BrokerTec Gateway

7.17.65.1

Released: Jan 13, 2015 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

Added support for the 5, 10 and 30 year Canadian bond products.

BrokerTec Gateway 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.

System Requirements

Added support for the 5, 10 and 30 year Canadian bond products.

BrokerTec Gateway 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.

Installation Notes

Enhancements

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

Fixes

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

  1. Price Server
    1. Gateway will now process the 5, 10 and 30 year Canadian bond products. The Canadian bond products will be displayed as CAD2Y, CAD5Y, CAD10Y and CAD30Y in X_TRADER. (Ref 229820)

Known Issues

  1. Orders
    1. Algo SE submits stop orders on BTec gateway even though it is not natively supported. (Ref 221060)

    2. Changing the Time In Force (TIF) of a working order is not supported by the gateway. (Ref 229900)

  2. Price Server
    1. The Price Server might crash during shutdown. (Ref 125346)

    2. An issue exists where price updates might be missing for products containing a product name longer than 16 characters. Currently, this affects certain Canadian Treasury products. (Ref 138002)

    3. The Price Server might crash on shutdown if started from the Windows Service Control Manager window. (Ref 150542)

    4. Total Traded Quantity (TTQ) is incorrect if the Price Server is restarted in the middle of the trading day. (Ref 151751)

    5. The contract status is incorrectly displayed as "Open" when it is in "Suspended" state. (Ref 151763)

    6. 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)

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