Release Notes

April 2023 - UAT Environment

UAT Complete Production Start Production Complete Type Component Release Note

04/20/2023

Fixes

Blocktrader

Fixed an issue where Blocktrader could send the Account Type value incorrectly on TFEX OTC trades.

(Ref 152519)

04/20/2023

Improvements

Blocktrader

Previously Blocktrader allowed you to modify all controls before you even select an instrument. This made it difficult to correctly evaluate profile rules and OTDs which require an instrument for best evaluation, and could change their seeded results once an instrument is selected. To improve this situation, Blocktrader now disables all controls except the Exchange and Trade Type drop downs until an instrument is selected.

(Ref 152495)

04/20/2023

Improvements

Blocktrader

Blocktrader now has a right click menu item "Remove row" on trade capture reports (TCRs) in the bottom panel for Eurex OTC reports. TCRs are normally automatically cleaned up and removed from view once the reports are acknowledged and matched by the exchange. However, occasionally a report becomes stale and does not get automatically removed from Blocktrader, and in this case this new menu item can be used to clear out the stale TCR.

(Ref 152494)

04/20/2023

Improvements

Blocktrader

Blocktrader has a new right click setting named "Confirm Order on by default". Default = ON. When unchecked and saved as the default, the "Confirm Order" checkbox will be unchecked.

(Ref 152493)

04/20/2023

Improvements

Audit Trail

The Audit Trail "Status" column now populates for ICE_L OTC trade reports when we receive the TradeCaptureReportAck. That column displays "Accepted" when the OTC trade is accepted, and "Rejected" in case of a rejection.

(Ref 152492)

04/20/2023

Improvements

Blocktrader

Blocktrader now includes the TextTT field for all trade types. Note that manually overriding TextTT values from Blocktrader will not be supported until additional changes are made to the various exchange order connectors.

(Ref 152491)

04/20/2023

Improvements

Blocktrader

Blocktrader now displays the Trade Type drop-down choices in a single list of items without sub-group header lines such as "Other Block Types". The exception to this is NDAQ_EU where the sub-groups remain to help organize their many different trade types.

(Ref 152490)

04/20/2023

Improvements

Blocktrader

Blocktrader now allows you to resize the column width and reposition the columns in the bottom panel that appears for Eurex OTC trades.

(Ref 152489)

04/20/2023

Improvements

Market Grid

Market Grid now has an optional column named "BT", which when enabled displays a Blocktrader icon button if the market for that instrument row supports Blocktrader. If Blocktrader does not support that market, the value in this column will be empty. Clicking on the BT button will launch Blocktrader seeded with that instrument.

(Ref 152486)

04/20/2023

Improvements

Blocktrader

Blocktrader now displays long contract names that are too long to fit in the available area with ellipses on the truncated portion.

(Ref 152482)

04/20/2023

Improvements

Blocktrader

Previously Blocktrader showed all exchanges that we support, even if the user is not permissioned for those exchanges. Now the exchange drop-down will only list exchanges that the user is permissioned for, similar to the Market Explorer list of exchanges.

(Ref 152478)

04/20/2023

Improvements

Order Entry

We have added an optional global preference that forces the user to select an account, instead of TT auto-populating the first account in the list. The Preferences > Orders page provides a new checkbox item "Seed blank account for profile without associated account in Setup". Default = OFF which is current behavior. When checked ON, in order entry widgets, e.g., Order Ticket and MD Trader, when a user selects a profile that does not have an account associated to it in Setup, the account drop-down control will seed with "<Select>", essentially forcing the user to select an account before placing the order. This differs from the current behavior (and when this new preference is OFF) where the account drop-down seeds with the first account for that user and instrument combination.

(Ref 152475)

04/20/2023

Improvements

General

We have enhanced the startup error message text triggered when IP filtering fails to include more details to better help troubleshoot the issue.

(Ref 152462)

04/20/2023

Improvements

Order Entry

The Order Ticket for B3 Cross orders now correctly ignores the global preference of "Per-market Account selection for ADL Algos" set in the "Algos & Autospreader" page.

(Ref 152461)

04/20/2023

Fixes

Order Entry

Fixed a rare issue that sometimes could cause the Order Ticket buy/sell enter action to not register and not submit the order.

(Ref 152460)

04/20/2023

Fixes

General

Fixed several issues with keyboard navigation in searchable drop-down lists such as the Account, Order Profile and Order Type controls.

(Ref 152459)

04/20/2023

Fixes

Fills

Fixed an issue that could sometimes cause an error when releasing an allocated fill from the Allocation pane of the Orders and Fills widget (OFW).

(Ref 152457)

04/20/2023

Improvements

General

The "Software Version" section of the status dialog and the File > About screen now displays a version number with major/minor syntax such as 23.1.0 32.4. The first portion of the number represents the TT Desktop version (which will not be present when running in a browser) and the second portion represents the application version number.

