TT SIM™
7.17.38.1
Important Notes
Why Should I Upgrade?
TT SIM 7.17.38 includes an enhanced Time Pro Rata Matching Algorithm primarily used in NYSE_Liffe Three Month Sterling (Short Sterling) and Three Month Euro Swiss Franc (Euroswiss) Interest Rate futures contracts. Please see LON3714 on NYSE_Liffe Notices Bulletin for details of the implemented algorithm. TT strongly encourages all customers to upgrade to this new version.
System Requirements
TT SIM 7.17.38 includes an enhanced Time Pro Rata Matching Algorithm primarily used in NYSE_Liffe Three Month Sterling (Short Sterling) and Three Month Euro Swiss Franc (Euroswiss) Interest Rate futures contracts. Please see LON3714 on NYSE_Liffe Notices Bulletin for details of the implemented algorithm. TT strongly encourages all customers to upgrade to this new version.
Installation Notes
TT SIM 7.17.38 requires:
X_TRADER 7.17.0 or higher
Guardian 7.17.0 or higher
Enhancements
- Matching Funtionality
- Enhanced matching algorithm for NYSE_Liffe for Three Month Sterling (Short Sterling) and Three Month Euro Swiss Franc (Euroswiss) Interest Rate futures contracts. Please see LON3714 on NYSE_Liffe Notices Bulletin (https://globalderivatives.nyx.com/stirs/nyse-liffe/notices) for details of the algorithm. (Ref 228245)