Release Notes

July 2024 - UAT Environment

UAT Complete Production Start Production Complete Type Component Release Note

07/31/2024

Improvements

Exchanges

TT has added support for the exchange's Cancel on Disconnect feature. As per this, TT will support the new message of Order Mass Status Report Request (Msg Type = AF) which will enable TT to correctly determine the status of a trader's orders on re-establishing a connection with the exchange post a disconnection.
FMX has 3 settings for Cancel on Disconnect - Cancel All Orders, Cancel Day Orders and Cancel None, which are not provided to be set / modified through API messages. Hence, customers will need to contact their FMX representative for this setting.

(Ref 168847)

07/30/2024

07/30/2024

07/30/2024

Improvements

Trade App on TT (desktop)

We have released a new TT Desktop installer package v24.1.2 that includes the newly released TT Excel Add-In v24.2 which contains an updated SSL certificate.

(Ref 168823)

07/30/2024

07/30/2024

07/30/2024

Improvements

Excel Linking

We have released a new v24.2 of the TT Excel Add-In that includes an updated SSL certificate. No code changes are included other than the updated certificate.

(Ref 168822)

07/30/2024

09/28/2024

10/08/2024

Fixes

Exchanges

Currently , the last trading date for all EEX products is one day before the settlement date . However , all products which are marked for "Physical" settlement will have a delivery during the settlement month . Hence , the last trading date for all products with settlement type as "Physical" should be second last exchange trading day before start of delivery month.
--> Product Alias : G3BM Sep 24 (11429734410144439081)
--> Maturity Date : Thu Sep 26 2024 ( this marks the day when the product will mature i.e. exercise date )
--> Last Trading Date : Thu Sep 26 2024 ( will be updated to Aug 29 2024 )
--> Expiry date : Thu Sep 26 2024 ( after this date , the product will be marked inactive )

(Ref 168053)

07/29/2024

07/29/2024

Plan

Order Entry

Reminder: Upcoming MX's SAIL B4 Version Update
This is a reminder that TT will be adopting the SAIL B4 version this weekend.
All clients must make sure that their session IDs on the MX Axis portal https://www.tmx.com/axis/login/ are linked to 'Order Connector v255 - B4' by August 4. If this is not completed, the exchange will deny the order entry session login starting August 5, 2024.
This upgrade introduces new fields for regulatory compliance. While MX does not require these fields to be populated until March 31, 2024, if they are filled in, TT will send them to MX.
1. Short Code, 2. UniqueID, 3. Sponsored Access Flag, 4. Algo Trading Flag.
These fields will be configurable on TT User Setup on Accounts. Please use the corresponding TT fields to set the compliance fields.
1. Unique ID: <Investment Decision ID>, 2. Sponsored Access Flag: <Direct Electronic Access (DEA)>, 3. Client Short Code: <Client ID>, 4. Algo Trading Flag: <Investment Decision Qualifier>.
FIX clients can override all these fields with the following tags, 1. Investment Decision ID (tag 448), 2. Investment Decision Qualifier (tag 2376), 3. Client ID (tag 448), and 4. Direct Electronic Access (tag 1724)
For additional information, please refer to: https://www.tradingtechnologies.com/support-updates/
(UPDATED: MX: API Upgrade: Client Identifiers).
https://reg.m-x.ca/en/requirements/client-and-order-identifiers

(Ref 168785)

07/26/2024

07/26/2024

07/27/2024

Improvements

Market Data

TT has added support for SGX Three-Month Tokyo Overnight Average Rate (TONA) Futures and SGX Three-Month Singapore Overnight Rate Average (SORA) Futures. The Product Codes are TONA and SORA respectively. In order to access the new products, Users should have the SGX “Index Futures and Options” Subscriber Market Data channel enabled in Setup.
To avoid disruptions to trading, all customers who plan to trade the new Tokyo / Singapore Overnight Average Futures should please be reminded to confirm in advance with their Clearing Members to ensure trading permissions are set up in PTRM.

(Ref 168680)

07/26/2024

Improvements

Exchanges

TT has added support for the below features / changes, that were introduced by FMX, in the TT UAT environment: - Order Time in Force of GTC and GTD - Mandatory Tags 50 (Sender Sub ID) and 142 (Sender Location ID) on the order Cancel and Cancel Replace messages. In the absence of these tags, any order cancel and cancel-replace attempts were rejected by FMX. With this change, traders will be able to cancel and cancel-replace their orders.

(Ref 168666)

07/26/2024

Improvements

Positions

The Balances widget is now integrated with and pulls data from KRM22 margin and risk modules.

(Ref 167838)

07/26/2024

Improvements

Market Data

EPEX and (upcoming) NordPool power instruments now display prices in Euros (with two digit decimal precision) and quantities in MWh (with one digit decimal precision).

(Ref 167837)

07/26/2024

Improvements

Positions

The Positions widget now displays OTC trade positions when enabling a new global checkbox Preference on the Positions page labeled “Display OTC trade positions”. The new preference defaults to OFF (unchecked). When enabled, the positions from OTC trades will be displayed the same as all other positions. For example, if the position is 100 from non-OTC trades, and a 1,000 lot Block trade is executed, the position will display as 1,100 with no designation of the non-OTC portion from the OTC portion.

(Ref 167832)

07/26/2024

Fixes

Options Chain

Fixed Options Chain (New) not displaying working orders.

(Ref 167804)

07/26/2024

Fixes

Order Entry

Fixed an issue that sometimes caused a child order of a staged order to not include the fixadapter_comp_id.

