ICE Gateway

7.17.63.5

Released: Nov 14, 2014 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

This release supports trading of the Liffe Equity derivative products.

System Requirements

This release supports trading of the Liffe Equity derivative products.

Installation Notes

Customers should verify that the following IDs are added to the MarketTypeIds and OptionsMarketTypeIds parameters in the ICE UK Gateway hostinfo.cfg file:
211,212,213,214,215

Enhancements

  1. Price Server
    1. Contract names of all Liffe Equity derivatives will now be correctly processed by the gateway. (Ref 229567)

Fixes

  1. Price Server
    1. Alias field in guardian product table will be populated with the 'Cleared Alias' data received in the exchange product download. (Ref 229909)

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. 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)

    5. Some user defined strategies are not categorized correctly by the Price Server. (Ref 218346)

    6. The Price Server calculates Time and Sales, it may occasionally set the wrong side as the aggressor. (Ref 221156)

    7. Alias field in guardian product table is not updated when exchange updates the Cleared Alias field in product download. (Ref 229931)

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