ICE Gateway

7.17.76.4

Released: Oct 14, 2015 File Size: 0
Package Contents:
No notes available.

Important Notes

As of the October 26 trade date, ICE will modify their reference data for a set of products such that currency values will be sent as GBX and USX rather than GBP and USD. ICE Gateway(s) must be upgraded to handle the new reference data.

Why Should I Upgrade?

As of the October 26 trade date, ICE will modify their reference data for a set of products such that currency values will be sent as GBX and USX rather than GBP and USD. ICE Gateway(s) must be upgraded to handle the new reference data. If ICE Gateways are not upgraded, credit risk checking will not be properly calculated as P/L will be listed as N/A for the impacted contracts.

This upgrade also resolves an issue with YG, RPT, and RPM contracts where the settlement prices are displaying incorrectly (e.g., 998.550 vs. 99.8550).

Customers should be aware of potential X_TRADER® impact for users on versions prior to 7.17.50: X_TRADER® versions prior to 7.17.50 will display a blank Net Change for all products that have different price precision for the traded price and the settlement price. A list of these products is attached to this Advisory. Note: Risk limits are not affected by the display of a blank Net Change.

System Requirements

As of the October 26 trade date, ICE will modify their reference data for a set of products such that currency values will be sent as GBX and USX rather than GBP and USD. ICE Gateway(s) must be upgraded to handle the new reference data. If ICE Gateways are not upgraded, credit risk checking will not be properly calculated as P/L will be listed as N/A for the impacted contracts.

This upgrade also resolves an issue with YG, RPT, and RPM contracts where the settlement prices are displaying incorrectly (e.g., 998.550 vs. 99.8550).

Customers should be aware of potential X_TRADER® impact for users on versions prior to 7.17.50: X_TRADER® versions prior to 7.17.50 will display a blank Net Change for all products that have different price precision for the traded price and the settlement price. A list of these products is attached to this Advisory. Note: Risk limits are not affected by the display of a blank Net Change.

Installation Notes

X_TRADER 7.17.50 or higher should be used with ICE Gateway 7.17.75 or higher in order to correctly calculate Net Change for products that have different price precision for traded price and settlement price.

Enhancements

  1. Price Server
    1. Support for Volume in PreOpen Price Indicator. ICE is adding a IndQty, which will map to the 'IndQty' field in X_TRADER. (Ref 231084)

    2. Price server change to support the ICE Currency Code changing from GBP/USD to GBX/USX. (Ref 231469)

    3. Markettype ID 138 added to default hostinfo.cfg as well as to multicastgroups.cfg file to support the launch of World Cotton Futures contract. (Ref 231597)

  2. TTChron
    1. Modified the default ICE ttchron schedule based on the updated ICE maintenance window. (Ref 231481)

Fixes

 

Known Issues