CFE Gateway

7.17.60.6

Released: Oct 16, 2014 File Size: 0
Package Contents:
No notes available.

Important Notes

 

Why Should I Upgrade?

CFE Gateway 7.17.60 includes support for generating CFE specific Audit Files. CFE Gateway now generates separate files for orders and trades.
CFE Gateway 7.17.60 also supports Order Entry Operator ID for Automated Trading Systems (ATS). ATS Operator IDs are configured per user in TT User Setup 7.17.20 or higher.

System Requirements

CFE Gateway 7.17.60 includes support for generating CFE specific Audit Files. CFE Gateway now generates separate files for orders and trades.
CFE Gateway 7.17.60 also supports Order Entry Operator ID for Automated Trading Systems (ATS). ATS Operator IDs are configured per user in TT User Setup 7.17.20 or higher.

Installation Notes

On an upgrade, customers must manually update the ttchron settings to automatically generate CFE specific audit files. To update this setting,
  • Copy the following line from auditconvert section in tthron.ini_master file and add it to ttchron.ini file:
  • args=INSTALLDIR\auditfiles /Format cfe
Note:First time installations will contain this setting by default.

New CFE auditing requirements come in force on October 20, 2014. This change can be made over the weekend of October 18.

Enhancements

    1. Added support for identifying orders originating from an Automated Trading System. (Ref 229058)

    2. Audit Convert utility can now generate audit file in the format expected by CFE exchange. (Ref 229308)

    3. TTChron audit convert section now has the '/format cfe' option to automatically convert audit files to CFE specific format (Ref 229533)

Fixes

    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)

Known Issues

  1. 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)

  2. Price Server
    1. 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)