HKEx Gateway

7.17.80.2

Released: Aug 10, 2016 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

HKEX 7.17.80 addresses multiple issues encountered in the field.

System Requirements

HKEX 7.17.80 addresses multiple issues encountered in the field.

Installation Notes

Added functionality to the AfterHourTrading= parameter to allow customization of the activation/deactivation of GTC orders between T and T+1 sessions. The AfterHourTrading= parameter is set at the Member level and may be configured in the hostinfo.cfg file as follows:

The AfterHourTrading= parameter is defaulted to 0 (false).

Additional configuration options are as follows:
AfterHourTrading=0 --> T+1 flag not set. T+1 order entry is NOT allowed and any unfilled, un-cancelled GTD orders placed in the T session will NOT work in the T+1 session
AfterHourTrading=1 --> T+1 flag is set. Order entry is allowed in T+1 and any unfilled, un-cancelled GTD orders placed in the T session will work in the T+1 session
AfterHourTrading=2 --> T+1 flag is not set for orders placed in T session and is set for orders placed in T+1 session. Order entry is allowed in T+1 but unfilled/un-cancelled GTD orders placed in the T session are not rolled to the T+1 session

Implemented a Gateway parameter which can be configured at the Member level, to disable GTC and GTDate order submission for users under that membership. This parameter is set at the Member level and may be configured in the hostinfo.cfg file as follows:

disableGTC/GTDate=1

The following is an example configuration with both parameters configured:

[MEMBER_HKEX1]
Member=example
AccessIP=x.x.x.x
AccessPort=xxxxx
AccessIPSecondary=x.x.x.x
AccessPortSecondary=xxxxx
AccountCodeMapping=example
# 0: Disabled. 1: Enabled
AfterHourTrading=2
EnableSendRecvLog=1
disableGTC_GTDate=1

Enhancements

  1. Order Server
    1. Added functionality to the AfterHourTrading= parameter to allow customization of the activation/deactivation of GTC orders between T and T+1 sessions. For information on configuration of this parameter, please see the Installation Notes. (Ref 231960)

    2. Implemented a Gateway parameter which can be configured at the Member level,to disable GTC and GTDate order submission for users under that membership. For information on configuration of this parameter, please see the Installation Notes. (Ref 232259)

  2. Price Server
    1. Before the start of evening trading, products that are traded overnight go into AHT_PRE_MKT_ACT state. Previously, the gateway mapped this to the PRE-OPEN state. This state will now be displayed as PRE-TRADE. (Ref 229942)

    2. When a HKEx Tailor Made Combination (TMC) Strategy invalidated by the Exchange, the contract status will now display as N/A. (Ref 231936)

Fixes

  1. Order Server
    1. The HKEx gateway will now reject orders when the Account Type does not match one of the available Account Types defined in the gateway's hostinfo.cfg. (Ref 232430)

    2. Resolved an issue where Spreads and Strategy orders were being improperly rejected in the T+1 session. (Ref 232547)

  2. Orders
    1. Resolved an issue where a Market To Limit (MTL) order that has been converted to a Limit order could no longer be modified to a different price. (Ref 226134)

  3. Price Server
    1. Corrected an issue resulting in incorrect ticking for Sector Index Futures. (Ref 232075)

Known Issues