(Ref 152455)

04/20/2023

Fixes

Algos

Fixed an issue that can cause an application error when undeploying and then deploying an ADL algo.

(Ref 152453)

04/20/2023

Improvements

Order Entry

Staged orders submitted using TT Order Types and third-party algos can now be worked using the order type and original parameters from the staged order seeded into the order entry widget.

(Ref 152440)

04/18/2023

Fixes

FIX Services

Fixed an issue where FIX Sessions that were actively connected to TT could sometimes show status as 'down' in TT Setup.

(Ref 152397)

Version: v219

04/18/2023

Fixes

FIX Services

FIxed an issue where a custom UDS that includes a fixed leg price and an otherwise identical exchange calendar spread that does not include a fixed leg price were misidentified as duplicates by FIX Order Router.

(Ref 151837)

Version: v219

04/17/2023

Improvements

General

We have released a new TT Desktop installer package v23.1.0 that utilizes Chromium 108. This upgraded version of Chromium includes all performance, security and bug fixes implemented since the Chromium 94 version which we have been using since October 2021. Also included in this package is TT Excel Add-In v22.04. Note that no changes have been made to the TT Desktop application other than updating the new Chromium version.​

(Ref 152356)

04/16/2023

Improvements

FIX Services

Added new FIX tags to facilitate integration of ASX Exchange Drop Copy messages inbound to TT. These tag are not received on messages from other exchanges, nor on ASX trades executed on the TT Platform.

* Tag 1788 - 'LegID'
* Tag 2254 - 'NoLegInstrumentParties'
* Tag 2255 - 'LegInstrumentPartyID'
* Tag 2256 - 'LegInstrumentPartyIDSource'
* Tag 2257 - 'LegInstrumentPartyRole'
* Tag 1851 - 'StrategyLinkID'
* Tag 1853 - 'AveragePricingIndicator'

(Ref 152305)

Version: v219

04/16/2023

Improvements

FIX Services

Added new enums to several existing FIX tags to facilitate integration of Euronext Exchange Drop Copy messages inbound to TT. These values are not received on messages from other exchanges, nor on Euronext trades executed on the TT Platform.

Tag 39:
* 'H' - Trade Cancel
Tag 40:
* 'P' - Peg
* 'X' - Iceberg
Tag 150:
* 'a' - 'CANCELLED_BY_STP'
* 'b' - 'ORDER_CANCELLED_DUE_TO_COD_MECHANISM'
* 'n' - 'ORDER_CANCELLED_DUE_TO_POTENTIAL_TRADE_OUTSIDE_FSP_LIMITS'
* 'u' - 'ORDER_CANCELLED_DUE_TO_MARKET_MAKER_PROTECTION'
* 'v' - 'ORDER_CANCELLED_BY_CLEARING_RISK_MANAGER'
* 'w' - 'ORDER_CANCELLED_DUE_TO_TRADE_PRICE_* ALIDATION'
* 'O' - 'ELIMINATED_BY_CORPORATE_E* ENT'
* 'P' - 'CANCELLED_BY_MEMBER_RISK_MANAGER'
* 'U' - 'ORDER_CANCELLED_BY_MARKET_OPERATIONS'
* 'V' - 'CANCELLED_DUE_TO_KILL_COMMAND'
* 'X' - 'REMAINING_QUANTITY_KILLED'
* 'Y' - 'BEGINNING_OF_PAKO_PERIOD'
* 'R' - 'RFQ_PARTIALLY_OR_FULLY_MATCHED_WITH_OTHER_COUNTERPARTS'

(Ref 152304)

Version: v219

04/16/2023

Improvements

FIX Services

Added support for TradingSessionSubID, tag 625, in AE, AR messsage definitions. Required to support SGX OTC trade reporting.

Valid values are:
1) Pre-Trading
2) Opening / opening auction
3) Continuous
4) Closing / closing auction
5) Post-Trading
6) Intraday Auction
7) Quiescent

(Ref 152303)

Version: v219

04/16/2023

Improvements

FIX Services

Added support for SessionStatus, tag 1409, in Logout (5) messages. TT may receive this tag in Logout (5) messages on certain Exchange Drop Copy sessions. Tag 1409 is not supported for Logout (5) messages between TT FIX clients and TT.

