OSE Gateway

7.18.1.1 (win64)

Released: Jul 18, 2016 File Size: 0
Package Contents:
No notes available.

Important Notes

OSE 7.18.1 resolves a critical issue which may result in missing fills. TT strongly recommends all customers upgrade to this version as soon as possible.

Why Should I Upgrade?

OSE 7.18.1 resolves a critical issue which may result in missing fills. TT strongly recommends all customers upgrade to this version as soon as possible.

OSE 7.18.0 and higher support the Next J-GATE API upgrade occurring in Production on Tuesday, July 19th, 2016. All customers must upgrade to this package after the close on Friday, July 15th, and prior to the start of trading on Tuesday, July 19th.

Some of the major differences in this version include:
  • The new TT OSE Gateway requires a 64 Bit Operating System, for example Windows Server 2008, 64-Bit.
  • The OSE 7.18.Gateway requires a combination of the ITCH and OM price feeds to deliver market data. Please see the TT OSE Migration Guide for details on configuration and requirements.
  • TTChron changes to support OSE?s extended trading hours as follows:
    • Day Session of Index Futures will begin at 8:45 AM.
    • Night Session will be extended to 5:30 AM.
  • Introduction of a Night Session for the Nikkei VI Futures from 16:30 to 19:00.
  • TT Gateways will now initialize at 7am and shutdown will be 6am by default.
For additional information on the impact of the OSE Next J-GATE API upgrade on TT OSE Gateway 7.18.0, please see the TT OSE Migration Guide.

System Requirements

OSE 7.18.1 resolves a critical issue which may result in missing fills. TT strongly recommends all customers upgrade to this version as soon as possible.

OSE 7.18.0 and higher support the Next J-GATE API upgrade occurring in Production on Tuesday, July 19th, 2016. All customers must upgrade to this package after the close on Friday, July 15th, and prior to the start of trading on Tuesday, July 19th.

Some of the major differences in this version include:
  • The new TT OSE Gateway requires a 64 Bit Operating System, for example Windows Server 2008, 64-Bit.
  • The OSE 7.18.Gateway requires a combination of the ITCH and OM price feeds to deliver market data. Please see the TT OSE Migration Guide for details on configuration and requirements.
  • TTChron changes to support OSE?s extended trading hours as follows:
    • Day Session of Index Futures will begin at 8:45 AM.
    • Night Session will be extended to 5:30 AM.
  • Introduction of a Night Session for the Nikkei VI Futures from 16:30 to 19:00.
  • TT Gateways will now initialize at 7am and shutdown will be 6am by default.
For additional information on the impact of the OSE Next J-GATE API upgrade on TT OSE Gateway 7.18.0, please see the TT OSE Migration Guide.

Installation Notes

Note the following requirement when upgrading from a 7.17 or 7.18.0 gateway to 7.18.1:
  • The following files must be deleted prior to upgrading from a 7.17 or 7.18.0 gateway to 7.18.1: tt\datfiles\OSE-*FillSeqStore.dat

Note the following requirements when installing the TT OSE 7.18.0 Gateway:
  • A clean install, or uninstall/reinstall, is required since the architecture is moving from 32 to 64 bit.
  • An upgrade from any version of 7.18.0.x to this production released version will overwrite all config files. Any customer performing an upgrade on a server which previously had 7.18.0 installed is advised to back-up the config files and re-use them, or modify as necessary.
  • As a component of this migration, the exchange will delete all working orders at the end of trading on Friday, July 15th.
  • NOTE: TT strongly recommends that users delete all synthetic orders as well, as they will become unmanaged after the upgrade.

Enhancements

 

Fixes

  1. Order Server
    1. Resolved an issue with incorrect price precision on the Nikkei VI instrument which had resulted in an inability to place trades. (Ref 232467)

    2. Resolved an issue where fills would be missed if received when the Order Server was down. (Ref 232500)

  2. Prices
    1. Resolved an issue related to ticking on Weekly Nikkei 225 Options. (Ref 232505)

Known Issues

  • The intraday restart of an OSE 7.18.0 Price Server for any reason will require an extended amount of time for recovery. In order to minimize recovery time in the event of a Price Server disconnection, TT recommends the configuration of OSE Price Servers in a failover pair.
  • The TT OSE 7.18.0 Gateway does not support exchange specific functionality on orders triggered in Closing Auction.
  • In X_TRADER®, the Good in Session (GIS) order type is listed, however is not supported by the exchange. Orders submitted as GIS will be rejected.
  • Price Reasonability is incorrectly using Settlement Price during Auction instead of Indicative price.
  • Fill prices on Instruments with reduced tick pricing may display incorrectly in the Fill Window, however, the fill price in the Orders and Fills Window is displayed correctly. This issue will be corrected in the near future.