TOCOM Gateway

7.17.65.0

Released: Feb 24, 2015 File Size: 71288360
Package Contents:
No notes available.

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

  1. Logging
    1. Position reserve orders are flagged in audit log. (Ref 229193)

  2. Risk Limits
    1. 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)

    2. 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

    1. A 'FrmHst' (from exchange to TT application) event has been added to the TT audit file. (Ref 229286)

Known Issues

  1. Order Server
    1. 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)

    2. "SrsKey" information is truncated on fill messages in the audit file. (Ref 128013)

    3. The gateway rejects the "Go to Market" functionality for Good Till Cancel (GTC) Limit Orders. (Ref 132255)

    4. Users can only Cancel/Replace an existing order to a Market order. (Ref 163344)

    5. An incomplete order can only be deleted by a TTADM user. (Ref 193244)

  2. Price Server
    1. 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)

    2. Price Server can crash during certain failed price snapshot requests. (Ref 214972)

    3. Price Server can crash if shut down within few seconds after started. (Ref 214974)

    4. Spread products can be displayed with an incorrect exchange trading state. (Ref 219262)

    5. Alias field in guardian product table is not updated when exchange updates the Cleared Alias field in product download. (Ref 229931)