Release Notes

April 2024 - UAT Environment

UAT Complete Production Start Production Complete Type Component Release Note

04/30/2024

Improvements

FIX Services

FIX Order Router now supports routing of the OBV and Autohedger TT Order Types via FIX.

The tags below have been added to the TT FIX Schema:
<field number="16983" name="HedgeOrderType" type="INT">
<value enum="1" description="eMkt"/>
</field>

<field number="16984" name="DeltaRounding" type="INT">
<value enum="0" description="eRoundNormal"/>
<value enum="1" description="eRoundUp"/>
<value enum="2" description="eRoundDown"/>
</field>

<field number="16990" name="Vol" type="FLOAT"/>

Full support also requires changes in TT Algo Server expected in an upcoming Q2 release.

Please see the algo documentation for details and usage of the algo parameters for OBV and Autohedger.

(Ref 165387)

Version: v252

Learn More

04/29/2024

Improvements

FIX Services

Made a change in FIX Order Router so that when “Set Security ID Source (22) on Outbound Messages” is set to “Default - Client provided source”, FIX OR will now return the same SecurityID & SecurityIDSource on outbound messages as was provided on the inbound new order (D/AB) messages.

(Ref 165386)

Version: v252

04/29/2024

Plan

FIX Services

All FIX Drop Copy, Order Routing & Market Data services for the v252 release were deployed to UAT on April 29, 2024.

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 v252 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 165384)

Version: v252

Learn More

04/24/2024

04/25/2024

05/30/2024

Improvements

General

The TT front end applications, both TT Desktop and TT Web client, now enforce the idle timeout inactivity setting as optionally defined in the Setup application. See our documentation for more information on this feature.

(Ref 164357)

04/18/2024

04/25/2024

05/30/2024

Improvements

General

The RFQ Viewer widget now includes a "TransferTime" column for Eurex EnLight RFQs. This column presents a countdown timer formatted as M:SS, allowing users to track the remaining 2-minute duration until a deal is accepted.

(Ref 164239)

04/17/2024

04/21/2024

04/21/2024

Improvements

Market Data

On the KRX market, Sector Index Futures are now supported on the TT Platform. This improvement brings Market Data support for the new KOSDAQ Global Index Future (Symbol “QGI”) along with more products from the Sector Index Product Group including KOSPI 200 Energy & Chemicals Index Futures (XA0), KOSPI 200 IT Index Futures (XA1) and F-KOSPI 200 Financials Index Futures (XA2), among others.

(Ref 164110)

04/11/2024

04/16/2024

04/16/2024

Fixes

TT Rest API

Fixed an issue which resulted in timeouts when the return payload was larger than normal.

(Ref 164646)

Production Release: 04/16/2024

04/11/2024

04/12/2024

04/15/2024

Fixes

Order Entry

Fixed an issue where the Order Book "Work with same order type" feature would sometimes submit a limit price for a staged order specified as a market price order.

(Ref 164616)

04/02/2024

04/25/2024

05/30/2024

Improvements

Order Entry

Previously entered and saved order entry fields, such as clearing account, text fields, compliance tags, etc. are now cleared and no longer persist when switching between SIM/LIVE environments.

(Ref 164363)

04/02/2024

04/25/2024

05/30/2024

Improvements

Order Entry

Users are now prevented from placing a TT OCO order w/out a Stop Trigger Price.

(Ref 164362)

04/02/2024

04/25/2024

05/30/2024

Improvements

Positions

The Position Manager widget now retains previously published Admin Manual Fills after closing and reopening the widget.

(Ref 164361)

04/02/2024

04/25/2024

05/30/2024

Fixes

General

Fixed an issue that sometimes prevented editing the control directions in a grouped widget.

(Ref 164359)

04/02/2024

04/25/2024

05/30/2024

Fixes

Market Grid

Fixed an issue that sometimes caused a grouped Market Grid to not properly update the Position column.

(Ref 164358)

04/02/2024

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).

On March 19, 2024, TT upgraded the B3 Binary market data protocol in UAT, the release note can be found here: https://library.tradingtechnologies.com/release_notes/uat-2024-03.html

On April 02, 2024, TT will deploy the new Binary Order Entry API in UAT. Customers should contact B3 for credentials to be used with the new API.

