Autospreader® Strategy Engine

No notes available.

Important Notes

This release includes a new ImpliedConfig.cfg file. No action is required if you are using X_TRADER® 7.17.35 or higher in conjunction. Otherwise, please make sure that the same copy of the ImpliedConfig.cfg is placed in [c:\tt\config\] folder on both Autospreader® SE and X_TRADER.

This release includes enhancements necessary to comply with Eurex Algo Labeling Requirements.

This release minimally requires Windows Server 2008, Server Pack 2, 64-bit. If you are upgrading from a 32-bit version of Autospreader® SE to a 64-bit version of Autospreader® SE, you must completely uninstall all TT software including Autospreader® SE, Guardian, and TTM before upgrading.

Autospreader features that were removed from X_TRADER® 7.17 will not be supported when spreads are launched from non 7.17 versions of X_TRADER®, e.g., X_TRADER® 7.12.x to Autospreader® SE 7.17.x. Please refer to Autospreader Features and Parameter Changes in X_TRADER® 7.17 for more details.

Why Should I Upgrade?

This version of Autospreader® Strategy Engine (Autospreader SE) includes critical fixes for issues found in the field - please see Fixes section below for details.

System Requirements

This version of Autospreader® Strategy Engine (Autospreader SE) includes critical fixes for issues found in the field - please see Fixes section below for details.

Installation Notes

1. Autospreader SE must connect to non-coalesced price servers only. TT requires all customer sites to complete a pre-installation impact analysis and network optimization before installing Autospreader® SE.
2. TT Technical Account Managers (TAMs) will work with customers to review and optimize their TT environments in order to maximize the benefits of the Autospreader® SE architecture. TAMs will be responsible for installing and configuring Autospreader® SE, as it will not be available for download on the Customer Portal.

Enhancements

Fixes

1. Autospreader
   1. Fixed an issue where an Autospreader® order can become stale if it fails to recognize that a child order was filled in-flight. (Ref 229239)
   
   
   2. Fixed an issue where Autospreader® orders can be reloaded prematurely with the incorrect quantity. (Ref 229240)
   
   
   3. Fixed an issue where the server can go into a deadlock while editing an Autospreader® definition that has already been deployed to the server. (Ref 229733)
   
   
   4. Fixed an issue where Position Reserve orders are removed prematurely, possibly creating a risk hole. (Ref 230143)
   
   
   5. Fixed an issue where a child quoting order may become unmanaged (ie. not controlled by Autospreader® logic) if the Autospreader® in question is configured with "All Or None w/ Resubmit" and the hedge liquidity rapidly fluctuates in availability, causing the quoting order to be suspendend / un-suspended. The issue is more likely to occur if a suspend / un-suspend action is rejected. (Ref 230338)
   
   

Known Issues