CME Gateway

7.18.30.5

Released: Mar 04, 2016 File Size: 0
Package Contents:
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Important Notes

CME 7.18.30 introduces support for:
  • Phase 2 Market Segment Gateway (MSGW) session configuration
  • Compliance with the new CME Order Routing and Front-End Audit Trail Requirements (Rule 536.B.) which are required by April 1, 2016.

Why Should I Upgrade?

Customers are required to upgrade to CME Gateway 7.18.30 by April 1, 2016 in order to ensure compliance with the new CME Order Routing and Front-End Audit Trail Requirements (Rule 536.B.). Note that there are additional enhancements necessary for users who utilize RFQ functionality via the TT CME Gateway. Further information on these requirements may be found here.

CME 7.18.30 introduces support for Market Segment Gateway (MSGW) Phase 2 sessions. Further information on configuring your CME Gateway for MSGW phase 2 may be found here.

System Requirements

Customers are required to upgrade to CME Gateway 7.18.30 by April 1, 2016 in order to ensure compliance with the new CME Order Routing and Front-End Audit Trail Requirements (Rule 536.B.). Note that there are additional enhancements necessary for users who utilize RFQ functionality via the TT CME Gateway. Further information on these requirements may be found here.

CME 7.18.30 introduces support for Market Segment Gateway (MSGW) Phase 2 sessions. Further information on configuring your CME Gateway for MSGW phase 2 may be found here.

Installation Notes

Installation Notes
  • When configuring a Phase 2 MSGW session, all orders on the associated iLink session (including FA orders, X_TRADER® API, TTAPI, Synthetic SE, Autospreader® SE and Algo SE orders) should be deleted or put on hold. If left working, these orders become unmanageable by the client while they are still working at the exchange and fills will also be dropped.
  • Configuration of both Phase 1 and Phase 2 MSGW connections simultaneously is not supported. Customers must choose to configure either Phase 1 sessions or Phase 2 sessions, but not both.

Enhancements

    1. Tag 11 value was added to the Execution Report in Audit Convert. (Ref 230871)

  1. Order Server
    1. CME 7.18.30 introduces support for Market Segment Gateway (MSGW) Phase 2 sessions. (Ref 231201)

    2. Added support for new format for CME Order Routing and Front-End Audit Trail Requirements (Rule 536.B.) which take effect April 1. (Ref 231492)

Fixes

 

Known Issues