Additional information on Binary Order Entry protocol: https://clientes.b3.com.br/en/w/gateway-binario

All clients are strongly encouraged to test in UAT and provide feedback.

Migration Guide: https://library.tradingtechnologies.com/downloads/B3_Binary_Protocol_Migration_Guide.pdf

(Ref 164320)

Learn More

04/02/2024

04/25/2024

05/30/2024

Fixes

Autotrader

Fixed an Autotrader repaint issue where rows sometimes remained dimmed after clicking the play button.

(Ref 164282)

04/02/2024

04/25/2024

05/30/2024

Fixes

Order Book

Fixed a rare issue where the Order Book sometimes displayed the hedge legged indicator on a fully filled Autospreader order.

(Ref 164281)

04/02/2024

04/25/2024

05/30/2024

Fixes

Fills

Fixed an issue with the display of CME XKLS MIC products, e.g., CPO Palm Oil, in the fills widget where the fills sometimes would disappear and then reappear at session roll time.

(Ref 164280)

04/02/2024

04/25/2024

05/30/2024

Improvements

Audit Trail

The Audit Query widget now only presents items in the query parameter list that can be filtered from the back-end Ledger database.

(Ref 164279)

04/02/2024

04/25/2024

05/30/2024

Fixes

Charts

Fixed an issue that sometimes caused an Autospreader daily chart from updating when a secondary series is added to the chart.

(Ref 164278)

04/02/2024

04/25/2024

05/30/2024

Fixes

Fills

Fixed an issue that sometimes prevented Customer Order Handling Instructions from populating on OTC Trade Capture Reports in the Order Book, Fills and Audit Trail.

(Ref 164277)

04/02/2024

04/25/2024

05/30/2024

Improvements

RTD

RTD now supports a "Last&" property to retrieve price in ticks.

(Ref 164276)

04/02/2024

04/25/2024

05/30/2024

Fixes

Time & Sales

Fixed Time and Sales not always retaining previous applied filters.

(Ref 164271)

04/02/2024

04/25/2024

05/30/2024

Fixes

Order Book

The Order Book no longer displays Bid/Ask prices on filled order rows.

(Ref 164270)

04/02/2024

04/25/2024

05/30/2024

Fixes

Autospreader

Fixed MD Trader not always recognizing updates made to an Autospreader configuration when set to Multi account mode.

(Ref 164267)

04/02/2024

04/25/2024

05/30/2024

Fixes

Audit Trail

Fixed an issue that sometimes caused rejected JPX OTCs trades to not appear in Audit Trail/Audit Query filtered results.

(Ref 164266)

04/02/2024

04/25/2024

05/30/2024

Fixes

Order Book

Fixed an issue that caused the Order Book to sometimes incorrectly display the Interval parameter defined on a working TT Time Sliced order.

(Ref 164265)

04/02/2024

04/25/2024

05/30/2024

Fixes

Orders

Fixed the order upload process not correctly processing the TT Stop TriggerPriceType as set in the file.

(Ref 164252)

04/02/2024

04/25/2024

05/30/2024

Fixes

RTD

Fixed RTD sometimes displays B3 DI1 settlements with 2 digits but Market Grid displays 3 digits.

(Ref 164251)

04/02/2024

04/25/2024

05/30/2024

Improvements

RTD

RTD now supports a property to retrieve "LastTradeDate".

(Ref 164250)

04/02/2024

04/25/2024

05/30/2024

Improvements

RTD

RTD now supports a property to retrieve "ImbQty" (Imbalance Quantity).

(Ref 164248)

04/02/2024

04/25/2024

05/30/2024

Fixes

Order Entry

Fixed an issue that sometimes caused the Order Ticket to become unresponsive after canceling the order confirmation message.

(Ref 164247)

04/02/2024

04/25/2024

05/30/2024

Fixes

MD Trader

Fixed MD Trader not displaying PIQ when a sell limit order and a buy TT stop order are working at the same price level.

(Ref 164246)

04/02/2024

04/25/2024

05/30/2024

Fixes

Order Book

Fixed a rare issue that can cause partially filled expired orders to be filtered out of an Order Book set to show Filled orders.

