CFE Gateway

7.17.20.6

Released: Dec 02, 2013 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

CFE 7.17.20 supports CBOE Streaming Market (CSM) version 1.4 multicast price feed. Additional information is available in the Upcoming initiative page and in the 7.16.14 Release Notes

Additionally, TT Gateways 7.17.20 in conjunction with TT User Setup 7.17.10 enable the following new features in the 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

CFE 7.17.20 supports CBOE Streaming Market (CSM) version 1.4 multicast price feed. Additional information is available in the Upcoming initiative page and in the 7.16.14 Release Notes

Additionally, TT Gateways 7.17.20 in conjunction with TT User Setup 7.17.10 enable the following new features in the 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)

  2. Price Server
    1. Spread products will now populate settlement price column. (Ref 222498)

    2. Added product VU to the default pmerge file. (Ref 224617)

  3. TTChron
    1. Updated default ttchron.ini file for the extended trading hours support. (Ref 224920)

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 Server
    1. If the Order Server is left running for 24 hours, users will not be able to place any new orders.

      Note: By default, TT Chron will restart the Order Server daily. (Ref 200665)

    2. The Order Server does not support the variance future price and quantity which is calculated by the exchange. Currently, the Order Server only shows the variance points and quantity as entered by the user. (Ref 213291)

    3. If two or more CFE gateways started exactly at the same time then the order numbers generated on both gateways can collide resulting in order rejection from the exchange. A workaround for this issue is to change the gateway start up time. (Ref 221801)

    4. 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)

    5. MTL and BL orders are not included in the market orders risk checks. (Ref 224840)

  4. 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)