CME Gateway

7.18.32.4

Released: Jun 17, 2016 File Size: 0
Package Contents:
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Important Notes

CME 7.18.32 introduces support for CME MSGW failover, as well as corrects issues found in the field.

Why Should I Upgrade?

This release introduces support for MSGW failover functionality.

In order to ensure continued compliance with the CME Order Routing and Front-End Audit Trail Requirements (Rule 536.B.), customers should upgrade to CME Gateway 7.18.32.

System Requirements

This release introduces support for MSGW failover functionality.

In order to ensure continued compliance with the CME Order Routing and Front-End Audit Trail Requirements (Rule 536.B.), customers should upgrade to CME Gateway 7.18.32.

Installation Notes

TT recommends that customers implement the following setting in the cme(flavor)hostinfo.cfg to throttle logon attempts in case of MSGW disconnect. This setting is configurable, and on a new install is set to 15 seconds, which is TT's recommendation:

[server_settings]
ReconnectInterval=15

Enhancements

  1. Configuration
    1. Removed legacy phase 1 MSGW configuration from the CME-MSGWs.cfg file. (Ref 231910)

  2. Order Server
    1. Implemented support for failover of MSGW sessions to backup IP addesses specified by the exchange. (Ref 231958)

  3. Price Server
    1. Implemented new MDP 3.0 SBE schema files which will go into production beginning on September 25th, 2016. These files are backward compatible with the current implementation. (Ref 232363)

Fixes

  1. Order Server
    1. Corrected the timestamp formatting in the CME Audit File to follow the UTC format (YYYYMMDD-HH:MM:SS.sss) required by the exchange. (Ref 232365)

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

Known Issues