Algo Strategy Engine

7.17.3.0 (win64)

Released: Nov 08, 2013 File Size: 0
Package Contents:
No notes available.

Important Notes


The Stopwatch Block has been re-designed for greater flexibility and efficiency. If a strategy contains a previous version of the Stopwatch Block, TT strongly recommends replacing it with a newer version of the block provided in X_TRADER® 7.17 (or higher). Please refer to Updating the ADL Stopwatch Block for important details.

Algo SE 7.17 has been enhanced to support the ability to select Broker (in MultiBroker mode), Customer Default, and Order Gateway for each Instrument Block present in an algo. If you log into multiple flavors of a Gateway, you will need to specify the Gateway of your choice for some Instrument Blocks on your algo templates and re-save them.

Why Should I Upgrade?


The TT Algo Strategy Engine (Algo SE) 7.17.3 contains a critical fix for the ADL 'Flip Side for Sell Orders' functionality where the block does not perform as expected. It also contains the enhancements listed below. TT strongly encourages all customers to upgrade to this new version.

Major enhancements that are present in Algo SE 7.17.3 include:

  • MultiBroker Support
  • Enhanced Stopwatch Block
  • Enhanced Autospreader® SE Order Block (for Autospreader® Sniper order support)
  • Enhanced/simplified Algo Definition sharing
  • Order routing selection for each Instrument Block in an algo
  • System Requirements


    The TT Algo Strategy Engine (Algo SE) 7.17.3 contains a critical fix for the ADL 'Flip Side for Sell Orders' functionality where the block does not perform as expected. It also contains the enhancements listed below. TT strongly encourages all customers to upgrade to this new version.

    Major enhancements that are present in Algo SE 7.17.3 include:

  • MultiBroker Support
  • Enhanced Stopwatch Block
  • Enhanced Autospreader® SE Order Block (for Autospreader® Sniper order support)
  • Enhanced/simplified Algo Definition sharing
  • Order routing selection for each Instrument Block in an algo
  • Installation Notes


    TT requires all customer sites to complete a pre-installation impact analysis and network optimization before Algo SE is installed. TT Technical Account Managers (TAMs) will be responsible for installing and configuring Algo SE, as it will not be available for download on the Customer Portal.

    Configuration Changes
    Dynamic connections are enabled by default. Before upgrading, please contact your TT Technical Account Managers for assistance in assessing your environment.

    Enhancements

    Fixes

    1. ADL
      1. Fixed an issue where 'Flip Side for Sell Orders' functionality is incorrectly ignored. (Ref 224367)

    2. Strategy Controller
      1. Fixed an issue where exported values in the Parent Order book and Algo Dashboard are cleared out when an algo pauses or fails. (Ref 224361)

    Known Issues

    1. General
      1. Due to timing issues, an algo can occasionally pause unexpectedly when the "Avoid orders that cross" option is enabled with the "Cancel resting" option. For example, suppose that an Algo X attempts to place a child order that crosses another child order of Algo Y. The AOTC check will be triggered, and a delete request will be issued for the resting child order of Algo Y. At this exact moment, if Algo Y happens to submit another delete request for its child order, that delete request will be considered redundant and rejected. As a result, Algo Y will pause. (Ref 201237)

    2. ADL
      1. In MultiBroker mode, when running an algorithm from the ADL Designer Canvas in TT SIM mode, Broker selection may be incorrect. Note that the Broker is determined by using the "Customer" drop-down menu located at the upper portion of the ADL Designer Canvas. (Ref 211612)