Release Notes

May 2023 - UAT Environment

UAT Complete Production Start Production Complete Type Component Release Note

05/25/2023

Improvements

General

We have released a new TT Desktop installer package v23.2.0 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. ‚ÄčIn addition to this new Chromium version is a fix to address TT Desktop window flickering/flashing issues that have been reported in TT Desktop versions released after version 5.0.5. Also included in this package is the previously released TT Excel Add-In v22.04.

(Ref 153742)

05/25/2023

Improvements

Order Entry

The Order Ticket now supports HOU|WBS spread leg price manual fill calculations.

(Ref 153740)

05/25/2023

Fixes

Positions

Fixed an issue that sometimes occurs when using Search in the Position Manager account control, where the dropdown list contents correctly reduces based on the search string entered, but pressing the Enter key selects the second item in the reduced list instead of the first item.

(Ref 153739)

05/25/2023

Improvements

Orders

The Order Book, Orders and Fills widget (OFW), Fills widget and Audit Trail now contains a new optional "UniqueExecID" column to help find and identify a specific order or fill record.

(Ref 153737)

05/25/2023

05/25/2023

05/25/2023

Improvements

Fills

We have improved the process of creating admin-level Manual Fills by including message level request id's and logging to aid in troubleshooting, and providing notification to the user if the submission fails with the ability to resubmit the manual fill.

(Ref 153709)

05/19/2023

Improvements

FIX Services

FIX Drop Copy now includes support the "Include on Drop Copy" account attribute for AuditTrail Only account types. When FIX Inbound Drop Copy imports messages on an AT-only account with "Include on DC" enabled, those messages will be forwarded on FIX DC sessions which have that account specifically assigned. Audit Trail Only accounts are never included by checking "Assign All Accounts" on the session configuration.

(Ref 153528)

Version: v219

05/17/2023

Fixes

Market Data

Updating RIC codes for LME Daily and Weekly products to contain the "=LX" suffix, which represents the LME Select electronic contract.

(Ref 153399)

05/15/2023

05/19/2023

05/19/2023

Improvements

Score

New model: Dealtime. This model looks for off exchange reported transactions and compares the consummation time to the reported exchange time and looks for time gaps greater than 15 minutes. Failing to timely report such trades like block trades can be a violation of exchange rules.

(Ref 153513)

05/15/2023

05/19/2023

05/19/2023

Improvements

Score

New Model: Round Trip Wash Trade. This new model identifies potential non economic trading where a trader buys or sells at a particular volume and price and then within 2 minutes reverses that position with an exactly equal and opposite transaction at the same price and volume.

(Ref 153512)

05/15/2023

05/19/2023

05/19/2023

Improvements

Score

New Model: Excessive bid ask spread looks for a pattern of dominating the order book over the session leveraging the information from the customers individual order book dominance clusters. A pattern of repeatedly dominating the order book with a high percent of the displayed market volume is a condition that can cause undue market influence. While a trader may have a high score it may not be indicative of a violation, but rather it is a condition that could draw additional regulatory scrutiny. Because of this the model is part of Scores trading insights group.

(Ref 153511)

05/15/2023

05/19/2023

05/19/2023

Improvements

Score

New Model: The new floor and ceiling model looks for trading behaviors that potentially indicate that a trader is setting a price boundary by placing large orders (in the context of the market) and receive a large portion of the fills at the high or low for the day. This behavior is used to prevent a price from going above or below a certain price point.

(Ref 153509)

05/04/2023

Fixes

Market Data

Fixed an issue on Eurex where some Put Spread vs. Call Spreads were erroneously described as Next/Week/2nd Week Spread.

(Ref 152887)

05/04/2023

05/05/2023

05/26/2023

Improvements

FIX Services

The following tags were introduced by the upcoming TFEX API Migration and have been added to TT FIX NewOrderSingle, NewOrderMultiLeg, ExecutionReport, TradeCaptureReport and TradeCaptureReportAck message types.

Tag 16628: "TFUserType"; type: char; optional; Type of User that entered the order
Supported values;
> T = Traditional trading
> P = Program trading
> M = Market making
> G = Market making with Program trading

Tag 16626: "NVDR"; type: boolean; optional
Tag 16627: "TTF"; type: boolean; optional

NOTE: TFEX does not provide documentation to ISVs regarding usage of the NVDR and TTF fields. For information about how to use these fields, please contact the exchange.

This update 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.

(Ref 150358)

Production Release: 05/05/2023

Version: v219

05/02/2023

05/05/2023

05/26/2023

Improvements

FIX Services

Added (2) new tags to TT FIX schema file.
<field number='16860' name='ParentVendorAlgoID' type='STRING' />
<field number='16861' name='ParentVendorAlgoType' type='STRING' />

These tags are included in FIX D/F/G/AB/AC message definitions but are for TT internal use only. These tags not available for use by TT FIX client order routing or drop copy sessions.

(Ref 152924)

Production Release: 05/05/2023

Version: v219

05/01/2023

05/23/2023

06/29/2023

Improvements

Blocktrader

Tabs in Blocktrader are now independent and behave as if each tab is an individual Blocktrader widget.

(Ref 152496)