10/31/2023 |
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Improvements |
FIX Services |
TT is making improvements to the XML schema file format to improve supportability and readability. The new XML format will make use of the /component tag for component blocks such as Instrument, Parties, SecurityAltId, etc.
Both old and new formats will contain all new and preexisting messages and tags for each release going forward and are downloadable from the TT help site (link attached).
TT will continue to support both file types in upcoming releases through mid-year 2024. More information on end date for the legacy format will be provided in release notes and the weekly system admin news email.
(Ref 159510)
Version: v238 Learn More |
10/31/2023 |
10/31/2023 |
10/31/2023 |
Fixes |
TT Core SDK |
Fixed an issue which resulted in issues while downloading orders. (v1.1.0.2)
(Ref 159345)
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10/30/2023 |
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Improvements |
FIX Services |
Added support for all Echo tags (16601-16610 and 16631 - 16640) to the NoSides group in AE, AR message types.
(Ref 159458)
Version: v238 |
10/30/2023 |
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Improvements |
FIX Services |
Added support for CME BrokerTec Stream in FIX Market Data, Order Router and Drop Copy services.
(Ref 159457)
Version: v238 |
10/30/2023 |
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Improvements |
FIX Services |
The TT FIX Schema has been updated with changes specific to upcoming support for the European Power Exchange (EPEX) on TT.
Changes include:
>> Support for the NewOrderList (35=E) message type
>> Support for new intra-day series terms to tags 18211 / 18212
>> Support for new fields in the Security Definition (d):
<field number="16000" name="DeliveryStartDate" type="UTCTIMESTAMP"/>
<field number="16001" name="DeliveryEndDate" type="UTCTIMESTAMP"/>
<field number="16003" name="TradingStartDate" type="STRING"/>
<field number="16004" name="TradingEndDate" type="STRING"/>
<field number="16005" name="Timezone" type="STRING"/>
For information on upcoming EPEX support, please contact FIXintegration@trade.tt.
(Ref 159454)
Version: v238 |
10/30/2023 |
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Improvements |
FIX Services |
FIX Order Router now supports TT SMP ID (tag 16857) and TT SMP Instruction (16858) as overrides on FIX New Order D & AB messages types. These values are not required to be predefined in TT Setup in order to be applied to the order.
(Ref 159452)
Version: v238 |
10/30/2023 |
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Improvements |
FIX Services |
Added FIX tag 16760 for Spread Ratio denominator for use when defining Autospreader synthetic spreads. Defaults to 1 if not supplied.
(Ref 159450)
Version: v238 |
10/30/2023 |
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Improvements |
FIX Services |
Fixed an issue where FIX Order Router would reject Cancel/Replace when the Order Type is 40=K (Market with Leftover as Limit) and no limit price was specified.
(Ref 159449)
Version: v238 |
10/30/2023 |
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Plan |
FIX Services |
All TT FIX services for the v238 release have been deployed to UAT as of EOD Oct. 30, 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 v238 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 159446)
Version: v238 Learn More |
10/30/2023 |
10/31/2023 |
11/17/2023 |
Fixes |
Order Book |
Fixed an issue where using the "Execute" button in the Order Book on a staged algo order did not properly submit the child order as the predefined algo.
(Ref 159351)
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10/23/2023 |
10/23/2023 |
10/23/2023 |
Improvements |
TT Core SDK |
IMPORTANT:
The existing TT Core SDK product currently targets a single REST API instance in the US to service internal version requests. To improve resiliency, TT is deploying a new version of this REST API to multiple instances around the globe. This will benefit non-US client applications in that they will communicate with a regionally local instance. Furthermore, automatic failover will occur if your regionally local instance becomes unavailable providing seamless operation of your applications.
To take advantage of this, an internal change was made as part of TT Core SDK v1.1.0.1. There are no code changes required of client applications, however, all applications must be updated to utilize these versions or higher by December 31, 2024. Furthermore, customers need to ensure that their network's firewall configuration allows access to the new URLs (https://apigateway.trade.tt/dotnetclient/prod and https://apigateway.trade.tt/dotnetclient/uat).
(Ref 159178)
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10/23/2023 |
10/23/2023 |
10/23/2023 |
Improvements |
TT .NET SDK |
IMPORTANT:
The existing TT .NET SDK product currently targets a single REST API instance in the US to service internal version requests. To improve resiliency, TT is deploying a new version of this REST API to multiple instances around the globe. This will benefit non-US client applications in that they will communicate with a regionally local instance. Furthermore, automatic failover will occur if your regionally local instance becomes unavailable providing seamless operation of your applications.
To take advantage of this, an internal change was made as part of TT .NET SDK v3.2.0.2. There are no code changes required of client applications, however, all applications must be updated to utilize these versions or higher by December 31, 2024. Furthermore, customers need to ensure that their network's firewall configuration allows access to the new URLs (https://apigateway.trade.tt/dotnetclient/prod and https://apigateway.trade.tt/dotnetclient/uat).
(Ref 159177)
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10/20/2023 |
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Improvements |
Performance |
We have released a new TT Desktop installer package v23.4.0 that improves the performance of drop-down lists that contain many items, such as Account lists and Order Profiles. This package contains the same Chromium v114 and TT Excel Add-In v22.04 that were included in the previous TT Desktop v23.3.0.
