TOCOM Gateway
7.17.65.0
Important Notes
Why Should I Upgrade?
TOCOM Gateway 7.17.65 - together with TT User Setup 7.17.40 - provides support for enhanced price reasonability checks. For further details refer to the TT User Setup Help Library.
System Requirements
TOCOM Gateway 7.17.65 - together with TT User Setup 7.17.40 - provides support for enhanced price reasonability checks. For further details refer to the TT User Setup Help Library.
Installation Notes
Enhancements
- Logging
- Position reserve orders are flagged in audit log. (Ref 229193)
- Risk Limits
- Enhanced price reasonability to perform checks during pre-open and other non-matching states. TT User Setup 7.17.40 is required to configure the price range setting. (Ref 229575)
- 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
-
- A 'FrmHst' (from exchange to TT application) event has been added to the TT audit file. (Ref 229286)
Known Issues
- Order Server
- When rejecting an Iceberg order, which is not supported by the exchange, the Order Server forwards a misleading reject message:
Cannot accept a disclosed quantity other than zero
. (Ref 120615) - "SrsKey" information is truncated on fill messages in the audit file. (Ref 128013)
- The gateway rejects the "Go to Market" functionality for Good Till Cancel (GTC) Limit Orders. (Ref 132255)
- Users can only Cancel/Replace an existing order to a Market order. (Ref 163344)
- An incomplete order can only be deleted by a TTADM user. (Ref 193244)
- When rejecting an Iceberg order, which is not supported by the exchange, the Order Server forwards a misleading reject message:
- Price Server
- The Price Server cannot differentiate option products with strike prices of -2, 0 and 2, resulting in incorrect prices for these strike prices. The issue shows up only when the exchange sends the security definition out of order. (Ref 213428)
- Price Server can crash during certain failed price snapshot requests. (Ref 214972)
- Price Server can crash if shut down within few seconds after started. (Ref 214974)
- Spread products can be displayed with an incorrect exchange trading state. (Ref 219262)
- Alias field in guardian product table is not updated when exchange updates the Cleared Alias field in product download. (Ref 229931)