CFE Gateway

7.17.3.7

Released: Aug 23, 2013 File Size: 66785520
Package Contents:
No notes available.

Important Notes

Prior to the upgrade to Gateways version 7.17.3, customers must ensure all client applications are upgraded to the following minimum versions:
  • TT User Setup 7.4.12
  • X_TRADER 7.11.4
  • X_RISK 7.11.4
  • FIX Adapter 7.7.x
  • TTAPI 7.2.x
  • X_TRADER API 7.7.x
  • Algo SE 7.3.x
  • Synthetic SE 7.3.x
  • Autospreader SE 7.3.x

Why Should I Upgrade?

7.17 gateways offer a number of enhancements, including:
  • The ability to shared account numbers amongst different proxy (TTORD) traders.
  • Operator ID field is used to populate the exchange credential to uniquely identify a user at the exchange. This field is passed directly to the exchange as tag 50. Earlier versions of TT gateways use either Username or Trader ID fields to pass the user information to the exchange. End users will also have an ability to change the Operator ID on all working orders while staying logged into the X_TRADER.
  • Pre-trade risk limits can be set up for each individual contract expiry of the same product. TT User Setup 7.17.10 is required to configure these limits.

System Requirements

7.17 gateways offer a number of enhancements, including:
  • The ability to shared account numbers amongst different proxy (TTORD) traders.
  • Operator ID field is used to populate the exchange credential to uniquely identify a user at the exchange. This field is passed directly to the exchange as tag 50. Earlier versions of TT gateways use either Username or Trader ID fields to pass the user information to the exchange. End users will also have an ability to change the Operator ID on all working orders while staying logged into the X_TRADER.
  • Pre-trade risk limits can be set up for each individual contract expiry of the same product. TT User Setup 7.17.10 is required to configure these limits.

Installation Notes

Upgrades from CFE Gateways version 7.14.x or prior are not supported. Customers must first upgrade to a CFE Gateway 7.15.x or 7.16.x before upgrading to 7.17.

Operator ID field must be populated by running Operator ID Assistant utility after the upgrade. Customers must obtain the Operator ID Assistant utility from their TAM. For further details about the utility, refer to the Help Library.

The ttchron.ini_master file has been updated to include a section to run the audit_convert.exe tool at 00:10. Customers wishing to automate the gateway audit file generation and archiving must manually add this section to the local ttchron.ini file.

[win32-auditconvert]
path=<INSTALLDIR>\bin\audit_convert.exe
schedule=TWRFB@00:10
args=<INSTALLDIR>\auditfiles
# By default the compressed .csv file will be archived to tt\Archday folder

Note that TTClean application can be configured to delete old CSV and CBA files.

Enhancements

  1. Common
    1. Audit log file names do not contain blank spaces any longer. (Ref 221071)

  2. Installation
    1. Fill Server roll over time can be configured for each day of the week. (Ref 208484)

  3. Order Server
    1. Fill Modification records are now recorded in the Audit file logs. (Ref 175427)

    2. TT User Setup Operator ID is recorded in the "Remaining Fields" in the audit file. (Ref 207596)

  4. Other
    1. Included and option to generate a separate Audit log file for each session configured on the Order Server. (Ref 201842)

  5. Price Server
    1. The contract name for spreads and strategies will now display correctly in the X_TRADERĀ® and X_RISK Audit Trail windows. (Ref 210193)

  6. Risk Limits
    1. Added support for pre-trade risk limits set up on a per contract basis. TT User Setup 7.17.10 is required to support this feature. (Ref 217446)

    2. All Wholesale OTC trades are now included in the account-based risk limits. (Ref 220525)

Fixes

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. 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. (Ref 221856)