BVMF Gateway

7.17.81.1

Released: Feb 02, 2018 File Size: 0
Package Contents:
No notes available.

Important Notes

BVMF Gateway 7.17.81 is released to support a change to the order session log on message, required beginning February 5. In addition, the gateway supports Duplicate Order Check functionality and internal logging of MiFID II tag submission.

Why Should I Upgrade?

BVMF Gateway 7.17.81 is released to support a change to the order session log on message, required beginning February 5.

In addition, BVMF Gateway 7.17.81 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.

Customers have the option to send tags specific to MiFID II to the BVMF 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

BVMF Gateway 7.17.81 is released to support a change to the order session log on message, required beginning February 5.

In addition, BVMF Gateway 7.17.81 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.

Customers have the option to send tags specific to MiFID II to the BVMF 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 234104)

  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 234320)

    2. Logon message now contains tag 58 (Ref 234560)

  3. Price Server
    1. Added support for the MIC code, "BVMF" (Ref 234646)

Fixes

Known Issues