CME Gateway

Released: Oct 11, 2013 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

This release is to address the missing UDS security request id in the audit file. For more information, please refer to NI106-13

System Requirements

This release is to address the missing UDS security request id in the audit file. For more information, please refer to NI106-13

Installation Notes



  1. Logging
    1. Missing security request FIX tags for user defined spreads are added to the audit file. (Ref 223247)



Known Issues

  1. General
    1. Expired User Defined Strategy (UDS) contracts are not automatically removed from the X_TRADER® Market Explorer and are available for trading. As a result, any submitted orders for the expired contracts are rejected, because the contracts do not exist at the exchange. (Ref 98844)

  2. 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. Deleting bof.tbl files on the gateway can cause FIX Adapter to miss fills. (Ref 135760)

    3. The Fill Server can log :"Fill confirmation record has a sequence number (xxx) which is not valid to the internal cache. Retrieve of record failed." There are no known issues to the TT system with regards to this message, other than the logging. (Ref 201904)

  3. Installation
    1. In rare circumstances when TT Chron is running and all gateway servers are stopped manually via Services, clicking the Start Gateway desktop icon does not start all the gateway servers. In such cases, clicking the Start Gateway desktop icon a second time starts the servers. An alternative is to start the servers manually. (Ref 117357)

  4. Order Server
    1. Cabinet trades are sent to the exchange for contracts for which they are not supported. (Ref 145293)

    2. Summary fills in Fill window retain the 'Partial' flag after the remaining quantity is deleted. (Ref 212406)

    3. The Order Server can crash if there is an exchange network disconnect. (Ref 213465)

    4. Race condition when receiving session rejects caused by exceeding exchange throttle limits on two sessions at the same time causes the Order Server to restart. (Ref 214208)

    5. Order Server may not shut down when shutdown is requested via services. (Ref 221731)

  5. Pre-Trade Risk
    1. Account-based positions are not reset at the fills session rollover if the Order Server is running during the rollover and AutoSOD is set to false. (Ref 221856)

  6. Price Server
    1. The tick size for User Defined Strategies (UDS) might be too small, which allows a trader to enter off-tick orders that are rejected by the exchange. All of the appropriate values are available (for example, if a contract is listed in increments of 5, it displays in increments of 1). (Ref 100434)

    2. After a Price Server restart, sometimes the TT Quantity at Price (TTQAP) data is reset instead of accumulated from the previous shutdown. (Ref 106023)

    3. In rare cases, specifically for SPO, CZM, CZS, CZC, CZW and MC6 calendar options, the gateway cannot distinguish between different options contracts of a product. This manifests itself as missing options contracts for the affected products. It also affects FIX Adapter, where contract definitions change between restarts. Because these contracts are not handled properly by the gateway, customers are advised not to trade them. (Ref 152503)

    4. The gateway does not properly classify the strategy type of 'DG' as a Diagonal. By default, such strategies are classified as Generic. (Ref 195620)

    5. If the Price Server receives a corrupt packet that includes an erroneously high sequence number, the server stops processing other new packets until that new sequence number is reached, which can result in a long period of frozen prices and require a Price Server restart. (Ref 199848)

    6. The Price Server indicator turns red in Guardian during a dump status request. (Ref 200848)

    7. Settlement prices are displayed off-tick when a restart occurs prior to the official rounded settlement. (Ref 200904)

    8. Info messages in the Audit Trail are truncated to 32 characters. (Ref 212153)

    9. The Price Server cannot differentiate option products with strike prices of -2, 0 and 2. So only one of the three will show up depending on the order the security definitions received at startup from the exchange, and prices for all three will most likely all get sent to the same contract so the prices will be wrong. (Ref 213428)

    10. The Price Server does not send create RFQ message when the RFQ is created by a third party solution. (Ref 214485)

    11. A single instance of missing price updates on an option strategy. (Ref 220098)

    12. The Price Server is rounding strategy future leg delta incorrectly. (Ref 222733)

    13. Products associated with Variable Tick Table 12 do not adjust to half-point ticking appropriately. These products always tick in quarters, which results in the display of untradeable prices in certain price ranges. Variable Tick Table 12 is most notably associated with certain months of the Eurodollar Option contracts. (Ref 86075)