NYSE Liffe Gateway

7.17.75.4

Released: May 18, 2015 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

NYSE Liffe Gateways 7.17.75 resolve a few critical issues reported in the production environment. Refer to the release notes below for further details.

System Requirements

NYSE Liffe Gateways 7.17.75 resolve a few critical issues reported in the production environment. Refer to the release notes below for further details.

Installation Notes

Enhancements

  1. Account
    1. AOTC (Avoid Orders That Cross) check will only be performed for Limit and Iceberg orders. (Ref 229756)

  2. Configuration
    1. Euronext products are now broken down into three product groups:
      • Euronext Equity and Index Derivatives
      • Euronext Commodities Derivatives
      • Euronext Currency Derivatives

      TT User Setup 7.17.63 and higher will support configuration for users' market data entitlements on a per Euronext product group basis. (Ref 229516)

  3. Installation Notes
    1. Updated default multicast.cfg and ttchron.ini files.
      Default Multicast.cfg file was updated to remove decomissioned Liffe channels, and to include the multicasts for the new Amsterdam Commodities products. The file will be updated automatically upon the gateway upgrade or first-time installation, and no manual configuration steps are needed.
      Default Hostinfo.cfg file was updated to remove decomissioned Liffe channels. After an upgrade installation, customers must manually update the Price Server section by copying the whole section from the hostinfo.cfg_master file. First-time installation will provide the default hostinfo.cfg file, and no manual configuration is required.
      Default ttchron.inifile was updated to include the changes outlined in the TT Advisory CA063-14 . Customers who have not updated the ttchron.ini file yet, should follow the instructions outlined in the Advisory. (Ref 230066)

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

Fixes

  1. Order Server
    1. Resolved an issue, where delta value was displayed incorrectly for delta neutral strategies for CAC 40 derivatives products. (Ref 230822)

Known Issues

  1. Order Server
    1. Working orders can disappear from a trader's order book and appear only for TTADM logins if the Order Server experiences multiple intra-day restarts. (Ref 200800)

    2. The Exchanges= entry in Hostinfo.cfg is case sensitive. (Ref 214371)

  2. Orders
    1. Order Add messages do not provide exchange date. (Ref 218240)

  3. Price Server
    1. When the Price Server misses a large number of packets and enters recovery, the server can run out of memory. Depending on the specific scenario, this results in either the server experiencing a shutdown or a crash. (Ref 162127)

    2. In some cases, the expiration dates on a spread contract can be incorrectly populated, which results in both orders and summary fills reporting the wrong date in the Expiry field. Leg fills for these contracts have the correct dates. (Ref 174101)

    3. If the Price Server misses a large number of packets, it can run out of memory and crash during the recovery. When this occurs, TT Chron automatically restarts the Price Server. After restart, the Price Server continues to function properly. (Ref 200907)

    4. The Price Server can fail to retrieve all products if the exchange Refresh Server is not available. (Ref 201492)

    5. In the event of a Price Server disconnect from the exchange, after the re-connect price updates can be delivered out of order to the connected client applications (e.g., prices that are off the inside market could be delivered before inside market prices). In this scenario, some client applications that trigger off inside market prices might trigger prematurely. (Ref 213650)

    6. EFP spread product not showing in Market Explorer (Ref 231148)

  4. Wholesale Trades
    1. Wholesale OTC trades submitted via X_TRADERĀ® 7.12 ( old X_Block window ) are not risk checked for price reasonability limits. (Ref 220864)

    2. Wholesale OTC orders are not displayed in the Order Book after the session disconnect. Fills for such orders are processed correctly. (Ref 221778)