Algo Strategy Engine

7.3.14.1 (win64)

Released: Nov 21, 2013 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?


This release includes an enhancement that will take advantage of several performance optimizations in the soon to be released TT User Setup version 7.4.30. To fully take advantage of these optimizations, users are advised to upgrade to this version of TT Algo Strategy Engine (Algo SE) and X_TRADERĀ® 7.12.13. TT strongly encourages all customers to upgrade to this new version.

System Requirements


This release includes an enhancement that will take advantage of several performance optimizations in the soon to be released TT User Setup version 7.4.30. To fully take advantage of these optimizations, users are advised to upgrade to this version of TT Algo Strategy Engine (Algo SE) and X_TRADERĀ® 7.12.13. TT strongly encourages all customers to upgrade to this new version.

Installation Notes


TT requires all customer sites to complete a pre-installation impact analysis and network optimization before installing Algo SE. TT Technical Account Managers (TAMs) are responsible for installing and configuring Algo SE, as it cannot be downloaded on the Customer Portal.

Enhancements

Fixes

Known Issues

  1. General
    1. Due to timing issues, an algo can occasionally pause unexpectedly when the "Avoid orders that cross" option is enabled with the "Cancel resting" option. For example, suppose that an Algo X attempts to place a child order that crosses another child order of Algo Y. The AOTC check will be triggered, and a delete request will be issued for the resting child order of Algo Y. At this exact moment, if Algo Y happens to submit another delete request for its child order, that delete request will be considered redundant and rejected. As a result, Algo Y will pause. (Ref 201237)

    1. If the algo is using a MEFF contract, please note the following: When the MEFF contract closes, there is a brief transitional time (about 5-10 minutes) between the close and the closing auction where state of the contract is unknown. During this transitional time between the two states, MEFF will delete all child orders but the algo will continue running. The deletes for the child orders will be regarded as an external modification, and the respective Order Blocks will become dormant. Once the market state finally changes to closing auction, the algo will be paused. (Ref 224751)