CME Gateway

7.17.75.0

Released: Jun 26, 2015 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

CME Gateway 7.17.75 resolves issues reported in the production environment. This release also supports installation of additional gateway flavors. Refer to the release notes below for further details.

System Requirements

CME Gateway 7.17.75 resolves issues reported in the production environment. This release also supports installation of additional gateway flavors. Refer to the release notes below for further details.

Installation Notes

 

Enhancements

  1. Account
    1. AOTC (Avoid Orders That Cross) check will only be performed for Limit and Iceberg orders. (Ref 229756)

  2. Installation
    1. Modified installation to add additional CME flavors. Customers can now install CME Gateway with flavors CME-AA, CME-BB and so on until CME-ZZ. If these new flavors are installed, TTUserSetup should be restarted before gateway logins are configured. (Ref 231195)

  3. Logging
    1. Position reserve orders are flagged in audit log. (Ref 229193)

  4. Risk Limits
    1. Enhanced price reasonability to perform checks during pre-open and other non-matching states. TT User Setup 7.17.40 is required to configure the price range setting. (Ref 229575)

    2. Enhanced price reasonability checks to reject orders when there is no market data. This setting is configurable in TT User Setup 7.17.40 and higher. (Ref 229576)

Fixes

  1. Order Server
    1. A 'FrmHst' (from exchange to TT application) event has been added to the TT audit file. (Ref 229286)

Known Issues

  1. Order Server
    1. Summary fills in Fill window retain the 'Partial' flag after the remaining quantity is deleted. (Ref 212406)

    2. Order Server may not shut down when shutdown is requested via services. (Ref 221731)

  2. Price Server
    1. In rare cases, specifically for SPO, CZM, CZS, CZC, CZW and MC6 calendar options, the gateway cannot distinguish between different options contracts of a product. This manifests itself as missing options contracts for the affected products. It also affects FIX Adapter, where contract definitions change between restarts. Because these contracts are not handled properly by the gateway, customers are advised not to trade them. (Ref 152503)

    2. The gateway does not properly classify the strategy type of 'DG' as a Diagonal. By default, such strategies are classified as Generic. (Ref 195620)

    3. The Price Server indicator turns red in Guardian during a dump status request. (Ref 200848)

    4. Settlement prices are displayed off-tick when a restart occurs prior to the official rounded settlement. (Ref 200904)

    5. The Price Server does not send create RFQ message when the RFQ is created by a third party solution. (Ref 214485)