BVMF Gateway

7.17.75.1

Released: Aug 12, 2015 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

BVMF Gateways 7.17.75 resolve a few critical issues reported in the production environment. Refer to the release notes below for further details.

System Requirements

BVMF Gateways 7.17.75 resolve a few critical issues reported in the production environment. 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)

Fixes

    1. Fixed an issue with PartyId repeating groups on TTADM deletes. Users will now see the correct PartyId for TTADM deletes. (Ref 230154)

  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. An issue exists where a Future leg on a spread contract is tagged as 'Calendar' in the 'Contract' column. (Ref 198718)

    2. Account Based Risk is not supported for Equity strategies when TT User Setup 7.4.12 is used to configure the risk parameters. TT User Setup 7.17.10 and higher is required. (Ref 221530)

  2. Price Server
    1. The BVMF market states Pre-Close and Close both appear as CLSD (Closed) in X_TRADER. However, Pre-Close market data updates from the exchange are processed and displayed correctly for these contracts, and all order actions (enter, modify, cancel) allowed by the Exchange during this phase are supported by the BVMF Gateway. Please refer to the BVMF Gateway System Administration Manual for more details. (Ref 164420)

    2. Contract state might be displayed incorrectly as "Auction", when the contract is in the "Open" state. (Ref 214870)

    3. The settlement prices are rounded to the nearest tick. (Ref 217877)

    4. Some spread contracts are listed backwards. (Ref 218035)

  3. SOD
    1. issue where Start of Day(SOD) records were not handled properly when the same prompt day spans 3M contracts across multiple business days. (Ref 228206)