ICE Gateway

7.17.50.12

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

Important Notes

Why Should I Upgrade?

TT Gateways 7.17.50 and higher can be deployed on Windows Server 2012. Review additional considerations about Windows Server 2012 optimizations in the Help Library.

System Requirements

TT Gateways 7.17.50 and higher can be deployed on Windows Server 2012. Review additional considerations about Windows Server 2012 optimizations in the Help Library.

Installation Notes

Before upgrading to ICE Gateway 7.17.50 or above , customers should ensure that the ICE operator ID configured in TT User Setup is in the format recommended by the exchange. Failing to do so can result in orders being rejected by the gateway. As per ICE exchange requirement, the TT User Setup operator ID (mapped to exchange tag 116) must be populated in two parts; routing trader|authorized trader (with a '|' between the two parts). Refer TT Operator ID help page for details.

Enhancements

  1. Order Server
    1. The Gateway audit convert utility can now optionally generate the audit file in the format expected by the exchange. (Ref 215510)

    2. Added support for entering Cabinet Orders. (Ref 228364)

  2. Price Server
    1. The MulticastGroup.cfg has been updated to remove the CCX Futures channel and to move the Market ID = 69 under the ICE OTC channel. (Ref 229053)

Fixes

  1. Gateway
    1. GTC stop market orders will now be accepted for allowed products through Synthetic Strategy Engine (SSE). (Ref 228648)

  2. Position Risk
    1. User accounts can now be tied to an account group while the Order Server is running. Previously, an issue was reported where the Order Server could disconnect from the exchange. (Ref 229027)

Known Issues

  1. General
    1. Adding a space to the beginning of the section name, such as [ OrderServer], can cause the following sections of the hostinfo.cfg file to function incorrectly; [OrderServer], [OrderSession#], and [SpreadRatios]. (Ref 128858)

  2. Market Window
    1. A valid session high or session low price of '0' for future or energy products incorrectly displays as blank in X_TRADER. (Ref 211953)

  3. Order Server
    1. Limit orders that are restated in FIX Adapter are missing a limit price. (Ref 143127)

    2. Resetting the FIX session triggers a resend request to the exchange, which increases the time the Order Server takes to become ready for trading (a green indicator). All orders and fills will be correct and the Order Server will function correctly. (Ref 198329)

    3. In an order book sharing scenario, if the originator of the order enters a hold order and if another trader tries to modify that hold order after the originator of the hold order is logged out, then the hold order gets rejected by the exchange when it is resubmitted. (Ref 210095)

    4. The ICE exchange has suggested that their recommended 15 second window for subsequent login may not be sufficient for some market conditions and for some customers. Customers experiencing login failures should add "ReconnectInterval=20" in the [server_settings] section of hostinfo.cfg file to extend the time between login attempts. (Ref 213694)

    5. Audit files are not generated if there is no order activity in the current session. (Ref 229066)

  4. Price Server
    1. Point values for certain futures and energy products are incorrectly populated following a clean install. To correct the values, the Guardian product table must be initially populated by running the Price Server, then manually updated with the correct point values found in the Exchange Product Database. (Ref 109107)

    2. The Price Server does not publish high and low prices for Trade at Settlement (TAS) contracts that are traded at "0" price. (Ref 165107)

    3. Following a network disconnect, the Price Server can run out of memory and crash. (Ref 203446)

    4. Some user defined strategies are not categorized correctly by the Price Server. (Ref 218346)

    5. The Price Server calculates Time and Sales, it may occasionally set the wrong side as the aggressor. (Ref 221156)

    6. Liffe volatility strategy on ICE are identified as "others". (Ref 228313)

  5. Tools
    1. The ICE listener tool is not decoding ICE multicast messages correctly. (Ref 212477)