TFX Gateway

7.17.65.1

Released: Mar 19, 2015 File Size: 0
Package Contents:
No notes available.

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

  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. Order Server
    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. Order Inquire functionality is currently not supported by the gateway. (Ref 222834)

    2. 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)

    3. 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)