TOCOM Gateway

7.18.4.5 (win64)

Released: Sep 16, 2016 File Size: 0
Package Contents:
No notes available.

Important Notes

TOCOM 7.18.4 supports the Next J-GATE API upgrade occurring in Production on September 20th, 2016.

Why Should I Upgrade?

TOCOM 7.18.4 supports the Next J-GATE API upgrade occurring in Production on September 20th, 2016. All customers must upgrade to this package after the close on Friday, September 16th, and prior to the start of trading on Tuesday, September 20th.

Some of the major differences in this version include:
  • The new TT TOCOM Gateway requires a 64 Bit Operating System, for example Windows Server 2008, 64-Bit.
  • The TOCOM 7.18.Gateway requires a combination of the ITCH and OM price feeds to deliver market data. Please see the TT TOCOM Migration Guide for details on configuration
  • Introduces the new Mini Gold-Mini Plat (SCO: Spread) product
  • TOCOM is extending trading hours as follows:
    • Day Session will begin at 08:45 and end at 15:15
    • Night Session will be begin at 16:30 and end at 05:30am (Night Session for Rubber(RSS3) ends at 19:00. No change)
  • Fill Server Rollover time will now occur at 16:03
  • Exchange timestamp changes from JST to UTC (GMT): Exch Time and Exch Date columns in Fill Window will now in UTC (GMT)
  • Introduces Closing Auction (Ita awase) for Futures and Options
  • Introduces Opening Auction (Ita awase) for SCO (Spread) : no Closing Auction is held
  • Deprecates support for Native Stop orders: Customers must now utilize Synthetic Strategy Engine (SSE) for Stop Order functionality
  • Contract name format change: from contract month to a date specified by the exchange as below. Some products will display prior or following month to the contract month.
    • Last Trading Date - Products with Delivery Settlement
    • SQ Date - Products with Making-Up Settlement and Gold Option
    • Fixed Date (2079/12/31) - Gold Daily Futures
    • E.g. CRUD is cash settled (making-up) and SQ date is the first business day of the following month. Jan17 contract is currently displayed as ?2017/01? and changed to 01Feb17 after migration.
  • Sub-Account in FFT3 is no longer required: Risk Account changes to Account#
  • Introduces Non-Cancellation Period
    • Change and cancel are restricted by the exchange for one minute before auction matching except Closing Auction at day session end.
  • Tailor Made Combination (TMC) is now available under Strategy: available for Gold Option. (available ratio is one due to the exchange limitation)
For additional information on the impact of the TOCOM Next J-GATE API upgrade on TT TOCOM Gateway 7.18.4, please see the TT TOCOM Migration Guide.

System Requirements

TOCOM 7.18.4 supports the Next J-GATE API upgrade occurring in Production on September 20th, 2016. All customers must upgrade to this package after the close on Friday, September 16th, and prior to the start of trading on Tuesday, September 20th.

Some of the major differences in this version include:
  • The new TT TOCOM Gateway requires a 64 Bit Operating System, for example Windows Server 2008, 64-Bit.
  • The TOCOM 7.18.Gateway requires a combination of the ITCH and OM price feeds to deliver market data. Please see the TT TOCOM Migration Guide for details on configuration
  • Introduces the new Mini Gold-Mini Plat (SCO: Spread) product
  • TOCOM is extending trading hours as follows:
    • Day Session will begin at 08:45 and end at 15:15
    • Night Session will be begin at 16:30 and end at 05:30am (Night Session for Rubber(RSS3) ends at 19:00. No change)
  • Fill Server Rollover time will now occur at 16:03
  • Exchange timestamp changes from JST to UTC (GMT): Exch Time and Exch Date columns in Fill Window will now in UTC (GMT)
  • Introduces Closing Auction (Ita awase) for Futures and Options
  • Introduces Opening Auction (Ita awase) for SCO (Spread) : no Closing Auction is held
  • Deprecates support for Native Stop orders: Customers must now utilize Synthetic Strategy Engine (SSE) for Stop Order functionality
  • Contract name format change: from contract month to a date specified by the exchange as below. Some products will display prior or following month to the contract month.
    • Last Trading Date - Products with Delivery Settlement
    • SQ Date - Products with Making-Up Settlement and Gold Option
    • Fixed Date (2079/12/31) - Gold Daily Futures
    • E.g. CRUD is cash settled (making-up) and SQ date is the first business day of the following month. Jan17 contract is currently displayed as ?2017/01? and changed to 01Feb17 after migration.
  • Sub-Account in FFT3 is no longer required: Risk Account changes to Account#
  • Introduces Non-Cancellation Period
    • Change and cancel are restricted by the exchange for one minute before auction matching except Closing Auction at day session end.
  • Tailor Made Combination (TMC) is now available under Strategy: available for Gold Option. (available ratio is one due to the exchange limitation)
For additional information on the impact of the TOCOM Next J-GATE API upgrade on TT TOCOM Gateway 7.18.4, please see the TT TOCOM Migration Guide.

Installation Notes

Note the following requirements when installing the TT TOCOM 7.18.4 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.x to this production released version will overwrite all config files. Any customer performing an upgrade on a server which previously had 7.18.x 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, September 16th.

NOTE: TT strongly recommends that users delete all synthetic orders as well, as they will become unmanaged after the upgrade.

Enhancements

Fixes

Known Issues

    1. Volume is currently not being carried over from the Night session. (Ref 232728)