Synthetic Strategy Engine

7.17.50.36 (win64)

Released: Feb 04, 2015 File Size: 0
Package Contents:
No notes available.

Important Notes

Customers that have TT API applications which connect to Synthetic SE may need to update their synthetic order handling logic before upgrading to version 7.17.2 or higher. See the "What's New in Synthetic SE 7.17.2" section of the TT API Online Help for complete details.

By default, the new dynamic connection capability is enabled beginning in Synthetic SE 7.17.x. In addition, only 64-bit packages will be made available as of 7.17.1. Before upgrading, please contact your TT Technical Account Manager for assistance in assessing your environment.

Why Should I Upgrade?

Synthetic SE 7.17.50 includes critical fixes for issues found in the field, along with significant enhancements to existing functionality. TT strongly recommends that all customers upgrade to this new version.

System Requirements

Synthetic SE 7.17.50 includes critical fixes for issues found in the field, along with significant enhancements to existing functionality. TT strongly recommends that all customers upgrade to this new version.

Installation Notes

TT requires all customer sites to complete a pre-installation impact analysis and network optimization before Synthetic SE is installed. TT Technical Account Managers (TAMs) will be responsible for installing and configuring Synthetic SE, as it will not be available for download on the Customer Portal.

Configuration Changes

Dynamic connections are enabled by default in 7.17.x. Before upgrading, please contact your TT Technical Account Managers for assistance in assessing your environment.

X_TRADER Version

At least X_TRADER® 7.11.4 is required to use this version of Synthetic SE. Using OCOs requires at least X_TRADER® 7.17.20.

X_RISK Version

At least X_RISK 7.12.2 is required to use this version of Synthetic SE.

Upgrading to 64-bit

If you are upgrading to this version from a 32-bit version, please see the System Administration Manual for specific procedures for upgrading to 64-bit before installing this version.

Enhancements

  1. Configuration
    1. Added two new configuration parameters (MaxTicksAdverseMarket and MaxTicksBeneficialMarket) to allow administrators to place restrictions on the prices at which slicer child orders are placed. (Ref 229645)

  2. Risk Management
    1. Added support for for applying price reasonability checks during non-matching states, such as the pre-open. (Ref 229869)

Fixes

  1. Orders / Fills
    1. Fixed an issue that resulted in staged orders going Unmanaged due to incorrect fill aggregation logic. (Ref 229019)

    2. Fixed an issue that resulted in order deletion requests being dropped. (Ref 229551)

Known Issues

  1. Configuration
    1. The Synthetic SE Fill server service name is missing in the default ttchron.ini file upon a clean installation. Customers are advised to edit this file to add this information. (Ref 227558)

  2. Orders / Fills
    1. When the TTSIM Order Server is restarted, all Position Reserve orders are deleted, which results in cancelling all Synthetic SE synthetic orders for this TT Gateway. (Ref 145775)

    2. SSE will delete a parent OCO order and its child orders if one or more child orders get partially filled while Synthetic SE is down. (Ref 227350)