ICE Gateway

7.17.20.4

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

Important Notes

Why Should I Upgrade?

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

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. Order Server
    1. Quote messages now includes the regulatory tags 114, 116 and 144. (Ref 220538)

  2. 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)

  2. Login
    1. If using ICE Gateway 7.17.20 in conjunction with TT User Setup 7.4.30 or later (if using 7.4) or 7.17.12 or later (if using 7.17), it is no longer required to log in direct Exchange Trader (to "prime") prior to the TTORD proxy trader login to retrieve the exchange password. The gateway will automatically retrieve the passwords from TT User Setup. (Ref 224222)

Known Issues

  1. General
    1. Adding a space to the beginning of the section name, such as [ OrderServer], can cause the following sections of the hostinfo.cfg file to function incorrectly; [OrderServer], [OrderSession#], and [SpreadRatios]. (Ref 128858)

  2. 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)

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

  4. Market Window
    1. A valid session high or session low price of '0' for future or energy products incorrectly displays as blank in X_TRADER. (Ref 211953)

  5. Order Server
    1. A minor issue exists where the gateway is sending a cancel response rather than a reject for Immediate or Cancel and Fill or Kill orders. (Ref 100458)

    2. Limit orders that are restated in FIX Adapter are missing a limit price. (Ref 143127)

    3. Resetting the FIX session triggers a resend request to the exchange, which increases the time the Order Server takes to become ready for trading (a green indicator). All orders and fills will be correct and the Order Server will function correctly. (Ref 198329)

    4. In an order book sharing scenario, if the originator of the order enters a hold order and if another trader tries to modify that hold order after the originator of the hold order is logged out, then the hold order gets rejected by the exchange when it is resubmitted. (Ref 210095)

    5. The ICE exchange has suggested that their recommended 15 second window for subsequent login may not be sufficient for some market conditions and for some customers. Customers experiencing login failures should add "ReconnectInterval=20" in the [server_settings] section of hostinfo.cfg file to extend the time between login attempts. (Ref 213694)

    6. 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)

    7. 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. Point values for certain futures and energy products are incorrectly populated following a clean install. To correct the values, the Guardian product table must be initially populated by running the Price Server, then manually updated with the correct point values found in the Exchange Product Database. (Ref 109107)

    2. The Price Server does not publish high and low prices for Trade at Settlement (TAS) contracts that are traded at "0" price. (Ref 165107)

    3. Following a network disconnect, the Price Server can run out of memory and crash. (Ref 203446)

    4. Some user defined strategies are not categorized correctly by the Price Server. (Ref 218346)

    5. The Price Server calculates Time and Sales, it may occasionally set the wrong side as the aggressor. (Ref 221156)

  8. Tools
    1. The ICE listener tool is not decoding ICE multicast messages correctly. (Ref 212477)