LME Gateway

7.17.77.2

Released: May 19, 2016 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

LME Gateway 7.17.77 supports valuation prices for spreads. Refer to the release notes below for further details.

System Requirements

LME Gateway 7.17.77 supports valuation prices for spreads. Refer to the release notes below for further details.

Installation Notes

Enhancements

    1. Added support for valuation prices for LME carries(spreads). These prices will be displayed in the Indicative Settlement column in Market Grid. In instances where floor closing prices are not disseminated by the exchange, valuation prices will not be calculated. (Ref 232125)

Fixes

  1. Risk Limits
    1. Resolved an issue with Price Reasonability during some market states. (Ref 231738)

Known Issues

  1. Price Server
    1. The Price Server erroneously logs an ERROR message: "Trying to process off-tick price". (Ref 174047)

  2. SOD
    1. issue where Start of Day(SOD) records were not handled properly when the same prompt day spans 3M contracts across multiple business days. (Ref 228206)