CME Gateway

7.18.15.6

Released: Oct 23, 2015 File Size: 0
Package Contents:
No notes available.

Important Notes

CME 7.18 supports MDP 3.0. This protocol replaces FAST compression and implements Simple Binary Encoding (SBE).

Why Should I Upgrade?

This release resolves multiple issues reported in the field, including an issue where some products were not dynamically added when received after startup.

System Requirements

This release resolves multiple issues reported in the field, including an issue where some products were not dynamically added when received after startup.

Installation Notes

The following market data channels have been deprecated.
  1. KCBT_FAST_FUTURES
  2. KCBT_FAST_OPTIONS
  3. INTER_EXCHANGE_SPREADS

Customers upgrading from prior versions of the TT CME Gateway must remove these channels from the hostinfo.cfg or the TT price server will not start.

Enhancements

    1. Fixed an issue with caused blank Tag 50 values for Administrators. Now, if an administrator deletes orders and the Operator ID is blank, SenderSubID is used in Tag 50. (Ref 231052)

    2. Added Agricultural TAS products to the default MSGW.cfg. The list includes the following products: SBT,ZLT,ZMT,ZCT,ZWT,KET,LET,GFT,HET. (Ref 231585)

  1. Order Server
    1. CME gateway now provides OperatorID values to the connected client applications. FIX Adapter tag 57 will contain these values. (Ref 231384)

Fixes

    1. Fixed an issue where Order Server would shutdown when a product is added intra-day. (Ref 231586)

    2. Fixed an issue where Price Server would remain in initialization state on Sunday startup when waiting for product download on channels that were not published. Channels that are published after the initial product download will now be processed on the incremental feed. (Ref 231617)

    3. Added support for new MDP 3.0 Schema file. The new schema file is currently supported in CME New Release Certification environment. Support for the new schema file in production will begin on December 6th 2015. (Ref 231665)

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)