(Ref 159137)
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10/19/2023 |
10/19/2023 |
10/19/2023 |
Fixes |
TT Core SDK |
Fixed an issue which caused the SDK to continually attempt to download orders if there are persistent failures in doing so. (v1.1.0.1)
(Ref 158862)
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10/19/2023 |
10/19/2023 |
10/19/2023 |
Fixes |
TT Core SDK |
While running as an Application Server, fixed an issue where paused algos are not reported correctly. (v1.1.0.1)
(Ref 158861)
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10/17/2023 |
10/17/2023 |
10/17/2023 |
Fixes |
TT .NET SDK |
Fixed an issue where order messages were conflated resulting in reported quantities being incorrect. (v3.2.0.2)
(Ref 158858)
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10/17/2023 |
10/17/2023 |
10/17/2023 |
Fixes |
TT .NET SDK |
Fixed an issue where fills were re-downloaded unnecessarily. (v3.2.0.2)
(Ref 158849)
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10/17/2023 |
10/17/2023 |
10/17/2023 |
Fixes |
TT .NET SDK |
Fixed an issue with the logic that performs checks for supported operating systems. (v3.2.0.2)
(Ref 158847)
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10/17/2023 |
10/17/2023 |
10/17/2023 |
Improvements |
TT .NET SDK |
Remove support for the prod-delayed environment. (v3.2.0.2)
(Ref 158846)
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10/17/2023 |
10/17/2023 |
10/17/2023 |
Fixes |
TT .NET SDK |
Optimized synthetic spread lookups by alias to minimize delays. (v3.2.0.2)
(Ref 158845)
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10/17/2023 |
10/17/2023 |
10/17/2023 |
Fixes |
TT .NET SDK |
Fixed an issue where putting the order on 'Hold' is not sticky. (v3.2.0.2)
(Ref 158844)
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10/17/2023 |
10/17/2023 |
10/17/2023 |
Fixes |
TT .NET SDK |
Fixed an issue where an exception is being thrown when accessing the rules on the second leg of an Autospreader spread. (v3.2.0.2)
(Ref 158843)
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10/17/2023 |
10/17/2023 |
10/17/2023 |
Fixes |
TT .NET SDK |
Fixed an issue whereby the SDK is not updating the 'internal user params' structure when an external change is made to an algo parameter. (v3.2.0.2)
(Ref 158841)
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10/17/2023 |
10/27/2023 |
10/27/2023 |
Improvements |
General |
Starting Oct 29, 2023 all records generated for CFE will utilize CFE's recently updated Audit Trail Requirements (version 1.3). Customers parsing the columns may need to update their software. This new format will be available to preview in the UAT environment around Oct 18, 2023.
Direct Link to the specification: https://cdn.cboe.com/resources/regulation/CFE_TPH_Audit_Trail_Layout.pdf
This link is also available in the Exchange Compliance website, https://library.tradingtechnologies.com/audit.html.
(Ref 158772)
Learn More |
10/10/2023 |
10/10/2023 |
10/10/2023 |
Improvements |
TT Rest API |
Important TT® REST API Update
TT REST API currently services customer requests through a single instance located in the U.S.
To improve resiliency, we are deploying a new version of TT REST API to multiple instances around the globe. Non-U.S. client applications will communicate with a local regional instance, and automatic failover will occur if that local instance becomes unavailable. This will provide improved performance along with the seamless operation of all applications.
To access this new version, update the target URL of your applications from apigateway.trade.tt to ttrestapi.trade.tt before October 2024. We will begin deprecating apigateway.trade.tt in October 2024. The samples that utilize TT REST API are already updated and point to the new URL.
If you have any questions, please open a ticket for assistance.
(Ref 158761)
Production Release: 10/10/2023 |
10/06/2023 |
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Improvements |
TT Algos |
Addition of TT Splicer to Premium Order Type suite (please see https://library.tradingtechnologies.com/trade/ttpo-recent-changes.html)
(Ref 158659)
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10/06/2023 |
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Improvements |
TT Algos |
Parameter updates and enhancements for TT Premium Order Types (please see https://library.tradingtechnologies.com/trade/ttpo-recent-changes.html)
(Ref 158658)
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10/05/2023 |
11/20/2023 |
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Improvements |
Exchanges |
On November 20, Eurex will upgrade to T7 Version 12.0 in Production. This release is now available for testing in UAT.
With T7 Release 12.0, Eurex will introduce a new validation scheme for the fields Execution Decision ID, Investment Decision ID, and Client ID relating to the submission requirements of the short code and algo ID information on transactions. No changes to TT software are required, however, customers should ensure that their configuration of these values is correct in light of the new exchange requirements which are as follows:
1. Execution Decision ID:
a. The submission of a short code will always be mandatory regardless of the used trading capacity.
2. Investment Decision ID:
a. For the trading capacities Proprietary and Market Making, the submission of a short code will always be mandatory
b. For the trading capacity Agency, the submission of a short code will be optional. Please note: If either a short code or a qualifier is set, the submission of both short code and qualifier will become mandatory even when transactions are submitted using the trading capacities Agency.
3. Client ID:
a. For the trading capacity Agency, the submission of a short code will be required.
b. For the trading capacities Proprietary and Market Making, the short code will need to be empty. An order with a filled short code in Client ID will be rejected.
4. Short Code handling
a. A submission of a zero as a short code will no longer be permitted. The usage of a short code will be mandatory in the Execution Decision ID and in the Investment Decision ID. For the identification of a natural person, the usage of a short code will be mandatory in the Execution Decision ID and in the Investment Decision ID
Please find more information about the MiFID II / MiFIR flagging scenarios under
eurex.com > Rules & Regs > MiFID II / MiFIR > MiFID II / MiFIR > Client & Member Reference Data > MiFID II / MiFIR Flagging Requirements - Execution decision, investment decision, client ID and DMA
(Ref 158334)
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