BVMF Gateway

7.16.15.3

Released: Sep 05, 2013 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

7.16.15 Gateway resolves issues related to Account Based Risk.

System Requirements

7.16.15 Gateway resolves issues related to Account Based Risk.

Installation Notes

Enhancements

Fixes

  1. Order Server
    1. Account based SOD records generated when GTC orders placed on older versions of the gateways (7.16.7 or below) fills, will now contain a valid risk account. (Ref 220133)

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. Deleting bof.tbl files on the gateway can cause FIX Adapter to miss fills. (Ref 135760)

    3. The Fill Server can log :"Fill confirmation record has a sequence number (xxx) which is not valid to the internal cache. Retrieve of record failed." There are no known issues to the TT system with regards to this message, other than the logging. (Ref 201904)

  2. Order Server
    1. Order Router log time deltas might be inaccurate. (Ref 141255)

    2. An issue exists that does not allow users to execute the "Logout ITM" command in the Guardian Admin menu. (Ref 169473)

    3. An issue exists where a Future leg on a spread contract is tagged as 'Calendar' in the 'Contract' column. (Ref 198718)

  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 and AutoSOD is set to false. (Ref 221856)

  4. Price API
    1. Orders for newly created strategies are no longer rejected. (Ref 220076)

  5. Price Server
    1. The BVMF market states Pre-Close and Close both appear as CLSD (Closed) in X_TRADER. However, Pre-Close market data updates from the exchange are processed and displayed correctly for these contracts, and all order actions (enter, modify, cancel) allowed by the Exchange during this phase are supported by the BVMF Gateway. Please refer to the BVMF Gateway System Administration Manual for more details. (Ref 164420)

    2. Info messages in the Audit Trail are truncated to 32 characters. (Ref 212153)

    3. Contract state might be displayed incorrectly as "Auction", when the contract is in the "Open" state. (Ref 214870)

    4. Price Server can crash due to excessive memory allocation during snapshot updates processing. (Ref 215486)

    5. The settlement prices are rounded to the nearest tick. (Ref 217877)

    6. Resort contracts listed backwards. (Ref 218035)