(Ref 152302)

Version: v219

04/16/2023

Improvements

FIX Services

The following tags have been added to the Logon (A) message in TT FIX schema to faciliate integration with a 3rd-party system. These tags are not supported for Logon (A) messages between TT FIX clients and TT.
* Tag 115 - OnBehalfOfCompID
* Tag 128 - DeliverToCompID
* Tag 354 - EncodedTextLen
* Tag 355 - EncodedText

(Ref 152301)

Version: v219

04/16/2023

Improvements

FIX Services

TT has added (3) new allocation message types and their associated tags to the TT FIX schema:
* AllocationInstruction (J)
* AllocationInstructionAck (P)
* AllocationReport (AS)

Support for these allocation messages is available on a limited basis. For more information, please contact FIXIntegration@trade.tt.

(Ref 152300)

Version: v219

04/16/2023

Improvements

FIX Services

CME STP inbound drop copy has added support for SideTrdRegTimestamp, tag 1012, in TradeCaptureReport messages.

In order to process tag 1012 in incoming messages from CME, the following tags have been temporarily added to the TT FIX schema file, but will *not* appear in TCR messages sent from TT to FIX clients: 1016, 1154, 1851, 1853, 2361, 5149, 10027-10030, 10034 and 10039.

(Ref 152299)

Version: v219

04/14/2023

Improvements

Market Data

This update is specific only to the TT TFEX Market Data Server that supports the upcoming Nasdaq-MME Upgrade (currently deployed as "TFEX_DEV").

Prior to today's date, the server has been sending Last Traded Price updates in the outright Futures Legs every time there is a trade in the corresponding Spread (Combo) product. This behaviour was unplanned, and outrights' Last Price should not be updated in this scenario.

"TFEX_DEV" Market Data Server has been modified so that Spread trades will have no affect on Last Traded Price in the outright Futures. The changes currently apply only to the UAT environment, but will also apply to "TFEX" starting from the time of the exchange's API Upgrade Go-Live date.

Additional information is available in the "ISV News" update sent out by from TFEX with publish date 20230329.

(Ref 151819)

04/11/2023

04/11/2023

05/11/2023

Fixes

Order Book

Fixed an Order Book issue where selecting a working stop order sometimes did not seed the stop limit price correctly into the upper order modification pane.

(Ref 152089)

04/06/2023

04/11/2023

05/11/2023

Improvements

Blocktrader

Blocktrader now has a "Trade Purpose" dropdown for TFEX_DEV.

(Ref 151967)

04/06/2023

04/11/2023

05/11/2023

Fixes

Blocktrader

Fixed an issue where Blocktrader sent the incorrect Buy/Sell side on a Eurex Block trade when the multi-leg instrument was defined by the exchange with sell as the first leg.

(Ref 151960)

04/06/2023

04/11/2023

05/11/2023

Fixes

Blocktrader

Fixed an issue where Blocktrader sent an incorrect profile_id on an HKEX Block trade.

(Ref 151959)

04/01/2023

Improvements

FIX Services

Added support for OptAttribute(206) and LegOptAttribute(613).

TT's security database (PDS) will include an attribute on certain option instruments where multiple versions of the same contract exist in the database at the same time. When only the original version of the contract exists, no version will be present. Version values will be V0, V1, V2, etc.

The addition of OptAttribute(206) and LegOptAttribute(613) will allow clients to include a specific version on orders and drop copy messages.

(Ref 151747)

Version: v219

04/01/2023

Improvements

FIX Services

Added support in FIX Order Router for routing TT Order Types, Premium Order Types and 3rd-party Algos as Care Orders.

(Ref 151746)

Version: v219

04/01/2023

Improvements

FIX Services

For FIX Recovery Service only, added Duration (tag 16944) to 35=U2and 35=A msgs, representing the minutes from start time to use for the recovery query.

(Ref 151745)

Version: v219

04/01/2023

Improvements

FIX Services

Added support for TTUS Drop Copy session setting "Drop Synthetic Parent Execution Reports." This option is disabled by default.

(Ref 151744)

Version: v219

04/01/2023

Improvements

FIX Services

Support the new templates for FIX Symbol Mapping added by TTUS:
1. <SYM><MYY>
2. <SYM><MYY><C/P>
3. <SYM><MYY><SYM><MYY>
4. <SYM><MYY><MYY>
5. <SYM><MY><C/P> <STRIKE> <KEY>
6. <SYM><MYY><C/P> <STRIKE> <KEY>

Template #1 applies to Futures products only. Template #2 applies to Options products only. Template #3 & #4 apply to Spread products only.

This is similar to existing templates, but omits the <KEY> field for clients who don't use the YellowKey option.

(Ref 151742)

Version: v219

04/01/2023

Plan

FIX Services

A limited number of TT FIX services for the v219 release were deployed to UAT Chicago Data Centers *only* on March 31, 2023. The remaining UAT Data Centers will be upgraded at EOD April 3, 2023.

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 v219 and prior releases can be reviewed at any time by going to https://library.tradingtechnologies.com/release_notes/

(Ref 151741)

Version: v219

Learn More