Release Notes

June 2024 - UAT Environment

UAT Complete Production Start Production Complete Type Component Release Note




There is a change in order amend behaviour for HKEX Spread orders when order price is changed to zero. HKEX does not permit this amend action, and up until now all such change requests were rejected by the exchange. A manual order cancel followed by creation of a new order was the only possible way to change a Spread order price to zero.

TT now manages this action on the server side. When amending a Spread order such that the new order price is zero (0), TT cancels the order and, on the trader’s behalf, creates a new order for the same working quantity at price zero. Users should note that there are very rare occasions in which the order cancel or order add action could be rejected by HKEX due to race conditions. In such cases a reject message will be returned to the trader in the order’s Text field / FIX Tag 58. Traders should manually cancel their order and create a new order when this occurs.

Adoption of the new behaviour will happen automatically. Users do not need to take any action or set any properties to make use of the new behaviour. Please note, the new behaviour is replaces basic order amend functionality and cannot be disabled.

(Ref 164249)



TT Algos

b"New optional parameters for TT Premium Order Types:\n\n* End Time Override - Overrides End Time, Duration, or the default with one of several product hours related values. Available enumerations are:\n\n** None (default)\n\n** Last Session Close - end of the trading hours of the last continuous session of the business day\n\n** Next Session Close - end of the trading hours of the first session following the Start Time\n\n** Settlement\n\n* Dynamic Duration - on TT Brisk and TT Close, allows the algo to target a shorter trading horizon respective to it's Start/End Time benchmark. If selected, orders submitted may finish ahead of defined End Time (TT Brisk) or begin working past the Start Time (TT Close). If not selected, parent orders will seek to utilize the full trading window as defined by the Start and End Times. The default setting is for Dynamic Duration to be selected."

(Ref 166571)