HKEx Gateway

7.17.82.0

Released: Oct 28, 2016 File Size: 0
Package Contents:
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Important Notes

Why Should I Upgrade?

HKEX 7.17.82 addresses multiple issues encountered in the field.

System Requirements

HKEX 7.17.82 addresses multiple issues encountered in the field.

Installation Notes

NEW:Implemented a Gateway parameter which can be configured at the Member level and allows restriction of the deletion of AHT Inactivated orders.

The AllowInactiveDelete= parameter is defaulted to 1 (true).

Configuration options are as follows:
AllowInactiveDelete=0 --> The member is blocked from deleting AHT Inactivated Orders
AllowInactiveDelete=1 --> The member is permitted to delete AHT Inactivated Orders

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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
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.

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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

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Enabled customization of the ex_client_s value as follows:
If the TTUS exchange specific field, 'Exchange 4' is populated, that value will be sent as ex_client_s.

If the TTUS exchange specific field, 'Exchange 4' is not set (blank) and if the 'SendAccountNumber' parameter is set to True in hostinfo.cfg then the Account Number will be sent as ex_client_s.

If the TTUS exchange specific field, 'Exchange 4' is not set (blank) and the 'SendAccountNumber' parameter is set to False, then the default account type mapping in hostinfo.cfg file is used to populate ex_client_s.

This parameter may be configured in the hostinfo.cfg file as follows:

SendAccountNumber=0 or 1

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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
AllowInactiveDelete=1

Enhancements

  1. Order Server
    1. Added support for new Market States being introduced by the exchange for the new VCM functionality: PreOpen and TradingHalt. (Ref 232679)

    2. New configuration option AllowInactiveDelete added in hostinfo.cfg under member section. When AllowInactiveDelete=0, the member is blocked from deleting AHT Inactivated Orders. When AllowInactiveDelete=1 (default), the member is permitted to delete AHT Inactivated orders. (Ref 232765)

    3. Enabled customization of the ex_client_s value as follows: If the TTUS exchange specific field, 'Exchange 4' is populated, that will be sent as ex_client_s. If the TTUS exchange specific field, 'Exchange 4' is not set (blank) and if the 'SendAccountNumber' parameter is set to True in hostinfo.cfg then the Account Number will be sent as ex_client_s. If the TTUS exchange specific field, 'Exchange 4' is not set (blank) and the 'SendAccountNumber' parameter is set to False, then the default account type mapping in hostinfo.cfg file is used to populate ex_client_s. (Ref 232777)

Fixes

  1. Order Server
    1. GTDate order functionality now correctly uses calendar date rather than clearing date. (Ref 232807)

    2. Resolved an issue where day orders entered during the T session were being incorrectly rolled into the T+1 session when the AfterHourTrading=3 setting was enabled in the hostinfo.cfg. (Ref 232808)

Known Issues