Autospreader® Strategy Engine

7.17.65.10 (win64)

Released: May 27, 2016 File Size: 0
Package Contents:
No notes available.

Important Notes

  • This release includes a new ImpliedConfig.cfg file. No action is required if you are using X_TRADER® 7.17.35 or higher in conjunction. Otherwise, please make sure that the same copy of the ImpliedConfig.cfg is placed in [c:\tt\config\] folder on both Autospreader® SE and X_TRADER.
  • This release includes enhancements necessary to comply with Eurex Algo Labeling Requirements.
  • This release minimally requires Windows Server 2008, Server Pack 2, 64-bit. If you are upgrading from a 32-bit version of Autospreader® SE to a 64-bit version of Autospreader® SE, you must completely uninstall all TT software including Autospreader® SE, Guardian, and TTM before upgrading.
  • Autospreader features that were removed from X_TRADER® 7.17 will not be supported when spreads are launched from non 7.17 versions of X_TRADER®, e.g., X_TRADER® 7.12.x to Autospreader® SE 7.17.x. Please refer to Autospreader Features and Parameter Changes in X_TRADER® 7.17 for more details.
  • Why Should I Upgrade?

    This version of Autospreader® Strategy Engine (Autospreader SE) includes critical fixes for issues discovered in the fleld - please see Fixes section for details.

    System Requirements

    This version of Autospreader® Strategy Engine (Autospreader SE) includes critical fixes for issues discovered in the fleld - please see Fixes section for details.

    Installation Notes

    1. Autospreader SE must connect to non-coalesced price servers only. TT requires all customer sites to complete a pre-installation impact analysis and network optimization before installing Autospreader® SE.
    2. TT Technical Account Managers (TAMs) will work with customers to review and optimize their TT environments in order to maximize the benefits of the Autospreader® SE architecture. TAMs will be responsible for installing and configuring Autospreader® SE, as it will not be available for download on the Customer Portal.

    Enhancements

      1. Improved the logic for determining the hedge price for Autospreader® SE orders with more than two legs. When a quoting order is filled, Autospreader® SE will now calculate hedge prices for the remaining legs based on current market conditions to achieve the spread price. (Ref 224661)

    Fixes

      1. Fixed a rare issue where Autospreader® SE can crash when a hedge rule is deactivated for a filled Sniper leg order. (Ref 231842)

      2. Fixed a rare issue where Autospreader® SE can crash when a spread is launched by both X_TRADER® and TTAPI. (Ref 231917)

      3. Fixed an issue where the Aggregator leg of an Autospreader® SE Reload order does not submit another order after being filled. (Ref 231974)

      4. Fixed an issue where Autospreader® SE has a stale Settle price for Net Change spreads. (Ref 232080)

    Known Issues