Release Notes

October 2024 - UAT Environment

UAT Complete Production Start Production Complete Type Component Release Note

10/22/2024

Improvements

FIX Services

Added custom FIX tag 16131, RejectSource, to Cancel/Reject and Execution Report messages where 15=8 (rejected). The enum value in tag 16131 will reflect the source of the reject message printed in tag 58. For example, 16131=2 will indicate the reject source as the TT Risk server. See TT FIX documentation for a full list of enum values.

(Ref 172443)

Version: FIX_v269

10/22/2024

Improvements

FIX Services

External

(Ref 172441)

Version: FIX_v269

10/22/2024

Improvements

FIX Services

Added FIX tag 282, MDEntryOriginator, to the MarketDataSnapshot (W) message type. This field will be populated in response to (V) MD Request messages for FX instruments only, and must include 264 =1 (FULL_BOOK) and 265=0 (FULL_REFRESH).

(Ref 172439)

Version: FIX_v269

10/22/2024

Improvements

FIX Services

Tag 16612, UniqueExecID, is now included on on AE messages sent from TT to the FIX client. UniqueExecID is a TT-generated execution ID in the form of a short-form GUID, no more than 22-characters in length.

(Ref 172438)

Version: FIX_v269

Learn More

10/22/2024

Fixes

Setup App

Fixed an issue that could occur when a shared Account is deleted.

(Ref 172368)

10/22/2024

11/18/2024

Improvements

Exchanges

TT now supports Eurex market-wide Self Match Prevention (SMP) functionality, which is offered optionally and in parallel with the existing SMP Type A functionality for orders and quotes.
The current functionality in place with TT for Business Level SMP will continue to work with no changes required. Administrators may now configure Market Wide SMP, if desired, at the User level in Setup.
Market Wide SMP may be enabled at the User level in Setup by selecting the "Enable Market Wide SMP" checkbox.

(Ref 171988)

10/22/2024

Plan

FIX Services

All FIX services for the v269 release were deployed to UAT on Oct. 21, 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|https://library.tradingtechnologies.com/tt-fix/general/System_Overview.html]
Release Notes for FIX v269 and prior releases can be reviewed at any time by going to [https://library.tradingtechnologies.com/release_notes/|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/|https://www.tradingtechnologies.com/support-updates/]

(Ref 171881)

Version: FIX_v269

Learn More

10/21/2024

Improvements

Autospreader Rules

Added new shared Autospreader Rules designed to be used on products where prices are inverted such as CME BrokerTec RV Curve Spreads. The name of these rules begins with "(TT)_Inverted" and logic has been adjusted for cases where Bid Prices are higher than Ask Prices.

(Ref 172312)

10/17/2024

Fixes

MD Trader

Fixed an issue that sometimes prevented a floating MD Trader to not submit an order after opening it on an Autospreader instrument in Spread Matrix.

(Ref 172263)

10/17/2024

Fixes

RTD

Fixed issues with using TextTT in RTD for order filtering and algo export values.

(Ref 172262)

10/17/2024

Fixes

Order Entry

Fixed a decimal rounding error in the Order Ticket when seeding a covered strategy.

(Ref 172261)

10/17/2024

Fixes

Time & Sales

Fixed an issue in Time and Sales where the Market Explorer did not properly search for calendar spreads.

(Ref 172260)

10/17/2024

Fixes

Charts

Fixed an issue that prevented drag-n-drop of Stop Market orders when trading from the chart.

(Ref 172259)

10/17/2024

Fixes

Order Entry

Fixed an issue that sometimes caused the front end to miss 'isBanned' updates for NSE instruments.

(Ref 172258)

10/17/2024

Improvements

Market Grid

Market Grid product subscription logic has been enhanced for products that include daily rolling prompts, such as LME 3M instruments.

(Ref 172257)

10/17/2024

Fixes

Market Grid

Fixed an issue that sometimes caused Market Grid to not always display the correct tab name in the widget title bar.

(Ref 172255)

10/17/2024

Improvements

Orders

TT currently supports a “StageMsg” text field that displays on the parent staged order when the “StagedOrderMsg” Tag 16106 is populated via FIX on the original staged order submission. However this text only appears on the parent staged order, and does not propagate on the child orders created to work the stage order. This version of the TT front end now includes a new global checkbox preference on the "Orders" page named "Copy staged order message to child orders". Default = OFF. When enabled, the front end copies that text (if present) and populates it on the child orders created for a staged order. Note: To fully implement this feature, other back-end related components will be released soon to propagate that text through the rest of the TT system and onto the subsequent FIX drop-copy messages.

