Algo Strategy Engine

7.3.13.0 (win64)

Released: Oct 31, 2013 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?


The TT Algo Strategy Engine (Algo SE) 7.3.13 fixes an issue where Implied prices and depth were not used for quoting and hedge calculations on Autospreader® SE. TT strongly encourages all customers to upgrade to this new version.

System Requirements


The TT Algo Strategy Engine (Algo SE) 7.3.13 fixes an issue where Implied prices and depth were not used for quoting and hedge calculations on Autospreader® SE. TT strongly encourages all customers to upgrade to this new version.

Installation Notes


TT requires all customer sites to complete a pre-installation impact analysis and network optimization before installing Algo SE. TT Technical Account Managers (TAMs) are responsible for installing and configuring Algo SE, as it cannot be downloaded on the Customer Portal.

Enhancements

Fixes

  1. Autospreader
    1. Fixed an issue where Implied prices and depth were not used for quoting and hedge calculations on Autospreader® SE. (Ref 223848, 223985)

Known Issues

  1. General
    1. Due to timing issues, an algo can occassionally 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)