Eurex Gateway

7.16.20.2

Released: Nov 12, 2013 File Size: 0
Package Contents:
No notes available.

Important Notes

All customers will need to upgrade to the new version of the gateway(Eurex 7.17.20 or Eurex 7.16.20) prior to the start of trading on 25 November. Prior versions of TT's Eurex Gateways will not be able to operate in the upgraded exchange environment.

Why Should I Upgrade?

Eurex Gateway 7.16.20 adds support for Eurex T7 2.0 API release.

System Requirements

Eurex Gateway 7.16.20 adds support for Eurex T7 2.0 API release.

Installation Notes

Customers trading EEX products should not upgrade to the new version of the gateway (Eurex 7.17.20 or Eurex 7.16.20) until the weekend prior to trading on 25 November. After installation, customers must apply the following updated template files posted below.  
  • EMDIFastTemplates-1.1.xml
  • EMDSFastTemplates-1.1.xml
  • ExtMkDatServ_FAST-1.1.xml
  • RDDFastTemplates-1.1.xml

Enhancements

  1. Price Server
    1. Added support for Eurex T7 version 2.0 API handling. (Ref 224006)

Fixes

 

Known Issues

  1. Audit Trail
    1. Time in force is now logged in the audit file for iceberg order type. (Ref 223499)

  2. Fill Server
    1. The Fill Server might display manual fills from previous sessions if it does not process any fills over the course of the number of days configured by the "Trim-File-Interval" parameter in the AConfig Utility. (Ref 128329)

    2. Deleting bof.tbl files on the gateway can cause FIX Adapter to miss fills. (Ref 135760)

    3. The Fill Server can log :"Fill confirmation record has a sequence number (xxx) which is not valid to the internal cache. Retrieve of record failed." There are no known issues to the TT system with regards to this message, other than the logging. (Ref 201904)

  3. Logging
    1. In multibroker mode, user defined spread creation message are sometimes recorded in multiple broker audit file on the same gateway. (Ref 225139)

  4. Login
    1. Priming of TTORD is no longer required. (Ref 224222)

  5. Order Router
    1. ETS Router can crash while processing order update actions. (Ref 219572)

    2. OTC order becomes stale if the counterparty field is updated on this order. (Ref 220853)

    3. TTORD proxy traders cannot obtain both sides of a trade - Buy and Sell - into the order book after perfoming an Inquire action. (Ref 223053)

    4. TTORD proxy traders cannot inquire on the Vola OTC trades correctly. (Ref 223089)

    5. Only on Eurex 7.17.0: Orders for EEX products sent through the FIX Adapter cannnot be modified if using X_TRADER® 7.12.8 and lower. (Ref 223237)

  6. Order Server
    1. OTC orders are not deleted after clicking the Del Srs button on the X_TRADER® Market Grid. (Ref 127169)

    2. Direct Trader is not notified via an Audit Trail message when an associated TTORD Trader creates a strategy. (Ref 162111)

    3. OTC Router can crash if stopped manually. (Ref 211586)

    4. In ETI-only configuration, the Order Server prematurely displays in Guardian as fully initialized, even if there are no ETI sessions connected to the exchange. (Ref 215205)

    5. Non-persistent orders are deleted instead of being placed on hold after the volatility interrupt or disconnect from the exchange. (Ref 215238)

    6. On session disconnect lean orders get removed from the book instead of being placed on hold. (Ref 216243)

    7. Incomplete persistent orders are not displayed in the TTADM order book. (Ref 218025)

    8. Log files can grow to a significant size if the gateway is misconfigured. (Ref 218444)

    9. Some GTC orders could remain stale after the disconnects.The issues was observed after multiple machine gun orders were sent to the exchange automatically from the Synthetic SE. (Ref 218726)

    10. FIX Adapter can report stale orders after in the unlikely event of ETS session disconnection from the exchange. (Ref 218850)

    11. An order can become stale if it was put on hold and resubmitted multiple times. (Ref 220365)

    12. After a session disconnect, some fills for the lean orders can be missing. (Ref 221509)

    13. Prices for OTC Block orders are not displayed correctly. (Ref 221524)

    14. GTD orders for strategy contracts will become stale on the next day, if the orders are not deleted manually at the end of the trading session. (Ref 222322)

    15. GTC spread orders can get deleted from the TT order book, but still remain working at the exchange side. (Ref 222479)

    16. Strategy GTD orders that become stale after the strategy contracts expire cannot be deleted using Admin delete. (Ref 222511)

    17. The Order Server incorrectly logs "Trader (id:XXXX) already logged in on Ses.XXXX" messages in the log file. The trader in fact may not be logged in yet. (Ref 222678)

    18. TT User Setup Operator ID is not recorded in the audit file for fills records. (Ref 222830)

    19. Sell side order in the TTORD book becomes stale if an exchange trader approves the trade after inquiring the order through the Inquire button in the Order Book window. As a workaround, traders can use the Inquire Block and Vola order dialog. (Ref 223083)

    20. Order Server can crash when EEX products are traded. (Ref 223493)

    21. Stale OTC orders can be generated by TT system. If the issue occurs, customers are advised to use Inquire function to remove the stale orders from the book. (Ref 223821)

    22. EFP trades that are entered from the exchange GUI cannot be approved from X_TRADER. (Ref 224038)

    23. Orders will become unmanagable(deletes or changes are not processed) on TT system after an external modification of Account (Tag 1) or Reference (Tag 58) fields. (Ref 224514)

  7. Pre-Trade Risk
    1. Account-based positions are not reset at the fills session rollover if the Order Server is running during the rollover and AutoSOD is set to false. (Ref 221856)

  8. Price Server
    1. The Price Server can stop logging after the unlikely event of the Price Server intraday restart. (Ref 213215)

    2. European Energy Exchange (EEX) futures have incorrect Point Values displayed in the Guardian Product Table. Customers should manually correct the point value by following the instructions in TT Customer Advisory CA143-12. (Ref 213763)

    3. Time and Sales information is not updated with the OTC trade if this OTC trade has the same quantity as the previous OTC trade. (Ref 220485)

    4. Strategies of type Hedged Call/Put Diag Calendar Spread are displayed incorrectly as Hedged Diagonal Straddle Calendar Spread . (Ref 221103)

    5. Stale prices and cross markets can be displayed on the connected clients after the exchange product failover. The Price Server needs to be restarted to resolve the issue. (Ref 221969)

    6. Synthetic SE orders can incorrectly trigger when prices are not recovered correctly after a network disruption. (Ref 222692)