CFE Gateway

7.16.16.2

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

Important Notes

 

Why Should I Upgrade?

CFE 7.16.16 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

System Requirements

CFE 7.16.16 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

Installation Notes

 

Enhancements

  1. Price Server
    1. Support for CSM version 1.4 release. (Ref 224091)

Fixes

 

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. Deleting bof.tbl files on the gateway can cause FIX Adapter to miss fills. (Ref 135760)

    3. The Fill Server can log :"Fill confirmation record has a sequence number (xxx) which is not valid to the internal cache. Retrieve of record failed." There are no known issues to the TT system with regards to this message, other than the logging. (Ref 201904)

  2. Logging
    1. Time in force is now logged in the audit file for iceberg order type. (Ref 223499)

  3. Login
    1. Priming of TTORD is no longer required. (Ref 224222)

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

  4. Order
    1. (BETA) Admin delete is not supported. (Ref 225089)

  5. 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. TT User Setup Operator ID is not recorded in the audit file for fills records. (Ref 222830)

    5. 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)

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

  6. 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)

  7. Price Server
    1. Bid and ask prices are not aggregated at the indicative price during auction markets. (Ref 223477)