ICE Gateway

7.17.65.2

Released: Jan 21, 2015 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

Includes fixes for issues reported in production environment. ICE 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

Includes fixes for issues reported in production environment. ICE 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)

  2. Order Server
    1. The modifier column in X_TRADERĀ® Order Window will display the trade type for wholesale orders. (Ref 229588)

    2. A new configuration parameter, CrossExecInst has been implemented at the member level in the order server section of the hostinfo.cfg file. This parameter can be used to specify the publishing mode for wholesale(OTC) trades. 'PNC' and 'DP' are the allowed values for this parameter, which will be set in the ICE Cross (wholesale) message send to the exchange. (Ref 230171)

  3. Price Server
    1. Updated the ICE product groups. TT User Setup 7.17.41 is needed to take advantage of the new product groupings. (Ref 229464)

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

  2. Price Server
    1. Resolved an issue where duplicate contracts were listed under the same product code. (Ref 229767)

Known Issues

  1. General
    1. Adding a space to the beginning of the section name, such as [ OrderServer], can cause the following sections of the hostinfo.cfg file to function incorrectly; [OrderServer], [OrderSession#], and [SpreadRatios]. (Ref 128858)

  2. Market Window
    1. A valid session high or session low price of '0' for future or energy products incorrectly displays as blank in X_TRADER. (Ref 211953)

  3. Order Server
    1. Limit orders that are restated in FIX Adapter are missing a limit price. (Ref 143127)

    2. Resetting the FIX session triggers a resend request to the exchange, which increases the time the Order Server takes to become ready for trading (a green indicator). All orders and fills will be correct and the Order Server will function correctly. (Ref 198329)

    3. In an order book sharing scenario, if the originator of the order enters a hold order and if another trader tries to modify that hold order after the originator of the hold order is logged out, then the hold order gets rejected by the exchange when it is resubmitted. (Ref 210095)

    4. The ICE exchange has suggested that their recommended 15 second window for subsequent login may not be sufficient for some market conditions and for some customers. Customers experiencing login failures should add "ReconnectInterval=20" in the [server_settings] section of hostinfo.cfg file to extend the time between login attempts. (Ref 213694)

  4. Price Server
    1. Point values for certain futures and energy products are incorrectly populated following a clean install. To correct the values, the Guardian product table must be initially populated by running the Price Server, then manually updated with the correct point values found in the Exchange Product Database. (Ref 109107)

    2. The Price Server does not publish high and low prices for Trade at Settlement (TAS) contracts that are traded at "0" price. (Ref 165107)

    3. Following a network disconnect, the Price Server can run out of memory and crash. (Ref 203446)

    4. Some user defined strategies are not categorized correctly by the Price Server. (Ref 218346)

    5. The Price Server calculates Time and Sales, it may occasionally set the wrong side as the aggressor. (Ref 221156)

  5. Tools
    1. The ICE listener tool is not decoding ICE multicast messages correctly. (Ref 212477)