(Ref 167803)

07/26/2024

Fixes

Positions

Fixed the Positions widget Risk Group margin display.

(Ref 167802)

07/26/2024

Fixes

Positions

Fixed the Positions widget margin display for futures and options.

(Ref 167801)

07/26/2024

Fixes

Order Book

Fixed an Order Book application error when accepting a pending cancel on a staged order.

(Ref 167800)

07/26/2024

Fixes

Autospreader

Fixed an issue where sometimes a saved Multi account in the Order Ticket was not being updated after a refresh.

(Ref 167799)

07/26/2024

Fixes

Autospreader

Fixed an incorrect price preview display when configuring a TT Splicer.

(Ref 167791)

07/26/2024

Fixes

Options Chain

Fixed an exception that sometimes occurred in Options Chain (New) when switching tabs.

(Ref 167789)

07/26/2024

Fixes

Market Data

Fixed Market Data Unavailable message sometimes appearing upon workspace open.

(Ref 167788)

07/26/2024

Fixes

General

Fixed an issue that prevented sharing a new workspace as a template.

(Ref 167787)

07/26/2024

Fixes

Options Chain

Fixed an Options Chain (New) tab selection issue when scrolling and an expiry is expired.

(Ref 167784)

07/26/2024

Fixes

Charts

Fixed the chart not exporting applied technical indicator values.

(Ref 167780)

07/26/2024

Fixes

Algos

Fixed an algo order in paused/stopped state that was incorrectly highlighted with a purple background color.

(Ref 167779)

07/26/2024

Improvements

Market Grid

Market Grid now correctly displays CME SR3 futures when "Color Rows by Year" is enabled.

(Ref 167777)

07/26/2024

Fixes

Market Grid

Fixed Market Grid not displaying a newly created LME dated equivalent strategy.

(Ref 167776)

07/26/2024

Fixes

Market Grid

Fixed Market Grid not displaying "live only" text not in the tab name upon saving and reopening the workspace.

(Ref 167775)

07/26/2024

Improvements

General

TTW logging to Kibana now contains more information than before. We have added new metrics to log high latency events and long task events when ping delays and batch delays cross specific threshold timers.

(Ref 167772)

07/26/2024

Improvements

Order Book

Currently in the Order Book you can lock and unlock a staged order. But once you split the staged order, the right click menu options to lock or unlock that "split from" order were not displayed. Now those menu options are available on the parent split-from order.

(Ref 167769)

07/26/2024

Improvements

Order Book

Currently in the Order Book, when you split a staged order, the right click menu options to lock or unlock are available on the "split to" child orders. Those menu options should only be available on the parent "split from" order, and are now hidden and not supported on the child split to orders.

(Ref 167767)

07/26/2024

Improvements

General

Added an optional "Fixing Date" column to grid-based widgets that display order and fill records, e.g., Order Book, Fills widget, Orders and Fills widget, Audit Trail and Audit Query widget. This value will only be populated for FX instruments.

(Ref 165947)

07/24/2024

07/24/2024

Plan

Order Entry

IMPORTANT NOTE: UPDATED
Due to client requesting additional time to get their session ID link to the B4 version, wanting to perform additional testing in uat, we are delaying the release by two weeks. Beginning August 5, TT will adopt the SAIL B4 version. The clients will have until August 4 to link their session IDs and complete testing in UAT. Failure to do so will result in order entry session login being denied by the exchange on August 5.
On the MX Axis portal https://www.tmx.com/axis/login/ link the session ID to 'Order Connector v255 - B4'.
This upgrade introduces new fields for regulatory compliance. While MX does not require these fields to be populated until March 31, 2024, if they are filled in, TT will send them to MX. 1. Short Code, 2. UniqueID, 3. Sponsored Access Flag, 4. Algo Trading Flag.
These fields will be configurable on TT User Setup on Accounts. Please use the corresponding TT fields to set the compliance fields. 1. Unique ID: <Investment Decision ID>, 2. Sponsored Access Flag: <Direct Electronic Access (DEA)>, 3. Client Short Code: <Client ID>, 4. Algo Trading Flag: <Investment Decision Qualifier>.
FIX clients can override all these fields with the following tags, 1. Investment Decision ID (tag 448), 2. Investment Decision Qualifier (tag 2376), 3. Client ID (tag 448), and 4. Direct Electronic Access (tag 1724)
For additional information, please refer to: https://www.tradingtechnologies.com/support-updates/ (UPDATED: MX: API Upgrade: Client Identifiers).
https://reg.m-x.ca/en/requirements/client-and-order-identifiers

(Ref 168603)

07/19/2024

08/03/2024

08/06/2024

Fixes

Exchanges

Previously, an incorrect Tick Size was displayed on the Eurex OEXP product. This has now been corrected, and the correct tick size is as follows.
Bid up to: 0.10 – 10.00: 0.10 index points 10.25 – 25.00: 0.25 index points 25.5+: 0.50 index points
Initially , for the section "10.25 - 25.00" , the Tick size at TT was 0.20 index points .

(Ref 168208)

07/15/2024

07/17/2024

08/13/2024

Improvements

Strategy Creation

Based on exchange changes, we have updated the definition for creating Euronext Strip strategies for futures contracts. Euronext strips are supported on a collection of two (2) to thirty-two (32) futures contracts with consecutive delivery months. All legs must be buys and have the same ratio of one (1) per leg.

(Ref 168158)