BrokerTec Gateway

7.17.3.8

Released: Aug 23, 2013 File Size: 64391144
Package Contents:
No notes available.

Important Notes

Prior to the upgrade to Gateways version 7.17.3, customers must ensure all client applications are upgraded to the following minimum versions:
  • TT User Setup 7.4.12
  • X_TRADER 7.11.4
  • X_RISK 7.11.4
  • FIX Adapter 7.7.x
  • TTAPI 7.2.x
  • X_TRADER API 7.7.x
  • Algo SE 7.3.x
  • Synthetic SE 7.3.x
  • Autospreader SE 7.3.x

Why Should I Upgrade?

7.17.3 gateways offer a number of enhancements, including:
  • The ability to share account numbers among different proxy (TTORD) traders.
  • Support for the configuration of multiple members with separate sets of exchange credentials on a single gateway.
  • Pre-trade risk limits can be set up for each individual contract expiry of the same product. TT User Setup 7.17.10 is required to configure these limits.

System Requirements

7.17.3 gateways offer a number of enhancements, including:
  • The ability to share account numbers among different proxy (TTORD) traders.
  • Support for the configuration of multiple members with separate sets of exchange credentials on a single gateway.
  • Pre-trade risk limits can be set up for each individual contract expiry of the same product. TT User Setup 7.17.10 is required to configure these limits.

Installation Notes

Customers should refer to the 7.17.0 Gateway Migration Guide and BrokerTec System Administration Manual before installing/upgrading the gateway. To obtain these documents, contact your local TAM.

The following parameters in the hostinfo.cfg file are no longer supported by the gateway. Upon upgrade these parameters, if present, should be removed from the hostinfo.cfg file.
  • ResubmitOnSessionDown
  • ResubmitOnStartup
  • ForceAutoAggress
  • PollingInverval
  • HeartbeatInterval

The exchange provided Trader ID should be configured in the Operator ID field in TT User Setup. Failing to do so can result in the orders being rejected by the exchange. Operator ID field can be populated by running Operator ID Assistant utility after the upgrade. Customers must obtain the Operator ID Assistant utility from their TAM. For further details about the utility, refer to the Help Library.

The ttchron.ini_master file has been updated to include a section to run the audit_convert.exe tool at 00:10. Customers wishing to automate the gateway audit file generation must manually add this section to the local ttchron.ini file.

[win32-auditconvert]
path=<INSTALLDIR>\bin\audit_convert.exe
schedule=MTWRFB@00:10
args=<INSTALLDIR>\auditfiles
# By default the compressed .csv file will be archived to tt\Archday folder

Note that TTClean application can be configured to delete old CSV and CBA files.

It is recommended to upgrade the gateway after the scheduled gateway shutdown time on Friday and before the start-up time on Sunday. If the gateway is upgraded on an exchange business day, before the upgrade, customers should delete (after backing up the files if necessary) all CBA files present in the auditfiles directory.

Enhancements

  1. Common
    1. Audit log file names do not contain blank spaces any longer. (Ref 221071)
       
  2. Order Server
    1. Added support for the configuration of multiple members with separate sets of exchange credentials on a single gateway. (Ref 165560)
       
    2. Fill Modification records are now recorded in the Audit file logs. (Ref 175427)
       
    3. The format of the fill sequence filename has been changed. The new format is <GW_FlavorName>_TTF_<Root_ID>_FillSeqStore.dat (Ref 200886)
       
    4. Increased Order Server throughput by no longer routing order Change, Delete and Replace actions via the TTO through which the initial order was originally routed. (Ref 201790)
       
    5. 'Display Name' and 'Product Type' fields have been added to the gateway audit file. (Ref 206204)
       
    6. TT User Setup Operator ID is recorded in the "Remaining Fields" in the audit file. (Ref 207596)
       
    7. The exchange trader should be configured as the Operator ID (Ref 214374)
       
  3. Other
    1. Included and option to generate a separate Audit log file for each session configured on the Order Server. (Ref 201842)
       
  4. Price Server
    1. The Market-Depth.NumDepthLevels AConfig parameter has been removed from the BrokerTec Gateway. The number of levels of aggregate depth sent by the gateway will no longer be configurable. 20 levels of aggregate depth on each side is displayed by default. (Ref 204690)
       
    2. The contract name for spreads and strategies will now display correctly in the X_TRADER® and X_RISK Audit Trail windows. (Ref 210193)
       
  5. Risk Limits
    1. Added support for pre-trade risk limits set up on a per contract basis. TT User Setup 7.17.10 is required to support this feature. (Ref 217446)
       
    2. All Wholesale OTC trades are now included in the account-based risk limits. (Ref 220525)
       

Fixes


Known Issues

  1. 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. Orders
    1. Algo SE submits stop orders on BTec gateway even though it is not natively supported. (Ref 221060)
       
  3. Pre-Trade Risk
    1. Account-based positions are not reset at the fills session rollover if the Order Server is running during the rollover. (Ref 221856)
       
  4. 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. Cross markets can be displayed in TT system after an exchange side fail-over scenario. (Ref 221863)