Autospreader® Strategy Engine

7.17.56.12 (win64)

Released: Jul 24, 2015 File Size: 0
Package Contents:
No notes available.

Important Notes

  • This release includes a new ImpliedConfig.cfg file. No action is required if you are using X_TRADER® 7.17.35 or higher in conjunction. Otherwise, please make sure that the same copy of the ImpliedConfig.cfg is placed in [c:\tt\config\] folder on both Autospreader® SE and X_TRADER.
  • This release includes enhancements necessary to comply with Eurex Algo Labeling Requirements.
  • This release minimally requires Windows Server 2008, Server Pack 2, 64-bit. If you are upgrading from a 32-bit version of Autospreader® SE to a 64-bit version of Autospreader® SE, you must completely uninstall all TT software including Autospreader® SE, Guardian, and TTM before upgrading.
  • Autospreader features that were removed from X_TRADER® 7.17 will not be supported when spreads are launched from non 7.17 versions of X_TRADER®, e.g., X_TRADER® 7.12.x to Autospreader® SE 7.17.x. Please refer to Autospreader Features and Parameter Changes in X_TRADER® 7.17 for more details.
  • Why Should I Upgrade?

    This version of Autospreader® Strategy Engine (Autospreader SE) includes fixes for issues found in the field - please see Fixes section below for details.

    System Requirements

    This version of Autospreader® Strategy Engine (Autospreader SE) includes fixes for issues found in the field - please see Fixes section below for details.

    Installation Notes

    1. Autospreader SE must connect to non-coalesced price servers only. TT requires all customer sites to complete a pre-installation impact analysis and network optimization before installing Autospreader® SE.
    2. TT Technical Account Managers (TAMs) will work with customers to review and optimize their TT environments in order to maximize the benefits of the Autospreader® SE architecture. TAMs will be responsible for installing and configuring Autospreader® SE, as it will not be available for download on the Customer Portal.

    Enhancements

    1. Autospreader
      1. Modified Post Hedge Rule behavior so that if the Action is specified as "Join Best" and there is a non-zero Offset specified, the rule is evaluated immediately upon Hedge Order submission. Previously, the rule was evaluated after the Hedge Order was submitted and at least one market update had taken place. (Ref 231167)

    Fixes

    1. Autospreader
      1. Fixed a race condition with quoting orders that can cause Autospreader® to detect a false external modification to the quoting order, and as a result, delete the Autospreader® order altogether. (Ref 230900)

      2. When an Autospreader® order is set to "All Or None w/ Resubmit", there is now an internal check to prevent re-submission of quoting order if the lean price is invalid. (Ref 231091)

    Known Issues