CFE Gateway

7.17.65.5

Released: Jan 05, 2015 File Size: 0
Package Contents:
No notes available.

Important Notes

Customers must be on X_TRADER® 7.17.50 (or higher) before upgrading to CFE Gateway 7.17.65 to view correct net change values for all contracts that CFE provides settlement prices of 4 decimal places.

Why Should I Upgrade?

CFEGateway 7.17.65 together with TT User Setup 7.17.40 provide support for enhanced price reasonability checks. For further details refer to the Help Library.

CFE Gateway 7.17.65 also supports settlement prices up to four decimal places.

System Requirements

CFEGateway 7.17.65 together with TT User Setup 7.17.40 provide support for enhanced price reasonability checks. For further details refer to the Help Library.

CFE Gateway 7.17.65 also supports settlement prices up to four decimal places.

Installation Notes

 

Enhancements

    1. Settlement prices up to four decimal places are now supported by the gateway and will be displayed in X_TADER Market Grid Window. P&L will still be rounded to two decimal places in X_TRADER. (Ref 230090)

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

  2. Risk Limits
    1. Enhanced price reasonability to perform checks during pre-open and other non-matching states. TT User Setup 7.17.40 is required to configure the price range setting. (Ref 229575)

    2. Enhanced price reasonability checks to reject orders when there is no market data. This setting is configurable in TT User Setup 7.17.40 and higher. (Ref 229576)

Fixes

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

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)

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