CFE Gateway

7.17.45.3

Released: Jun 11, 2014 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

CFE Gateway 7.17.45 will support Extended Trading Hours for VIX futures.

System Requirements

CFE Gateway 7.17.45 will support Extended Trading Hours for VIX futures.

Installation Notes

The ttchron.ini_master file has been updated to reflect extended trading hours for VIX Futures. Customers must copy this file to the local ttchron.ini file over the weekend of June 22 to pick up the new schedule. After the update verify the schedule is updated correctly:

OrderServer
schedule=S@16:50-15:20;MTWR@15:25-15:20
FillServer
schedule=S@16:50-15:20;MTWR@15:25-15:20
PriceServer
schedule=S@16:40-15:20;MTWR@15:23-15:20

Enhancements

    1. Extended Trading hours are now supported for VIX futures (Ref 228616)

    2. Updated TTChron settings to reflect nearly 24 hours a day, five days a week trading schedule for VIX. The trading week will begin on Sunday at 5:00p.m. CST and end on Friday at 3:15 p.m. CST. CFE will be closed for trading Monday through Thursday for 15 minutes between 3:15 p.m. CST and 3:30 p.m. CST. (Ref 228621)

Fixes

  1. Order Server
    1. Held orders can be changed or deleted when the exchange is not available. Previously, synthetic held orders could not be managed when there was no connection established with the exchange. (Ref 164437)

Known Issues