Algo Strategy Engine
7.17.37.3 (win64)
Important Notes
Why Should I Upgrade?
The TT Algo Strategy Engine (Algo SE) 7.17.37 includes a stability enhancement in the Autospreader® SE 7.17.37 contained within Algo SE - see Autospreader® SE 7.17.37 release notes for details. It also includes enhancements necessary to comply with Eurex Algo Labeling Requirements. TT strongly encourages all customers to upgrade to this new version.
Other major enhancements present in Algo SE 7.17.37 include:
System Requirements
The TT Algo Strategy Engine (Algo SE) 7.17.37 includes a stability enhancement in the Autospreader® SE 7.17.37 contained within Algo SE - see Autospreader® SE 7.17.37 release notes for details. It also includes enhancements necessary to comply with Eurex Algo Labeling Requirements. TT strongly encourages all customers to upgrade to this new version.
Other major enhancements present in Algo SE 7.17.37 include:
Installation Notes
TT requires all customer sites to complete a pre-installation impact analysis and network optimization before Algo SE is installed. TT Technical Account Managers (TAMs) will be responsible for installing and configuring Algo SE, as it will not be available for download on the Customer Portal.
Configuration Changes
Dynamic connections are enabled by default. Before upgrading, please contact your TT Technical Account Managers for assistance in assessing your environment.
Enhancements
Fixes
Known Issues
- General
- Due to timing issues, an algo can occasionally pause unexpectedly when the "Avoid orders that cross" option is enabled with the "Cancel resting" option. For example, suppose that an Algo X attempts to place a child order that crosses another child order of Algo Y. The AOTC check will be triggered, and a delete request will be issued for the resting child order of Algo Y. At this exact moment, if Algo Y happens to submit another delete request for its child order, that delete request will be considered redundant and rejected. As a result, Algo Y will pause. (Ref 201237)
- If the algo is using a MEFF contract, please note the following: When the MEFF contract closes, there is a brief transitional time (about 5-10 minutes) between the close and the closing auction where state of the contract is unknown. During this transitional time between the two states, MEFF will delete all child orders but the algo will continue running. The deletes for the child orders will be regarded as an external modification, and the respective Order Blocks will become dormant. Once the market state finally changes to closing auction, the algo will be paused. (Ref 224751)
- ADL
- In MultiBroker mode, when running an algorithm from the ADL Designer Canvas in TT SIM mode, Broker selection may be incorrect. Note that the Broker is determined by using the "Customer" drop-down menu located at the upper portion of the ADL Designer Canvas. (Ref 211612)