TT SIM™

7.17.60.1

Released: Dec 18, 2015 File Size: 0
Package Contents:
No notes available.

Important Notes

This release includes the Aggregator, providing for the presentation and trading of like contracts on one trading interface, MD Trader. It is strongly recommended that you use the Aggregator in simulation before live usage. Please refer to Algo SE Release Notes for more details on the Aggregator. Some features of the Aggregator include:
  • Aggregator MD Trader: Aggregator MD Trader® aggregates the markets of multiple instruments into a single market. Additional columns can be exposed on the Aggregator MD Trader® to show the separate markets of each individual leg.
  • Smart order routing: The Aggregator will allocate the user's desired quantity across the leg instruments to achieve the optimal price, using the user-specified configurations.
  • Re-balance: Once the orders have been allocated across the leg instruments, the Aggregator will continuously monitor all leg markets for liquidity that is immediately available for taking. On detection, the Aggregator will re-allocate resting orders to consume the liquidity, using the user-specified configurations.
  • Autospreader with an Aggregator leg: Configure an Autospreader® that has one or more legs set to use an Aggregator. The Autospreader® logic will treat the Aggregator leg as if it were a regular outright leg.

Why Should I Upgrade?

TT SIM 7.17.60 adds support for a new field "Settlement Price Units" which exists on the BVMF exchange.

System Requirements

TT SIM 7.17.60 adds support for a new field "Settlement Price Units" which exists on the BVMF exchange.

Installation Notes

This version of TT SIM requires:
  • X_TRADER 7.17.0 or higher
  • Guardian 7.17.0 or higher
  • Enhancements

      1. Added support in TT SIM for a new field "Settlement Price Units" which exists on the BVMF exchange. (Ref 231781)

    Fixes

    Known Issues