CME Gateway

7.18.38.3

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

Important Notes

CME Gateway 7.18.38 is released to support Duplicate Order Check functionality as well as support for internal logging of MiFID II tag submission.

Why Should I Upgrade?

CME Gateway 7.18.38 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.

In addition, customers have the option to send tags specific to MiFID II to the CME Gateway. These values will not be routed to the exchange, however they will be logged to the gateway Audit File, as well as sent to Back Office FIX Adapters as applicable. For details on MiFID II client application support, including Customer Defaults and Algo Defaults, please refer to X_TRADERĀ® Support for MiFID II.

System Requirements

CME Gateway 7.18.38 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.

In addition, customers have the option to send tags specific to MiFID II to the CME Gateway. These values will not be routed to the exchange, however they will be logged to the gateway Audit File, as well as sent to Back Office FIX Adapters as applicable. For details on MiFID II client application support, including Customer Defaults and Algo Defaults, please refer to X_TRADERĀ® Support for MiFID II.

Installation Notes

Enhancements

  1. Gateway
    1. Added support for sending MiFID II tags internally for tracking in the Audit File and Drop Copy (Ref 234107)

  2. Order Server
    1. 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 234322)

  3. Orders / Fills
    1. Support New FIX Tags for Self Match Prevention ID and SMP ID Type when sending via FIX Adapter (Ref 234208)

Fixes

Known Issues