BVMF Gateway

Released: Oct 14, 2014 File Size: 0
Package Contents:
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Important Notes

Why Should I Upgrade?

BVMF Gateway 7.17.60 resolves an issue where Stop Limit orders are rejected.

System Requirements

BVMF Gateway 7.17.60 resolves an issue where Stop Limit orders are rejected.

Installation Notes



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

    2. Fixed an issue where CME ClientOrderNumber column was converted incorrectly when '/format cme' option was used to generate Audit Files. (Ref 229531)

  1. Order Server
    1. Stop Limit orders are sent to the exchange correctly now. Previous version of the gateway had an issue where Stop Limit orders were rejected. (Ref 229615)

Known Issues

  1. Order Server
    1. An issue exists where a Future leg on a spread contract is tagged as 'Calendar' in the 'Contract' column. (Ref 198718)

    2. Account Based Risk is not supported for Equity strategies when TT User Setup 7.4.12 is used to configure the risk parameters. TT User Setup 7.17.10 and higher is required. (Ref 221530)

  2. Price Server
    1. The BVMF market states Pre-Close and Close both appear as CLSD (Closed) in X_TRADER. However, Pre-Close market data updates from the exchange are processed and displayed correctly for these contracts, and all order actions (enter, modify, cancel) allowed by the Exchange during this phase are supported by the BVMF Gateway. Please refer to the BVMF Gateway System Administration Manual for more details. (Ref 164420)

    2. The Price Server cannot differentiate option products with strike prices of -2, 0 and 2, resulting in incorrect prices for these strike prices. The issue shows up only when the exchange sends the security definition out of order. (Ref 213428)

    3. Contract state might be displayed incorrectly as "Auction", when the contract is in the "Open" state. (Ref 214870)

    4. The settlement prices are rounded to the nearest tick. (Ref 217877)

    5. Some spread contracts are listed backwards. (Ref 218035)