SGX Gateway

7.18.6.3

Released: Aug 17, 2017 File Size: 0
Package Contents:
No notes available.

Important Notes

TT SGX Gateway 7.18.6 is released to support the new Trade at Index Close (TAIC) products which launch on August 21, 2017.

Why Should I Upgrade?

TT SGX Gateway 7.18.6 is released to support the new Trade at Index Close (TAIC) products which launch on August 21, 2017. Additional information from the exchange on TAIC products and functionality may be found here.

Please note that, for TAIC products, the initial trade will be converted to a trade in reference product after the close and the final price will be calculated as closing index value + delta. The TT SGX Gateway will not receive the final trade price after the close. Customers will need to determine the final trade pricing in their Back Office outside of X_TRADER.

System Requirements

TT SGX Gateway 7.18.6 is released to support the new Trade at Index Close (TAIC) products which launch on August 21, 2017. Additional information from the exchange on TAIC products and functionality may be found here.

Please note that, for TAIC products, the initial trade will be converted to a trade in reference product after the close and the final price will be calculated as closing index value + delta. The TT SGX Gateway will not receive the final trade price after the close. Customers will need to determine the final trade pricing in their Back Office outside of X_TRADER.

Installation Notes

Enhancements

  1. Price Server
    1. Introduced support of Trade at Index Close (TAIC) products on the Price Server (Ref 233805)

Fixes

  1. Order Server
    1. Resolved an issue which could result in an erroneous Price Reasonability reject (Ref 233817)

  2. Price Server
    1. Resolved an issue which could sometimes result in an erroneous negative close price (Ref 233734)

Known Issues