CFE Gateway

7.16.9.3

Released: Nov 01, 2013 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

To support extended trading hours, the repackaged 7.16.9 fixes a critical issue that causes order to be removed prior to the next trading session. More information can be found in CA057-13 Additional details about the 7.16.9 gateway can be found in PRN042-13

System Requirements

To support extended trading hours, the repackaged 7.16.9 fixes a critical issue that causes order to be removed prior to the next trading session. More information can be found in CA057-13 Additional details about the 7.16.9 gateway can be found in PRN042-13

Installation Notes

To enable weekly FIX session reset, customers must make the following changes in the ttchron.ini and hostinfo.cfg files

ttchron.ini modifications

Navigate to <drive> letter:\tt\config.
Open the ttchron.ini file.
Modify the Price Server, Order Server, Fill Server and Price Proxy (if applicable) sections as shown below.
Restart TT Chron.

[win32-svc-<EXCHANGE_FLAVOR>PriceServer]
schedule=M@01:00-15:21;MTWR@15:23-15:21
holidays=holidays-US1
tags=<EXCHANGE_FLAVOR>

[win32-svc-<EXCHANGE_FLAVOR>OrderServer]
run_days=12345
start_time=00:15
end_time=23:45
days_in_cycle=1
holidays=holidays-US1
tags=<EXCHANGE_FLAVOR>

[win32-svc-<EXCHANGE_FLAVOR>FillServer]
run_days=12345
start_time=00:15
end_time=23:45
days_in_cycle=1
holidays=holidays-US1
tags=<EXCHANGE_FLAVOR>

Note: Only edit the the following section if Price Proxy is running on the CFE Gateway
[win32-svc-<EXCHANGE_FLAVOR>PriceProxy]
schedule=M@01:00-15:21;MTWR@15:23-15:21

Hostinfo.cfg modifications

Navigate to <drive letter>:\tt\config.
Open the hostinfo.cfg file.
Add this parameter to the [OrderServerSession_#] section:

IsWeeklySessionReset=True

Enhancements

  1. Order Server
    1. Added an order status flag to distinguish exchange order expirations from the user-initiated cancellations. (Ref 215810)

Fixes

  1. Order
    1. All fills that occur while the Order Server is not connected to the exchange are now correctly reflected in positions. (Ref 216351)

    2. The Order Server no longer crashes when a change action is performed on an order. The issue only happens if TT User Setup 7.4.7(or prior) is used.
      The issue was introduced in 7.16.8 version of the gateway. Previous gateway releases(prior to 7.16.8) do not crash when the change action is performed. (Ref 216885)

Known Issues

  1. 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)

  2. Order Server
    1. If the Order Server is left running for 24 hours, users will not be able to place any new orders.

      Note: By default, TT Chron will restart the Order Server daily. (Ref 200665)

    2. The Order Server does not support the variance future price and quantity which is calculated by the exchange. Currently, the Order Server only shows the variance points and quantity as entered by the user. (Ref 213291)

    3. Order Server no longer crashes due to deletion of the account groups in TT User Setup. (Ref 217954)

    4. The Order Server no longer crashes intraday. (Ref 219654)

    5. Account based SOD records generated when GTC orders placed on older versions of the gateways (7.16.7 or below) fills, will now contain a valid risk account. (Ref 220133)

    6. If two or more CFE gateways started exactly at the same time then the order numbers generated on both gateways can collide resulting in order rejection from the exchange. A workaround for this issue is to change the gateway start up time. (Ref 221801)

    7. TT User Setup Operator ID is not recorded in the audit file for fills records. (Ref 222830)

  3. Pre-Trade Risk
    1. Start of Day records(SOD) are not calculated correctly for Energy products that trade in lots. (Ref 220174)

    2. 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)

  4. Price Server
    1. PS crashes when multiple streams attempt to update the price table map at the same time. (Ref 218631)

    2. The Price Server now publishes correct settlement prices. (Ref 220922)

    3. Intra-day settlement prices will now be correctly processed by the gateway. (Ref 221464)

    4. Bid and ask prices are not aggregated at the indicative price during auction markets. (Ref 223477)

  5. RFQ
    1. Order Server crashes when an RFQ message is received. (Ref 223099)