HKEx Gateway

7.17.81.5

Released: Sep 15, 2016 File Size: 0
Package Contents:
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Important Notes

Why Should I Upgrade?

HKEX 7.17.81 addresses multiple issues encountered in the field.

System Requirements

HKEX 7.17.81 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
*NEW* AfterHourTrading=3 --> With this option, orders placed during T Session will behave as follows: GTD, FOK and FAK orders will be ATH inactivated and deleted at the end of T session; GTC and GTDate orders will persist into ATH. All orders placed in T+1 session are active during ATH.

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

*NEW* Implemented a new Hostinfo parameter at Member level to send TT Account Number in 'ex_client_x' field. If this parameter is set to true, the send the data populated in TT Account Number (FFT1) in ex_client_x. If this parameter is set to false (0 by default) or is not present then continue the current behavior that is to use the current account type mapping in hostinfo. This parameter may be configured in the hostinfo.cfg file as follows:

SendAccountNumber=0 or 1 The following is an example configuration with all new 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
SendAccountNumber=1

Enhancements

  1. Order Server
    1. Added a new parameter SendAccountNumber under the member section of hostinfo.cfg file. When SendAccountNumber=1, gateway will map the TT account number to the exchange API field, ex_client_s. If this parameter is not present or is not set to 1, then ex_client_s is set based on the account code mapping in the hostinfo.cfg file. (Ref 232617)

    2. Added a new option to the AfterHourTrading parameter, available for configuration in hostinfo.cfg. When AfterHourTrading=3, orders placed during T Session will behave as follows: GTD, FOK and FAK orders will be ATH inactivated and deleted at the end of T session; GTC and GTDate orders will persist into ATH. All orders placed in T+1 session are active during ATH. (Ref 232644)

Fixes

  1. Order Server
    1. AHT Order Inactivation (BO5 with change reason 52) for GTD orders is now handled correctly. (Ref 232569)

    2. GTC orders that are inactivated during After Hours Trading are no longer incorrectly deleted upon inactivation. (Ref 232682)

Known Issues