LSE Gateway

7.18.27.1

Released: Dec 22, 2017 File Size: 0
Package Contents:
No notes available.

Important Notes

LSE Gateway 7.18.26 is released to resolve issues encountered in the field as well as to enhance support for MiFID II.

Why Should I Upgrade?

LSE Gateway 7.18.26 supports MiFID II Compliance. For details on Customer Defaults and Algo Defaults as well as MiFID related updates, please refer to X_TRADER® Support for MiFID II.

This release also introduces support for Duplicate Order Check functionality, which may be enabled via TT User Setup. When enabled, This check triggers an order rejection for an order with the same instrument and price as another order submitted on the same account/account group that has exceeded the configurable threshold of duplicate orders allowed over a rolling window of 1 second. Additional details on this functionality may be found Here.

System Requirements

LSE Gateway 7.18.26 supports MiFID II Compliance. For details on Customer Defaults and Algo Defaults as well as MiFID related updates, please refer to X_TRADER® Support for MiFID II.

This release also introduces support for Duplicate Order Check functionality, which may be enabled via TT User Setup. When enabled, This check triggers an order rejection for an order with the same instrument and price as another order submitted on the same account/account group that has exceeded the configurable threshold of duplicate orders allowed over a rolling window of 1 second. Additional details on this functionality may be found Here.

Installation Notes

Values required when submitting orders to LSE and IDEM for MiFID II compliance may now be set in Customer Defaults using X_TRADER® 7.17.80 and TT User Setup 7.17.84 or higher. For details on configuring the appropriate values in Customer Defaults, please refer to X_TRADER® Support for MiFID II.

Full details on required fields by exchange may be found here.

Enhancements

  1. Order Server
    1. Enhanced the Order Server so that MiFID values submitted by the client on Change or Cancel/Replace orders will be more accurately reflected in the Execution Report when these values are not supported by the exchange for these order types (Ref 234311)

    2. Added support for duplicate order rejection. User Setup administrators can now prevent more than a specified number of duplicate orders from being executed within a single rolling second, on a specified Gateway flavor. (Ref 234502)

Fixes

  1. Order Server
    1. Resolved an issue which could result in incorrect Exchange Time reported in the Audit File (Ref 234381)

  2. Price Server
    1. Resolved an issue with Indicative Open price precision which could result in a client application crash (Ref 234511)

Known Issues