| UAT Complete | Production Start | Production Complete | Type | Component | Release Note |
|---|---|---|---|---|---|
03/22/2024 |
Improvements |
General |
The TTW server improved the way invalid token login scenarios are handled with improved logging and exception handling. (Ref 163577) |
||
03/22/2024 |
03/27/2024 |
04/11/2024 |
Improvements |
General |
The workspace save process initiated by the TT front end now includes retry logic when there is no response from the back-end server. (Ref 163466) |
03/22/2024 |
03/27/2024 |
04/11/2024 |
Improvements |
General |
Multiple clicks on the Save workspace icon are now prevented. Previously, a user was able to click the workspace save button in rapid succession even when the saving process was still in progress. (Ref 163465) |
03/21/2024 |
03/22/2024 |
03/22/2024 |
Improvements |
Autospreader |
When an admin changes an account to become “non-tradable” for a user (e.g., account is deleted or unassigned from the user), if that account was saved in the front end as part of an Autospreader, previously, the front end would send that account on a new order submission (and then the proposed order would be rejected by the back end). Now, no new order will be sent with this type of account. Instead, the user will receive an error message when trying to send an order with this account. The user will have to choose a new valid account for their Autospreader. (Ref 164069) |
03/21/2024 |
03/22/2024 |
Improvements |
Score |
Model Update: Disruptive Order and Ramping. Both models now have a scoring feature that uses market data to calculate the average ticks moved though each hour of the session for the subject instrument and compares that to the number of ticks traded though by trader. If the trader's activity did not exceed 3% of the average hourly ticks moved by the instrument there is a scaled reduction of the score starting at under 3% and increases as the percent approaches zero. Additionally, for both models, there is a new scaled score reduction when the traders ticks moved through accounts for less than 0.5% movement of the price of the instrument, with an increasing reduction as the precent approaches 0. If the activity causes more than a half percent price move, no reduction occurs. (Ref 163994) |
|
03/20/2024 |
Improvements |
FIX Services |
Added optional tag 10010, DisplayFactorQty, to Security Defintion (d) messages to facilitate quantity conversions used in power markets. (Ref 164004) |
||
03/20/2024 |
Improvements |
FIX Services |
The FIX Recovery service has been enhanced to allow FIX Order Routing clients to request recovery of FIX data for specific time periods and markets using their existing FIX Order Routing sessions. This service uses a FIX message, Recovery Request (U2), to submit a request for missing data that might result from a technical issue with a customer's FIX client, the network, or the TT FIX session. (Ref 164002) |
||
03/20/2024 |
Improvements |
FIX Services |
The NewOrderList (E) message type has added support for the following custom tags in the NoOrder (tag 73) repeating group: (Ref 163357) |
||
03/18/2024 |
Plan |
General |
B3 has introduced new, lower latency Binary protocols for Market Data via the Unified Market Data Feed (UMDF) and Order Entry via Simple Binary Encoding (SBE). TT is upgrading the B3 market to utilize the new exchange protocols in a phased manner to take advantage of these enhancements. (Ref 163616) |
||
03/15/2024 |
Improvements |
General |
With this release, we are correcting the display symbols of SCF, SXM, SXK, SXU, CRA, and BFS contracts. Previously, the terms of the contracts under these symbols were monthly. After the deployment of this change, they will be updated to quarterly terms. Below is the list of contracts affected by this release: (Ref 163098) |
||
03/14/2024 |
03/29/2024 |
03/29/2024 |
Improvements |
FIX Services |
Effective 17 March 2024, Refinitiv is changing RICs for CFE VX and VXT products from single digit to two digit year codes for contracts expiring in January 2024 and beyond. For example: (Ref 163794) Production Release: 03/29/2024 |
03/14/2024 |
03/15/2024 |
Plan |
Setup App |
TT has updated the Market Data Agreement for the following markets: (Ref 163686) |
|
03/12/2024 |
03/12/2024 |
03/12/2024 |
Fixes |
TT .NET SDK |
Fixed an issue where responses to queries for non-tradable instruments were treated as errors. (v3.2.3.1) (Ref 163545) |
03/12/2024 |
03/12/2024 |
03/12/2024 |
Improvements |
TT .NET SDK |
Add Strategy Creation ability to TT .NET SDK Server Side. (v3.2.3.1) (Ref 163544) |
03/12/2024 |
03/12/2024 |
03/12/2024 |
Improvements |
TT .NET SDK |
Added support for the 'share' option in spread creation. (v3.2.3.1) (Ref 163543) |
03/12/2024 |
03/12/2024 |
03/12/2024 |
Fixes |
TT .NET SDK |
Updated the instrument strike field to use the underlying instrument's display factor. (v3.2.3.1) (Ref 163542) |
03/12/2024 |
03/12/2024 |
03/12/2024 |
Improvements |
TT Core SDK |
Made improvements for more efficient delivery of Time & Sales. (v1.1.2.1) (Ref 163541) |
03/07/2024 |
03/07/2024 |
03/10/2024 |
Improvements |
FIX Services |
US Daylight Savings Time begins on March 10 at 3am Eastern/2am Central time. (Ref 163494) Production Release: 03/07/2024 |
03/04/2024 |
Improvements |
FIX Services |
Added the following flat tags for use as TT Sniper algo parameters only: (Ref 162991) |
||
03/04/2024 |
Improvements |
FIX Services |
Added support in FIX Market Data for the ""Apply Display Factor to Prices"" setting in TT Setup MD session config. The setting defaults to 'unchecked' on new and pre-existing sessions. When enabled, price scaling will be applied to MDEntryPx, tag 270 for price fields in W and X messages. (Ref 162979) |
||
03/04/2024 |
Improvements |
FIX Services |
Added support for tag 2446, AggressorSide, to FIX MD 'X' messages (Ref 162976) |
||
03/04/2024 |
Improvements |
FIX Services |
Price multiplers defined tin the FIX Symbol mapping table in Setup are now applied to tags 9106, IWouldPrice, 9190, TriggerPrice and 17010, LimitPrc when present on FIX order & Cancel/Replace messages. (Ref 162975) |
||
03/04/2024 |
Fixes |
FIX Services |
Fixed an issue in FIX Order Router where the Recovery Complete (B) message could be delayed for some sessions. (Ref 162732) |
||
03/04/2024 |
Fixes |
FIX Services |
Fixed an issue where working quantity risk was not being updated correctly for messages imported by Inbound Drop Copy that were assigned to non-Audit Trail Only TT accounts. (Ref 162730) |
||
03/04/2024 |
Plan |
FIX Services |
All FIX Drop Copy, Order Routing & Market Data services for the v246 release were deployed to UAT at end of day March 1, 2024. The remaining services will be upgraded in UAT later this week. (Ref 162728) |