NASDAQ OMX EU Gateway

7.17.20.7

Released: Nov 15, 2013 File Size: 0
Package Contents:
No notes available.

Important Notes

NASDAQ_OMX_EU gateway provides connectivity to NASDAQ OMX NLX and Nordic exchanges through a single TT gateway. The gateway will connect to ITCH multicast API for market data and FIX API for order routing connectivity.

Why Should I Upgrade?

Beta release 2: Fixes the proxy trader priming issue as reported in INC0013998 and INC0014232.

Customers can trade the following products through this gateway.

NLX products
  • Short-term interest rates (STIRs) on Euribor and Sterling
  • Long-term interest rates (LTIRs) on Gilt, Bobl, Schatz and Bund
Nordic products
  • Futures and options on Swedish, Norwegian, Finnish and Danish stocks
  • Futures and options on the OMXS30 index (the 30 most-traded Swedish stocks), the OMXC20 index (the 20 most-traded Danish stocks), the VINX30 index (the 30 most-traded Nordic stocks) and the OMXO20 Index (the 20 most-traded Norwegian stocks)
  • Futures on OMXSB (Stockholm Benchmark index)
Additionally, TT Gateways 7.17.20 in conjunction with TT User Setup 7.17.10 enable the following new features in TT system:
  • Enhanced Avoid Orders That Cross (AOTC) Functionality
    Server-side execution is done on a per account basis and ensures that the check is performed efficiently and consistently across all connected users and applications.
  • Preventing Market Orders
    Prevent individual users from placing market order types.

System Requirements

Beta release 2: Fixes the proxy trader priming issue as reported in INC0013998 and INC0014232.

Customers can trade the following products through this gateway.

NLX products
  • Short-term interest rates (STIRs) on Euribor and Sterling
  • Long-term interest rates (LTIRs) on Gilt, Bobl, Schatz and Bund
Nordic products
  • Futures and options on Swedish, Norwegian, Finnish and Danish stocks
  • Futures and options on the OMXS30 index (the 30 most-traded Swedish stocks), the OMXC20 index (the 20 most-traded Danish stocks), the VINX30 index (the 30 most-traded Nordic stocks) and the OMXO20 Index (the 20 most-traded Norwegian stocks)
  • Futures on OMXSB (Stockholm Benchmark index)
Additionally, TT Gateways 7.17.20 in conjunction with TT User Setup 7.17.10 enable the following new features in TT system:
  • Enhanced Avoid Orders That Cross (AOTC) Functionality
    Server-side execution is done on a per account basis and ensures that the check is performed efficiently and consistently across all connected users and applications.
  • Preventing Market Orders
    Prevent individual users from placing market order types.

Installation Notes

 

Enhancements

  1. Pre-Trade Risk
    1. Introduced support for setting up separate risk limits for the Wholesale trades. This parameter is available for configuration on TT User Setup 7.17.10 and higher. (Ref 220732)

    2. Administrators can now disable users from entering market order types. This parameter is available for configuration on TT User Setup 7.17.10 and higher. (Ref 221204)

    3. Avoid Orders That Cross(AOTC) functionality is now supported on a per account basis. This parameter is available for configuration on TT User Setup 7.17.10 and higher. (Ref 221328)

Fixes

  1. Command Line
    1. Added an option to the help menu to select an option where a separate audit file created for each member configured on the gateway. (Ref 221194)

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. Login
    1. Priming of TTORD is no longer required. (Ref 225075)

  3. Order
    1. I using TT User Setup earlier than 7.4.30, Order Server needs to be restarted after each new trader is configured. (Ref 225381)

  4. Order Server
    1. MTL and BL orders are not included in the market orders risk checks. (Ref 224840)

  5. Additional Notes
    1. Binary and Weekly Options are not supported in this version.