TFX Gateway
7.17.65.1
Important Notes
Why Should I Upgrade?
TFX 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
TFX 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
- Order Server
- A 'FrmHst' (from exchange to TT application) event has been added to the TT audit file. (Ref 229286)
Known Issues
- Order Server
- Order Inquire functionality is currently not supported by the gateway. (Ref 222834)
- Order Server will not start up if any one of the FIX order sessions configured in the gateway hostinfo.cfg has an incorrect SenderCompID configured. (Ref 224193)
- Resting orders that crosses are not deleted even when 'Avoid orders that cross' parameter is set to "Yes- Cancel Resting" in TT User Setup. (Ref 226985)