NYSE Liffe Gateway

7.17.81.3

Released: May 31, 2016 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

The NYSE Liffe 7.17.81 Gateway gateway adds supports for the new Euronext Request for Cross (RFC) trading facility which will be available on June 30th. In order to utilize this functionality, customers must also install X_TRADERĀ® 7.17.65. For additional information from the exchange on the new RFC offering, please see the exchange Info Flash here.

In addition, NYSE Liffe 7.17.81 adds support for access to standing data transmission via a proxy configuration.

System Requirements

The NYSE Liffe 7.17.81 Gateway gateway adds supports for the new Euronext Request for Cross (RFC) trading facility which will be available on June 30th. In order to utilize this functionality, customers must also install X_TRADERĀ® 7.17.65. For additional information from the exchange on the new RFC offering, please see the exchange Info Flash here.

In addition, NYSE Liffe 7.17.81 adds support for access to standing data transmission via a proxy configuration.

Installation Notes

If necessary, customers who require the functionality should manually add the following parameter in order to access standing data from the exchange over ftp via a proxy server.

Standingdataproxysrvr=(IP and Port of the FTP proxy server)
StandingDataServer=ftp.data.euronext.com
StandingDataUser=(Username provided by exchange)
StandingDataPass=(password provided by exchange)

Enhancements

  1. Price Server
    1. Added support for accessing exchange ftp server for standing data via a proxy configuration. See Installation Notes for details. (Ref 232304)

  2. Wholesale Trades
    1. Added support for the new Request for Cross functionality being introduced by Euronext on June 30, 2016. (Ref 232271)

Fixes

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

Known Issues

  1. Should a submitted RFC be crossed during the improvement period, a stale RFC order may result in the Order Book. For example, should one leg of the RFC be filled during the improvement period, a stale order may result for the remainder of the spread.

    Any stale RFC orders will be removed at the next Order Server restart. Any resultant stale RFC orders cannot be filled, and will not interfere with subsequent placement of RFC's.