CME Gateway

7.18.20.1

Released: Jan 19, 2016 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?

CME 7.18.20 resolves issues reported in the field, including incorrect Volume at Price (VAP).

System Requirements

CME 7.18.20 resolves issues reported in the field, including incorrect Volume at Price (VAP).

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

Fixes

  1. Logging
    1. Corrected a ticking issue with strategies on the OZR contract. (Ref 231674)

  2. Price Server
    1. Resolved an issue which resulted in incorrect Settlement price display for some contracts. (Ref 231824)

    2. Resolved an issue which resulted in incorrect Volume at Price (VAP) on Mondays. (Ref 231921)

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)