SFE Gateway

7.18.6.5

Released: Mar 24, 2017 File Size: 0
Package Contents:
No notes available.

Important Notes

The SFE 7.18.6 Gateway is released to address issues encountered in the production environment. Customers are strongly encouraged to upgrade to this release as soon as possible.

Why Should I Upgrade?

The SFE 7.18.6 Gateway is released to address issues encountered in the production environment. Customers are strongly encouraged to upgrade to this release as soon as possible.

System Requirements

The SFE 7.18.6 Gateway is released to address issues encountered in the production environment. Customers are strongly encouraged to upgrade to this release as soon as possible.

Installation Notes

Note: On an upgrade, all multicastgroups.cfg files are overwritten with the default. If you have modified the config, please back it up and replace after the upgrade.

We have added a configurable option (EnableExternalOrderFiltering=true or false) to the hostinfo.cfg which enables the gateway to properly determine when to drop unsolicited orders. NOTE: The old parameter, EnableSOGFiltering, should be removed if it was previously put in place.

This setting is on by default whether or not the parameter is present, and may be configured as follows:

Example:
[OrderServer]
ReconnectInterval=20
#EnableExternalOrderFiltering=true

TT recommends that customers who utilize ASX Shared Order Group (SOG) functionality do not disable this parameter.

Note on GTC Orders between Sessions:
GTC orders that persist across sessions will be removed from the book until they are restated at the start of Pre-Open the following session.

Please note that GTC orders which have been externally modified (i.e. by an another user outside of X_TRADER) will continue to display between sessions.

TT will release a patch in the future to modify this behavior so that all GTCs are consistently visible in the book between sessions.

Enhancements

 

Fixes

  1. Order Server
    1. Resolved an issue which could result in missing Spread leg fills. (Ref 233278)

    2. Added support for deletions and order modifications made by users outside of X_TRADER® using an exchange Shared Order Group (SOG). (Ref 233280)

  2. Price Server
    1. Resolved an issue which would sometimes result in missing RFQs in the Quote Audit Trail (Ref 233282)

Known Issues