NYSE Liffe Gateway

7.18.2.2

Released: Jul 07, 2017 File Size: 0
Package Contents:
No notes available.

Important Notes

TT NYSE Liffe Gateway 7.18.2 is released to support Euronext Optiq mock trading in the production environment occurring on July 8th.

NOTE: This version should not be used during normal trading hours until Optiq is designated as the primary market data feed by Euronext on a to be determined date.

Why Should I Upgrade?

TT NYSE Liffe Gateway 7.18.2 is released to support Euronext Optiq mock trading in the production environment occurring on July 8th.

NOTE: This version should not be used during normal trading hours until Optiq is designated as the primary market data feed by Euronext on a to be determined date.

System Requirements

TT NYSE Liffe Gateway 7.18.2 is released to support Euronext Optiq mock trading in the production environment occurring on July 8th.

NOTE: This version should not be used during normal trading hours until Optiq is designated as the primary market data feed by Euronext on a to be determined date.

Installation Notes

Standing data, including multicast information, is now retrieved via the Euronext File Services (EFS) mechanism rather than via FTP as in previous versions. Customer administrators should request EFS sessions via the Euronext Optiq portal at https://connect2.euronext.com

Without access to EFS, the Price Server will not start up successfully. Gateways that will run the NYSE Liffe Price Server must have access to https://efs.euronext.com over the Internet.

This is configured in hostinfo.cfg as follows:

[PriceServer]
standingdataserver=https://efs.euronext.com/
standingdatauser=obtained from exchange
standingdatapass=obtained from exchange
standingdataenvironment=Production

NOTE FOR MOCK TRADING: During the mock session, the required Standing Data file which references that day's date will not be available for download on the exchange EFS site. The gateway will look for a file with the current date, but exchange does not publish the required file on weekends. In order to ensure a successful startup, customers must take the following steps:

1. Using Production EFS credentials, log into the Euronext EFS site from a browser at: https://efs.euronext.com/
2. Locate the required files with the previous day's date via the following paths:
- OptiqMDG/Production/Futures/Current
- OptiqMDG/Production/Options/Current
- OptiqMDG/Production/Commodities/Current
3. In each folder, locate the correct file with the previous day's trading date. For example:
- OptiqMDG_Production_DerivativesStandingDataFile_Futures_20170707.xml
4. Once the files have been located, download and save them to the tt/datfiles directory, and rename them, removing the date as follows:
- OptiqMDG_Production_DerivativesStandingDataFile_Futures.xml
- OptiqMDG_Production_DerivativesStandingDataFile_Options.xml
- OptiqMDG_Production_DerivativesStandingDataFile_Commodities.xml
5. Add the following parameter to the hostinfo.cfg under the price server section:
- ignorefiledownload=all
6. Once the mock is complete, please remove or comment out the ignorefiledownload=all parameter

Enhancements

  1. Price Server
    1. Removed incorrect error logging from the Price Server log (Ref 233533)

Fixes

  1. Price Server
    1. Resolved an issue which led to Bid/Ask always being displayed as 1 (Ref 233515)

    2. Resolved an issue which resulted in the display of incorrect Settlement prices (Ref 233530)

    3. Corrected discrepancies between products and point values between 7.17 and 7.18. (Ref 233568)

    4. Resolved an issue with ticking which affected some Options contracts (Ref 233570)

Known Issues