NFX Gateway

Released: Aug 21, 2015 File Size: 0
Package Contents:
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Important Notes

Why Should I Upgrade?

NFX Gateway 7.17.80 resolves issues reported in the production environment.

System Requirements

NFX Gateway 7.17.80 resolves issues reported in the production environment.

Installation Notes

The following steps should be taken before upgrading to NFX Gateway 7.17.80
  • TTChron.ini_master and Rollover_schedule.ini_master files have been updated. After an upgrade, TTChron.ini and Rollover_schedule.ini should be updated to match the master files.

  • The following Aconfig settings should be changed
  • AConfig.Core.Server.Exchange-Specific.NFX.Time.Zone.Daylight.Bias = 4:00:00
  • AConfig.Core.Server.Exchange-Specific.NFX.Time.Zone.Daylight.Start = 3,2,0,2:00:00
  • AConfig.Core.Server.Exchange-Specific.NFX.Time.Zone.Standard.Bias = 5:00:00
  • AConfig.Core.Server.Exchange-Specific.NFX.Time.Zone.Standard.Start = 11,1,0,2:00:00
  • AConfig.Core.Server.Key-Server.Key-Range.Low-Bound = 080000
  • AConfig.Core.Server.Key-Server.Key-Range.High-Bound = 08ZZZZ

  • Delete the seq datfile from tt\datfile folder. e.g. NFX_XXX_NFXXX_seqnum.dat before upgrading the gateway
  • Enhancements


      1. Fixed an issue with sequence number reset. (Ref 231395)

      2. Updated ttchron.ini and rollover_schedule.ini config files (Ref 231422)

    Known Issues

    1. Order Server
      1. 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)

    2. Price Server
      1. The Price Server is rounding the futures delta leg price of the covered strategy incorrectly. (Ref 222733)

    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)