(Ref 164244)

04/02/2024

04/25/2024

05/30/2024

Fixes

Market Grid

Fixed Market Grid duplicating rows for LME rolling contracts when toggling the "Auto sort rows on reload" setting.

(Ref 164243)

04/02/2024

04/25/2024

05/30/2024

Fixes

Market Grid

Fixed Market Grid incorrectly displaying the previously selected tab name when switching to an unnamed tab such as "Tab 1".

(Ref 164242)

04/02/2024

04/25/2024

05/30/2024

Improvements

General

When clicking on a Eurex EnLight quote response in the RFQ Viewer to enter an order, the Order Ticket now seeds the price and quantity from the quote and prevents changing those values.

(Ref 164238)

04/02/2024

04/25/2024

05/30/2024

Improvements

General

The RFQ w/ Counterparties widget for submitting Eurex EnLight requests now defaults to Both for the side instead of Buy.

(Ref 164237)

04/02/2024

04/25/2024

05/30/2024

Improvements

General

You can now filter on the Trade Date and Settlement Date columns that were recently added for FX instruments.

(Ref 164235)

04/02/2024

04/25/2024

05/30/2024

Improvements

Charts

Charts now support Cboe FX Spot instruments.

(Ref 164234)

04/02/2024

04/25/2024

05/30/2024

Improvements

Orders

You can now upload orders from a .csv file using Bloomberg codes by including a "BBG" column in the file. Note that if the file contains both a TT instrumentID and a BBG code, then the instrumentId takes priority and ignores the BBG code.

(Ref 164233)

04/02/2024

04/25/2024

05/30/2024

Improvements

Order Entry

The Order Ticket now provides a set of optional buttons to quickly adjust the price of an order. A new Show/Hide right-click menu item named "Price Increment Buttons" enables the buttons, which then appear immediately to the right of the main price input control. The price buttons behave similar to the existing order quantity buttons, e.g., left-click increments the price, right-click decrements the price. The button values represent the number of price ticks for that instrument, and can only be configured as positive integers. Similar to the order quantity buttons, Ctrl + right click on these buttons brings up a dialog to configure the button values.

(Ref 164232)

04/02/2024

04/25/2024

05/30/2024

Improvements

Strategy Creation

We have made several improvements to creating LME user defined strategies. aka "custom carries", including: (1) When defining the spread, automatically seed the front leg product type as “Future” and the Side as “B”. (2) When adding the second leg, automatically seed the product as per the first leg, with product type as “Future” and Side as “S”. (3) Make the date entry column case insensitive to accept “C”, “T” and “3M” as valid keyboard entries regardless of case. (4) Automatically remove previously created LME spread pairs which have expired to avoid the need to manually delete them. (5) Only allow selecting dates for the second leg that are beyond the date of the first leg instrument.

(Ref 164229)

04/02/2024

04/25/2024

05/30/2024

Improvements

Order Entry

The Order Ticket now optionally displays the average price of an order based on how deep the proposed order will trade into the market based on the current bid/ask quantities at the market depth price levels. This feature can be enabled via a right-click Show/Hide menu item. When enabled, an "AvgPrc" string appears at the bottom of the ticket below the buy and sell buttons, with average prices calculated for proposed Limit, Market and native Iceberg orders.

(Ref 163845)

04/02/2024

04/25/2024

05/30/2024

Improvements

Order Entry

The Order Ticket now seeds an order price for newly created spreads that have not yet posted any market prices. The seeded price is calculated from the settlement prices of the spread legs.

(Ref 163842)

04/02/2024

04/25/2024

05/30/2024

Improvements

Settings

We have updated the Preferences > Positions page to remove mention of Aggregator to reflect that fact that we do not properly support calculating nor displaying synthetic positions on Aggregator instruments.

(Ref 158987)

04/02/2024

04/25/2024

05/30/2024

Improvements

Blocktrader

Similar to the functionality we provide for algo order types, Blocktrader now allows you to save a complete Blocktrader widget layout for reuse as a template, including: (1) Create new templates (2) Select and apply a template (3) Save over an existing template with new and/or additional values (4) Delete templates.

(Ref 152497)