Eris_GovEx Gateway

7.17.65.0

Released: Dec 05, 2014 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

This release resolves issues reported in production environment.

System Requirements

This release resolves issues reported in production environment.

Installation Notes

Eris contracts will now be displayed with the effective date of the swap future instead of the maturity date. Fix Adapter tag 200 data will change as part of this enhancement. Customers should rebuild RTD links and ADL algos to pick up the new contract name.

ttchron.ini master file has been updated to account for the changes in the exchange regular trading hours. Customers upgrading to this version should manually update the Price Server start time to 5:30 and the Order Server and Fill Server start time to 5:35 in the local ttchron.ini file.

Enhancements

  1. Logging
    1. Position reserve orders are flagged in audit log. (Ref 229193)

  2. Price Server
    1. Eris contracts will now be displayed with the swap future's effective date instead of the maturity date. (Ref 229713)

  3. TTChron
    1. Gateway server start time in in ttchron.ini file has been updated to support the change in the exchange regular trading hours. (Ref 230114)

Fixes

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

  1. Price Server
    1. Eris product roll will now be correctly handled by the gateway. (Ref 229511)

Known Issues

  1. Exchange
    1. An exchange side issue exists where the working orders queried from the exchange can have an incorrect price. TT recommends that customers configure all their FIX order IDs as 'Cancel Order on Disconnect', until the exchange resolves this issue. (Ref 217087)

  2. Order Server
    1. Partially filled spread orders cannot be placed on hold. Any such attempt will result in the un-filled quantities being deleted from the exchange and removed from TT system. (Ref 217135)