BVMF Gateway

7.17.5.11

Released: Oct 09, 2013 File Size: 0
Package Contents:
No notes available.

Important Notes

Only for TTNET MB Environment.

Prior to the upgrade to Gateways version 7.17.5, customers must ensure all client applications are upgraded to the following minimum versions:
  • TT User Setup 7.17.0
  • X_TRADER 7.17.0
  • X_RISK 7.17.0
  • FIX Adapter 7.17.0
  • TTAPI 7.17.0
  • X_TRADER API 7.17.0
  • Algo SE 7.17.0x
  • Synthetic SE 7.17.0x
  • Autospreader SE 7.17.0

Why Should I Upgrade?

7.17.5 gateway supports trading for BVM&FBOVESPA equity products.

System Requirements

7.17.5 gateway supports trading for BVM&FBOVESPA equity products.

Installation Notes

Upgrades from BVMF Gateways version 7.14.x or prior are not supported. Customers must first upgrade to a BVMF Gateway 7.15.x or 7.16.x before upgrading to 7.17.

MulticastGroups.cfg file has been modified to include the Multicast channels for the equities support. To enable equities trading, the following configuration must be applied to the Hostinfo.cfg file.
  • Navigate to the [PriceServer] section in the Hostinfo.cfg file. Add the following channels
    • MulticastGroup=BVMF_MINING_STEEL_METALLURGY_EQUITIES
      MulticastGroup=BVMF_MINING_STEEL_METALLURGY_OPTIONS
      MulticastGroup=BVMF_OIL_BIOFUELS_EQUITIES
      MulticastGroup=BVMF_OIL_BIOFUELS_OPTIONS
      MulticastGroup=BVMF_FINANCIALS_EQUITIES
      MulticastGroup=BVMF_FINANCIALS_OPTIONS
      MulticastGroup=BVMF_INDUSTRIAL_EQUITIES
      MulticastGroup=BVMF_INDUSTRIAL_OPTIONS
      MulticastGroup=BVMF_OTC
      MulticastGroup=BVMF_IBOVESPA_OPTIONS
    • Contact your TAM for the latest multicastgroups.cfg file after upgrade or new install.
To enable STOCK product type, customers must update the Product Types GAL setting. To do so, use the AConfig Utility to set parameter as follow:
AConfig.Core.Server.Exchange-Specific.[EXCHANGE_FLAVOR].GAL.Product-Types = 34359738430.

To enable TCP retransmission requests on the Price Server. Customer must request a new Replay ID from the exchange, and add it to the following parameter under the [PriceServer] section of Hostinfo.cfg file.
EquitiesReplayID= Additionally, remove the following section from Hostinfo.cfg file:
BVMF_EQUITY_INDEX_OPTIONS

Enhancements

  1. Price Server
    1. BVMF Gateway now supports trading Stocks and Stock Options products. (Ref 219010)

    2. Forwards are marked as non-tradable (Ref 221406)

Fixes

 

Known Issues

  1. Fill Server
    1. The Fill Server might display manual fills from previous sessions if it does not process any fills over the course of the number of days configured by the "Trim-File-Interval" parameter in the AConfig Utility. (Ref 128329)

  2. Order Server
    1. An issue exists where a Future leg on a spread contract is tagged as 'Calendar' in the 'Contract' column. (Ref 198718)

    2. ABR is not calculated correctly on Equity strategies on BVMF 7.17.5 with TTUS 7.4.12 (Ref 221530)

  3. Price Server
    1. The BVMF market states Pre-Close and Close both appear as CLSD (Closed) in X_TRADER. However, Pre-Close market data updates from the exchange are processed and displayed correctly for these contracts, and all order actions (enter, modify, cancel) allowed by the Exchange during this phase are supported by the BVMF Gateway. Please refer to the BVMF Gateway System Administration Manual for more details. (Ref 164420)

    2. Contract state might be displayed incorrectly as "Auction", when the contract is in the "Open" state. (Ref 214870)

    3. Price Server can crash due to excessive memory allocation during snapshot updates processing. (Ref 215486)

    4. The settlement prices are rounded to the nearest tick. (Ref 217877)

    5. Some spread contracts are listed backwards. (Ref 218035)