NASDAQ OMX EU Gateway

7.17.65.5

Released: Jan 07, 2015 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

NASDAQ OM EUX Gateway 7.17.65 - together with TT User Setup 7.17.40 - provides support for enhanced price reasonability checks. For further details refer to the TT User Setup Help Library.

System Requirements

NASDAQ OM EUX Gateway 7.17.65 - together with TT User Setup 7.17.40 - provides support for enhanced price reasonability checks. For further details refer to the TT User Setup Help Library.

Installation Notes

Enhancements

  1. Configuration
    1. Price Server receive buffer default size has been increased to 16MB. (Ref 230167)
       
  2. Logging
    1. Position reserve orders are flagged in audit log. (Ref 229193)
       
  3. 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. Audit files are not generated if there is no order activity in the current session. (Ref 229066)
       
    2. Stop Limit orders are rejected. (Ref 229615)
       
  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)