MEFF Gateway

7.17.20.8

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

Important Notes

MEFF Gateway 7.17.20 provides support for HF-MEFFGate platform. All customers must migrate to the new exchange platform by December 31, 2013. For further details, refer to the Upcoming Initiatives page on TT website.

Why Should I Upgrade?

MEFF Gateway 7.17.20 is compatible with HF-MEFFGate platform.

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.
  • Wholesale Overrides
    Configure different pre-trade risk limits for wholesale OTC orders than for non-wholesale orders. Wholesale orders include all orders submitted from the X_TRADERĀ® 7.17 Wholesale window.
  • Preventing Market Orders
    Prevent individual users from placing market order types.

System Requirements

MEFF Gateway 7.17.20 is compatible with HF-MEFFGate platform.

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.
  • Wholesale Overrides
    Configure different pre-trade risk limits for wholesale OTC orders than for non-wholesale orders. Wholesale orders include all orders submitted from the X_TRADERĀ® 7.17 Wholesale window.
  • Preventing Market Orders
    Prevent individual users from placing market order types.

Installation Notes

MEEF Gateways 7.17.20 support connectivity to HF-MEFFGate platform only. Prior to an upgrade, ensure that the new credentials for HFGate connectivity have been received. Configure new HFGate session parameters in the Hostinfo.cfg file for all active price and order sessions:
  • ExchangeIP
  • ExchangePort
  • HighAvailabilityIP
  • HighAvailabilityPort
  • GatewayCompany(if modified by the exchange)
  • GatewaySessionId(if modified by the exchange)
  • SessionPassword(if modified by the exchange)
Additionally, after the upgrade, update the ExchangeCompany parameter as follows:
ExchangeCompany=XMEF

Enhancements

  1. General
    1. Added support for HF-MEFFGate platform. (Ref 216464)

  2. Order Server
    1. Orders will be cancelled on an exchange disconnect. Note that this is different from the existing functionality where orders remain working after disconnect. (Ref 223773)

    2. Exchange trade identifier TrdMatchID field from the execution report messages is displayed as a Transaction ID field in TT system. (Ref 223774)

  3. 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)

  4. Price Server
    1. Added support to display number of orders at an individual price level. (Ref 222812)

    2. MEFF Gateway supports prices in PFX mode only. (Ref 223812)

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. Order Server
    1. Unsolicited order deletes messages are not displayed in the Audit Trail. (Ref 224369)

    2. Orders will become unmanagable(deletes or changes are not processed) on TT system after an external modification of Account (Tag 1) or Reference (Tag 58) fields. (Ref 224514)

  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 and AutoSOD is set to false. (Ref 221856)

  4. Price Server
    1. The gateway requests only five levels of depth from host when NumDepthLevels is set to -1. To work around this issue, set NumDepthLevels parameter in AConfig Utility to 10. (Ref 135016)