(Ref 172244)

10/17/2024

Improvements

Order Book

When multiple working algo orders are selected in the Order Book, and the selected orders are all of the same order type, you can now modify all parameters applicable to that order type in bulk. The right click menu on the selected orders now includes an "Open > Algo Dashboard" choice that launches an Algo Dashboard widget seeded with the selected algo orders. The parameters applicable to that order type will be displayed in the adjacent Algo Parameters pane, seeded with the values currently set on the orders. Parameters set to different values will seed as blank. After you adjust the parameters as desired, the selected orders will be updated in bulk by clicking the “Submit” button, with each order adjusted accordingly.

(Ref 172241)

10/17/2024

Improvements

Order Entry

We have enhanced the “Work with same order type” feature that can be applied to a collection of staged orders. This feature now maps the order parameters (order type, account, price) from each of the individual staged orders selected to the resulting child orders. Additionally, when the selected staged orders have different accounts and/or different order types, those drop-down controls will seed as "<Select>". If the user does not select an account or order type, the individual child orders will be created with the account and order type from the staged order. These behaviors apply for all native and algo order types – TT or third-party algo – used with this feature.

(Ref 172239)

10/17/2024

Improvements

Market Data

The global Preferences > General page now includes a new "Market depth levels" item that defines the number of depth levels that workspace widgets will subscribe to. The drop-down control provides selections of 5, 10, 15 and 20, along with a "<Default>" choice which means use the value set in the TT Product Database (aka PDS) for each instrument. This choice will maintain current behavior.

(Ref 172237)

10/10/2024

10/11/2024

10/25/2024

Improvements

FIX Services

In order to improve performance, Recovery service for order routing has been moved onto separate hosts from drop copy recovery, which necessitated separate ports to be allocated in the TT network. The new ports are: UAT: 11508 / 11708; Production: 11708.
Clients requesting recovery for order routing sessions must use the new ports to connect.

(Ref 171963)

Production Release: 10/11/2024

Version: v263

Learn More

10/03/2024

Improvements

Exchanges

TT has added support for the Nord Pool Intraday market. With this release TT will support market data and order entry on all XBID and local contracts listed on Nord Pool.
Please note the following: - Basket orders can be entered through FIX, but are not yet supported via TTW - Custom block instruments are not currently supported on TT - Any change to the Cancel on Disconnect setting requires a hard restart of the order connection to take effect. This is being discussed with Nord Pool as a hard restart is not desirable. - Additional work required for Algo / ASE / Aggregator to work properly for Nord Pool instruments is in progress, and expected to be in UAT in Dec 2024

(Ref 171545)

10/03/2024

10/10/2024

Plan

Options

In preparation for production release on October 14, TT has introduced support for CFE's Options on IBHY, IBIG, and VX Futures in the UAT environment.
1. Options on Corporate Bond Index Symbols: IBYO (IBHY Options), IBGO (IBIG Options) For more information: https://ir.cboe.com/news/news-details/2023/Cboe-Global-Markets-Plans-to-Expand-Corporate-Bond-Index-Offering-with-New-Options-on-Futures-and-Extended-Trading-Hours-for-IBHY-and-IBIG-Futures-06-28-2023/default.aspx
2. Weekly Options on VIX Futures (VX Options) Symbol: VX For more information: VIX Options on Futures Hub, https://www.cboe.com/VIX-OOF-pipeline-hub/
3. Complex Instruments or Strategies: Complex instruments or strategies on Options created by market participants will be available for trading. TT does not support creating strategies, only trading them.
Order Execution Notes: 4. Both Options and Strategies only support Limit orders
5. Please note the Synthetic Best Bid and Offer (SBBO) mechanism on strategies. From CFE: "The prices at which a complex instrument can be bought or sold based only on the best bids and offers on the single leg book on the Exchange is referred to as the Synthetic BBO (SBBO)." Please see https://cdn.cboe.com/resources/membership/US-Options-Complex-Book-Process.pdf Page 8.
6. Algo/ ADL: As only limit orders are allowed, all “go to market” functions for TT Order Types must use a limit order placed x ticks through the market. If a child's order is subject to the Synthetic BBO logic, it may not fill as expected by the Algo. This could lead to incomplete or failed parent orders.

(Ref 170096)

10/02/2024

10/08/2024

10/09/2024

Improvements

Exchanges

TT has released a fix to correct the Tick Size, Tick Value and Point Value for Euronext commodity instruments. With this release, TT has also added support for the new inter commodity spreads that will be launched in Production by Euronext on 14 Oct. These inter commodity spreads are as below - 1) Euronext Milling Wheat No. 2 vs CME Chicago Wheat Spread (TT Symbol - yBCS) 2) Euronext Milling Wheat No. 2 vs Euronext Corn Spread Futures Contract (TT Symbol - yBMS) 3) Euronext Milling Wheat No.2 vs CME KC HRW Wheat Spread Futures Contract (TT Symbol - yBKS)

(Ref 171534)

10/02/2024

10/21/2024

10/21/2024

Fixes

RTD

We have released a new TT Excel Add-in version 24.03. This version fixes exception errors sometimes seen in RTD workbooks.

(Ref 169349)