BVMF Gateway

7.17.3.7

Released: Aug 23, 2013 File Size: 0
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 gateways offer a number of enhancements, including:
  • The ability to shared account numbers amongst different proxy (TTORD) traders.
  • Operator ID field is used to populate the exchange credential to uniquely identify a user at the exchange. This field is passed directly to the exchange as tag 448 (Party ID). Earlier versions of TT gateways use either Username or Trader ID fields to pass the user information to the exchange. End users will also have an ability to change the Operator ID on all working orders while staying logged into the X_TRADER.
  • 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.
  • Enhanced support for the Wholesale trade entry in conjunction with X_TRADER® 7.17. For details, please refer to the Help Library.

System Requirements

7.17 gateways offer a number of enhancements, including:
  • The ability to shared account numbers amongst different proxy (TTORD) traders.
  • Operator ID field is used to populate the exchange credential to uniquely identify a user at the exchange. This field is passed directly to the exchange as tag 448 (Party ID). Earlier versions of TT gateways use either Username or Trader ID fields to pass the user information to the exchange. End users will also have an ability to change the Operator ID on all working orders while staying logged into the X_TRADER.
  • 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.
  • Enhanced support for the Wholesale trade entry in conjunction with X_TRADER® 7.17. For details, please refer to the Help Library.

Installation Notes

Upgrades from BVMF Gateways version 7.14.x or prior are not supported. Customers must first upgrade to a BVMF Gateway 7.15.x or 7.16.x before upgrading to 7.17.

Operator ID field must 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 and archiving must manually add this section to the local ttchron.ini file.

[win32-auditconvert]
path=<INSTALLDIR>\bin\audit_convert.exe
schedule=TWRFB@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.

Enhancements

  1. Common
    1. Audit log file names do not contain blank spaces any longer. (Ref 221071)

  2. Configuration
    1. BVMF consolidated market data channels. Channel 8 products were moved to channel 2. After the gateway upgrade, remove the following section from multicastchannels.cfg file:
      [BVMF_EQUITY_INDEX_OPTIONS] (Ref 208523)

  3. Installation Notes
    1. TT Chron file should be updated to include a section for running the audit converter tool at 00:10 [win32-auditconvert] path=C:\tt\bin\audit_convert.exe schedule=TWRFB@00:10 args=c:\tt\auditfiles (Ref 214478)

  4. Order Server
    1. Fill Modification records are now recorded in the Audit file logs. (Ref 175427)

    2. TT User Setup Operator ID is recorded in the "Remaining Fields" in the audit file. (Ref 207596)

  5. Other
    1. Included and option to generate a separate Audit log file for each session configured on the Order Server. (Ref 201842)

  6. Price Server
    1. The contract name for spreads and strategies will now display correctly in the X_TRADER® and X_RISK Audit Trail windows. (Ref 210193)

  7. 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

  1. Price Server
    1. Total Traded Quantity(TTQ) is now populated correctly. (Ref 207928)

    2. Info messages in the Audit Trail window now diaplayed in full length. (Ref 212153)

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. Order Server
    1. 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. (Ref 221856)

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

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

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

    5. Resort contracts listed backwards. (Ref 218035)