CFE Gateway

7.16.15.1

Released: Sep 06, 2013 File Size: 84319448
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

Version 7.16.15 fixes issues with Account Based Risk.
Note: CFE 7.16.15 only connects to the CBOE Streaming Market (CSM) multicast price feed. Additional information is available in the Upcoming initiative page and in the 7.16.14 Release Notes

System Requirements

Version 7.16.15 fixes issues with Account Based Risk.
Note: CFE 7.16.15 only connects to the CBOE Streaming Market (CSM) multicast price feed. Additional information is available in the Upcoming initiative page and in the 7.16.14 Release Notes

Installation Notes

  1. On an upgrade, customers must manually update the Aconfig time settings. To update these settings,
    • Launch the AconfigUtil icon from the desktop.
    • Navigate to the Aconfig.Core.Server.Exchange-Specific.[EXCHANGE_FLAVOR]. Time.Zone section.
    • Change the Standard.Start and Daylight.Start settings as shown below.
      • AConfig.Core.Server.Exchange-Specific.[EXCHANGE_FLAVOR].Time.Zone.Standard.Bias = 6:00:00
      • AConfig.Core.Server.Exchange-Specific.[EXCHANGE_FLAVOR].Time.Zone.Daylight.Bias = 5:00:00

      Note: First time installations will contain this setting by default.

  2. A new file, MulticastGroups.cfg, has been added that contains all the Multicast channels. This file should not be modified by the user.

  3. The following parameters in the [PriceServer] section of the hostinfo.cfg file must be manually added with the provided values after an upgrade:
    • MulticastGroup=CFE_STANDARD
    • MulticastGroup= CFE_STRATEGIES

    Note: Additional information is available in the CFE Gateway manual.

Enhancements

Fixes

  1. Order Server
    1. Account based SOD records generated when GTC orders placed on older versions of the gateways (7.16.7 or below) fills, will now contain a valid risk account. (Ref 220133)

Known Issues

  1. Fill Server
    1. The Fill Server might display manual fills from previous sessions if it does not process any fills over the course of the number of days configured by the "Trim-File-Interval" parameter in the AConfig Utility. (Ref 128329)

    2. Deleting bof.tbl files on the gateway can cause FIX Adapter to miss fills. (Ref 135760)

    3. The Fill Server can log :"Fill confirmation record has a sequence number (xxx) which is not valid to the internal cache. Retrieve of record failed." There are no known issues to the TT system with regards to this message, other than the logging. (Ref 201904)

  2. Order Server
    1. If the Order Server is left running for 24 hours, users will not be able to place any new orders.

      Note: By default, TT Chron will restart the Order Server daily. (Ref 200665)

    2. The Order Server does not support the variance future price and quantity which is calculated by the exchange. Currently, the Order Server only shows the variance points and quantity as entered by the user. (Ref 213291)

    3. If two or more CFE gateways started exactly at the same time then the order numbers generated on both gateways can collide resulting in order rejection from the exchange. A workaround for this issue is to change the gateway start up time. (Ref 221801)

  3. Pre-Trade Risk
    1. Account-based positions are not reset at the fills session rollover if the Order Server is running during the rollover and AutoSOD is set to false. (Ref 221856)