Release Notes

July 2023 - UAT Environment

UAT Complete Production Start Production Complete Type Component Release Note

07/28/2023

07/28/2023

07/28/2023

Improvements

Trade Surveillance

Score users can now synchronize manually created dual ladders. After the ladder is open select "compare" and then select an instrument for the second ladder. Once it loads there will be a toggle at the left of the instrument selection fields to "sync". If that is selected there will be only one bar above both ladders that can be used to move through the market data of the cluster for both instruments at the same time.

(Ref 156052)

07/28/2023

07/28/2023

07/28/2023

Improvements

Trade Surveillance

Models are now calculated using notional value to determine imbalances. Additionally, there are additional views in the scorecard for CI spoofing models. There is a toggle to view the working quantities by notional value and for collusive spoofing there are additional charts that can be viewed (by trader, by instrument, and my trader instrument pairs). Lastly, there are additional columns in the scorecard that relate to national value by company and trader. These columns can be hidden by right clicking any column header and unselecting "company quantities" and "trader quantities" groupings, or they can be moved by dragging them to the right.

(Ref 156051)

07/25/2023

07/27/2023

07/27/2023

Improvements

Positions

The Start-of-Day (SOD) Reset Time for Dalian Commodities Exchange (DCE) has been updated to correctly handle night sessions. On DCE exchange, trades executed during the night session on calendar day 'T' are for trade date T+1. The SOD reset needs to happen before the night session begins, not after.

DCE Trading Schedule
Day Session: 09:00-11:30; 13:30-15:00 Beijing Time
Night Session: 21:00 – 23:00 Beijing Time
*Previous* TT Roll time: 23:30 Beijing Time
*New* TT Roll time: 15:30 Beijing Time

(Ref 155872)

Learn More

07/25/2023

08/24/2023

Plan

Orders

ICE has announced that they will undergo an API upgrade during on 26th August 2023.

TT has made two changes for this API upgrade and is available in UAT for client review.

1. Exchange System ID Enhancement: TT has made the necessary changes to accommodate the extension of ICE generated system IDs. Before, these IDs were up to 9 digits long, but now they can be up to 14 digits long.

2. TVTIC Update: To reduce the risk of duplicate IDs being created, ICE has increased the length of the MiFIR Trading Venue Transaction Identification Code ("TVTIC") from 42 characters to 51 characters by adding extra padding to the Exchange Deal ID part of the TVTIC. TT has made the necessary changes to accommodate this change.

For additional information from the exchange, please refer to the “Trading Platform API Release Notes - Q3 2023 Release" -
https://app.e.theice.com/e/er?utm_source2=ICE_APISupport_ICEAPIFeaturesandEnhancements15.000_20230614&s=600958837&lid=16711&elqTrackId=b9b320a5c35b4d7582d901c8486b7f40&elq=0252dfa984844870bd55d7ad8b688b7f&elqaid=23898&elqat=1

(Ref 155864)

07/24/2023

07/24/2023

07/24/2023

Improvements

Orders

To support CME compliance audit requirements, the following changes will apply to all non-TT GUI clients:
Market orders will now be rejected when a price or stop price is populated on the new order.
Limit orders will now be rejected when a stop price is populated on the new order.
Stop market orders will be rejected if a price is populated.
Changing of order types will no longer be permitted on a cancel/replace. The order must be canceled and resubmitted with the new order type. TT will not change CME behavior whereby market orders that are not filled are automatically changed to limit orders by the exchange. These changes support both CME audit requirements and normalized TT gateway behavior across the system.

(Ref 155752)

07/21/2023

07/21/2023

Improvements

Setup App

TT has duplicate fields for DEA (Direct Electronic Access) in user setup for LME, one LME specific, and the second being the MiFID DEA field. Removing the LME specific field will prevent customers from incorrectly populating values that need to be sent to the exchange, and will also match the normalized DEA field used for all other exchanges. TT has copied values from the LME specific DEA field to the MiFID DEA field. Customers are encouraged to validate correct values in the MiFID DEA field. In the coming weeks TT will be removing the LME specific DEA field. For further information on this change, please contact onboarding@trade.tt.


(Ref 155562)

07/17/2023

07/17/2023

07/28/2023

Improvements

FIX Services

UPDATE July 17: Please note that the deadline for production deployment has changed. All TT customers who use STunnel must download the new zip file and apply it at any time before EOD July 28, 2023.
* * * * *
For customers whose FIX engine natively supports SSL encryption, or who have implemented FIX session encryption using STunnel, TT provides a TTFIX.crt file with the public certificates used by the TT platform FIX endpoint. These certificates expire on an annual basis and must periodically be refreshed to continue functioning.

On June 22, 2023, TT updated the stunnel.zip file located in the Download Center in order to update the soon-to-be-expired certs in the TTFIX.crt bundle.

All TT customers who use STunnel must download the new zip file and apply it at any time before EOD July 28, 2023.

Added TT Platform STAR.TRADE.TT; valid from June 16, 2023 - June 15, 2024 (DC)

Additional Resources:

Please download the updated stunnel.zip here:
https://library.tradingtechnologies.com/tt-fix/general/stunnel.zip

Directions for configuring a stunnel with TTFIX.crt can be found on the TT FIX Help Site.

All TT FIX clients are strongly encouraged to subscribe to the weekly TT System Admin News and Updates email newsletter here:
https://www.tradingtechnologies.com/support-updates/

(Ref 155256)

Production Release: 07/17/2023

Version: v219

Learn More

07/06/2023

Improvements

FIX Services

Added support for tags EchoDC_1 thru EchoDC_10 tags to the NoSides group in AE, AR message types in preparation for support in future TT Order Connector releases.

