TT has recently made the following enhancements to the TT Premium Order Types. These changes are now available in the UAT environment and will be added to the production environment at a future date.
The new TT Splicer Order type extends support of TT Premium Order Types to include synthetic multileg instruments created via Autospreader with a new TT Splicer pricing formula.
Note TT Splicer is currently available in the UAT environment.
TT Splicer supports substrategies which apply existing Premium Order Type logic for a selected substrategy to the synthetic spread instrument.
Supported substrategies include TT Brisk, TT Close, TT TWAP+, and TT VWAP+.
TT Splicer instruments are created via the Autospreader widget using the “TT Splicer” formula.