - EFP SPI XJO
1078 - Cash Related Trade
1079 - Non-disclosed OTC Trade
1080 - Disclosed OTC Trade
1081 - SI Trade

(Ref 148797)

Version: v211

01/08/2023

Improvements

FIX Services

Added support for tags 16857, TTSMPID, and 16858, TTSMPInstruction, to the TT FIX schema. These tags will be part of an upcoming TT AOTC enhancement that will allow TT-based self-match prevention to operate across account hierarchies. More details on this new feature will be provided in future release notes.

Exchange-based SMP continues to use tags 7928 and 8000 for SMP ID and SMP Instruction, respectively.

(Ref 148796)

Version: v211

01/06/2023

Fixes

Market Data

Fixes incorrect Last Trading Date on Eurex futures and spreads. This fix will be deployed in Production after four weeks.

(Ref 148772)

01/03/2023

01/05/2023

01/05/2023

Improvements

RTD

We have released a new v22.4 of the TT Excel Add-In that includes an updated SSL certificate. Customers are urged to update to this new version as soon as practical because the current certificate expires 27 February 2023.

(Ref 148650)

01/03/2023

01/05/2023

01/05/2023

Fixes

RTD

Fixed an RTD connection socket error that could cause the TT Excel Add-in to crash.

(Ref 148645)