CFE Gateway

7.17.4.0

Released: Nov 01, 2013 File Size: 70475552
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

To support extended trading hours, 7.17.4 fixes a critical issue that causes order to be removed prior to the next trading session. More information can be found in CA057-13

System Requirements

To support extended trading hours, 7.17.4 fixes a critical issue that causes order to be removed prior to the next trading session. More information can be found in CA057-13

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. To enable weekly FIX session reset, customers must add the below setting in the hostinfo.cfg file under each order session.
      IsWeeklySessionReset=True (Ref 224303)

Fixes

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. 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. 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)

  3. Pre-Trade Risk
    1. 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. RFQ
    1. Order Server crashes when an RFQ message is received. (Ref 223099)