ICE Gateway

7.17.60.10

Released: Sep 08, 2014 File Size: 0
Package Contents:
No notes available.

Important Notes

 

Why Should I Upgrade?

This release supports the LIFFE products migration to ICE platform. Also added support for placing off-exchange (Wholesale) trades.

System Requirements

This release supports the LIFFE products migration to ICE platform. Also added support for placing off-exchange (Wholesale) trades.

Installation Notes

To enable NYSE Liffe products on ICE Gateway, the following configuration must be applied to the Hostinfo.cfg file.
    Navigate to the [PriceServer] section in the Hostinfo.cfg file and make the following changes:
    1. Add the following multicast channels
      • MulticastGroup20=LiffeAgFutures
      • MulticastGroup23=LiffeEuropeSTIRSOthersFutures
      • MulticastGroup24=LiffeEuropeThreeMonthEuroEONIAFutures
      • MulticastGroup25=LiffeEuropeMediumLongTermIRFutures
      • MulticastGroup26=LiffeEuropeEquityIndicesFutures
      • MulticastGroup27=LiffeEuropeFinancialOptions
      • MulticastGroup28=LiffeEuropeIndexOptions
      • MulticastGroup29=LiffeEuropeEquityOptions
    2. Add 200,201,202,203,204,205,206,207,208,209,210 to the MarketTypeIDs and OptionsMarketTypeIds parameter.
Note: NYSE Liffe products will only be available once they migrate to the ICE exchange.

A new multicast.cfg file has been packaged with this release to support the migration.

On an upgrade, customers must manually update the Aconfig Product-Types settings to enable the Stock product type. To update this settings,
  • Launch the AconfigUtil icon from the desktop.
  • Navigate to the Aconfig.Core.Server.Exchange-Specific.[EXCHANGE_FLAVOR].GAL.Product-Types section.
  • Change the value as below:
  • AConfig.Core.Server.Exchange-Specific.[EXCHANGE_FLAVOR].GAL.Product-Types = 1073741886
Note: First time installations will contain this setting by default.

Exchange provided strategy type name is now used to display multi-leg products in TT system. This is done to ensure that the strategy type name displayed in TT system matches the exchange name.
  • Exchange listed spread contract names will now be prefixed with 'Spread'.
  • The 'longSeriesName' (Fix Adapter Tag 10455) of multi-leg products will change as part of this enhancement. FIX Adapter clients need to adjust their applications to provide and expect the new values in tag 10455 (SecurityAltID).
  • Customers should update their existing RTD links, saved order templates and TTAPI applications to ensure that the correct name is included for multi-leg contracts.

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. Added support for placing off-exchange (wholesale) trades. X_TRADER® 7.17.45 or above is required for this functionality. (Ref 229034)

    2. Added support for specifying Open/Close indicator while placing an order. (Ref 229037)

  2. Price Server
    1. Exchange 'suspended' state for contracts will be mapped to freeze(FRZ) in TT system. (Ref 229036)

    2. Added support for flexible expiries for options. (Ref 229038)

    3. The hostinfo.cfg and multicast.cfg files have been updated to include additional product groups and channels. (Ref 229428)

Fixes

    1. A 'FrmHst' (from exchange to TT application) event has been added to the TT audit file. (Ref 229286)

  1. Order Server
    1. Audit files are generated if there is no order activity in the current session. (Ref 229066)

  2. Price Server
    1. Exchange provided strategy type name is used to display multi-leg products in TT system. Exchange listed spread contract names will now be prefixed with 'Spread'. The 'longSeriesName' (Fix Adapter Tag 10455) of spread products will change as part of this change. (Ref 228311)

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)

  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)

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