CME Gateway

7.18.11.1

Released: Aug 28, 2015 File Size: 0
Package Contents:
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Important Notes

CME 7.18.10 supports MDP 3.0. This protocol replaces FAST compression and implements Simple Binary Encoding (SBE). CME partner exchanges, BM&FBOVESPA and MexDer are currently not using MDP3.0. They will upgrade to MDP 3.0 format in September 2015.

Why Should I Upgrade?

This release resolves issues reported in production environment.

System Requirements

This release resolves issues reported in production environment.

Installation Notes

By default, product download timeout is set to 120 seconds. If customers want to change the default value, the following parameter should be added to the [price_session] section in the hostinfo.cfg file:
downloadtimeout=xxx

Enhancements

    1. By default, product download timeout is set to 120 seconds. Added a configuration option, downloadtimeout to HostInfo.cfg to specify product download timeout interval. If customers want to change the default value, this parameter should be added to the [price_session] section in the hostinfo.cfg. (Ref 231465)

Fixes

    1. Fixed an issue with VAP calculations. Users will now see correct VAP values. (Ref 231457)

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)