(Ref 155242)

Version: v227

07/06/2023

Fixes

FIX Services

Fixed an issue where Staged Orders submitted via TT FIX Order Router which included a 3rd-party algo or TT Premium Order type were being rejected.

(Ref 155197)

Version: v219

07/06/2023

Improvements

FIX Services

Added support for a new Premium Order Type parameter, tag 9302, 'DynamicEndTime', to the TT Schema.

(Ref 155196)

Version: v227

07/06/2023

Improvements

FIX Services

Added the following tags to TT FIX for use when defining an Autospreader instrument via FIX for a TT OMS Staged Order:

<field number='16700' name='PriceFormula' type='STRING'/>
<field number='16701' name='ReloadOffset' type='INT'/>
<field number='16702' name='OverrideTickNumerator' type='BOOLEAN'/>
<field number='16703' name='FormulaBasedOn' type='STRING'>
<value enum='price_diff' description='price_diff' />
<value enum='ratio' description='ratio' />
<value enum='net_change' description='net_change' />
<value enum='custom' description='custom' />
</field>
<field number='16704' name='ReloadDelay' type='INT'/>
<field number='16705' name='DisclosedQty' type='QTY'/>
<field number='16706' name='Reload' type='BOOLEAN'/>
<field number='16707' name='OverrideTickSize' type='INT'/>
<field number='16708' name='OverrideTickDenominator' type='INT'/>

<field number='16750' name='MultiplierAsString' type='BOOLEAN'/>
<field number='16751' name='Multiplier' type='INT'/>
<field number='16752' name='IsHedging' type='BOOLEAN'/>
<field number='16753' name='QueueHolder' type='QTY'/>
<field number='16754' name='MLQ' type='STRING'/>
<field number='16755' name='PayupTicks' type='INT'/>
<field number='16756' name='IsQuoting' type='BOOLEAN'/>
<field number='16757' name='ConvertQuoteToHedge' type='INT'>
<value enum='1' description='Attempt' />
<value enum='2' description='Always' />
<value enum='3' description='AlwaysPreserveQueue' />
</field>
<field number='16758' name='IsLeanIndicative' type='BOOLEAN'/>
<field number='16759' name='IsShared' type='BOOLEAN'/>

For additional information on using TT OMS via FIX, please contact FIXIntegration@trade.tt.

(Ref 155195)

Version: v227

07/06/2023

Improvements

FIX Services

Added the following fields to MarketDataSnapshotFullRefresh messages when they are specified in the request messages and available in the TT price server for a given exchange.
* 16052 - ExchangeSendingTime
* 16060 - ExchangeTransactTime

(Ref 155193)

Version: v227

07/06/2023

Improvements

FIX Services

Added support for FIX 4.4 in FIX Session configuration when Initiator is enabled.

(Ref 155191)

Version: v227

07/06/2023

Improvements

FIX Services

Added support tag 16130, Intent to Cross to D/G/AB/AC/8 message types. Applicable for certain exchanges when Intent To Cross is enabled on the TT account.

(Ref 155190)

Version: v227

07/06/2023

Improvements

FIX Services

ClearingAccountOverride (tag 16999) has been added to the NoSides group for TradeCaptureReport (AE) messages.

(Ref 155188)

Version: v227

07/06/2023

Improvements

FIX Services

When tag 18211, DeliveryTerm, is included on an order and is not equal to 'M', 'Y' or 'Q', then 'Day' must also be specified in tag 205 or tag 541.

(Ref 155187)

Version: v227

07/06/2023

Improvements

FIX Services

Added the following enum values to tag 1123, TradeHandlingIstr:
<value enum='8' description='TRADE_HANDLING_INSTR_PENDING_TRADE_REPORT' />
<value enum='9' description='TRADE_HANDLING_INSTR_COMPLETED_TRADE_REPORT' />
<value enum='A' description='TRADE_HANDLING_INSTR_EXPIRED_TRADE_REPORT' />
<value enum='B' description='TRADE_HANDLING_INSTR_BROADCAST' />
<value enum='C' description='TRADE_HANDLING_INSTR_PENDING_APPROVAL' />
<value enum='D' description='TRADE_HANDLING_INSTR_APPROVED' />
<value enum='E' description='TRADE_HANDLING_INSTR_PENDING_CANCEL' />

(Ref 155186)

Version: v227

07/06/2023

Improvements

FIX Services

Tag 18220 is now included on all Drop Copy Messages when "Compliance Feed" is enabled.

(Ref 155184)

Version: v227

07/06/2023

Improvements

FIX Services

Added 'C', "EOM" as a new value for tags 18211, Delivery Term and 18212, LegDeliveryTerm.
<value enum='C' description='EOM' />

(Ref 155183)

Version: v227

07/06/2023

Plan

FIX Services

All TT FIX services for the v227 release were deployed to UAT Data Centers at EOD July 6, 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 the URL below prior to release: https://library.tradingtechnologies.com/tt-fix/general/System_Overview.html

Release Notes for FIX v227 and prior releases can be reviewed at any time by going to https://library.tradingtechnologies.com/release_notes/

All TT FIX clients are strongly encouraged to subscribe to the weekly TT System Admin News and Updates email newsletter here:
https://www.tradingtechnologies.com/support-updates/

(Ref 155181)

Version: v227

Learn More