TT SIM™

7.17.39.0

Released: Jul 01, 2014 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

TT SIM 7.17.39 includes a fix for the recently-introduced Time Pro Rata Matching Algorithm used in NYSE_Liffe Three Month Sterling (Short Sterling) and Three Month Euro Swiss Franc (Euroswiss) Interest Rate futures contracts. To be specific, this version was changed to use the Priority matching algorithm in conjunction with the Time Pro Rata matching algorithm. Please see LON3714 on NYSE_Liffe Notices Bulletin for details of the matching algorithm. TT strongly encourages all customers to upgrade to this new version.

System Requirements

TT SIM 7.17.39 includes a fix for the recently-introduced Time Pro Rata Matching Algorithm used in NYSE_Liffe Three Month Sterling (Short Sterling) and Three Month Euro Swiss Franc (Euroswiss) Interest Rate futures contracts. To be specific, this version was changed to use the Priority matching algorithm in conjunction with the Time Pro Rata matching algorithm. Please see LON3714 on NYSE_Liffe Notices Bulletin for details of the matching algorithm. TT strongly encourages all customers to upgrade to this new version.

Installation Notes

TT SIM 7.17.39 requires:
  • X_TRADER 7.17.0 or higher
  • Guardian 7.17.0 or higher
  • Enhancements

    Fixes

    1. Matching Funtionality
      1. Enabled Priority matching algorithm in addition to the Time Pro Rata matching algorithm. It turns out that certain products such as Short Sterling use both algorithms in conjunction. (Ref 228929)

    Known Issues