TFX Gateway

7.17.9.1

Released: Dec 06, 2013 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

This release resolves issues found during the 'TFX Interest Rate futures system 2014' customer conformance testing.

System Requirements

This release resolves issues found during the 'TFX Interest Rate futures system 2014' customer conformance testing.

Installation Notes

TFX Gateway 7.17.9 supports connectivity to the TFX new exchange system, Interest Rate futures system 2014.

Enhancements

  1. Order Routing
    1. Added support for GIS (Good In Session) orders. (Ref 222728)

Fixes

  1. Order Server
    1. 'Delete All' action will now delete all the orders in the order book when many working orders are present. (Ref 223670)

    2. Changing the quantity of a working order will now be processed correctly. (Ref 224834)

    3. Any attempt to change the Time In Force (TIF) of a working order will now be rejected by the gateway as exchange does not support this functionality. (Ref 224850)

    4. Remaining quantities of a partially filled order can now be successfully deleted. (Ref 224910)

  2. Price Server
    1. Second level of implied prices which are not matched at the exchange will no longer be displayed. (Ref 223483)

Known Issues

  1. Order Server
    1. Order Inquire functionality is currently not supported by the gateway. (Ref 222834)

    2. Order Server will not start up if any one of the FIX order sessions configured in the gateway hostinfo.cfg has an incorrect SenderCompID configured. (Ref 224193)

  2. Price Server
    1. Stale prices are displayed in X_TRADERĀ® in certain scenarios. (Ref 223135)

    2. Trading state of the spread contract does not match the state of the constituent leg in certain scenarios. (Ref 223415)

    3. Bid and ask prices are not aggregated at the indicative price during auction markets. (Ref 223477)

    4. Implied-in order quantities are incorrectly displayed. (Ref 225395)

  3. Prices
    1. Orders submitted at certain prices are displayed with off-tick price in X_TRADERĀ® Market Grid window. (Ref 223756)