SFE Gateway

7.18.14.2

Released: Apr 27, 2018 File Size: 81952496
Package Contents:
No notes available.

Important Notes

SFE Gateway 7.18.14 is released to address the issue of missing Tag 75 and the support for Cancel on Disconnect and Unintentional Crossing Prevention

Why Should I Upgrade?

SFE Gateway 7.18.14 release has the fix for missing Trade Date (Tag 75). It has also enhancements for supporting Cancel on Disconnect/Retain on Disconnect on 7.18. It also provides support for Unintentional Crossing Prevention on New and Cancel/Replace and ExecutionReport Messages .

System Requirements

SFE Gateway 7.18.14 release has the fix for missing Trade Date (Tag 75). It has also enhancements for supporting Cancel on Disconnect/Retain on Disconnect on 7.18. It also provides support for Unintentional Crossing Prevention on New and Cancel/Replace and ExecutionReport Messages .

Installation Notes

Enhancements

  1. Order Server
    1. Unintentional Crossing Protection (UCP) ID can be populated in the "Exchange 1" field in the User's Gateway Login Attributes section of TT User Setup. The Order Server will populate the UPC ID on every order message sent to the exchange. (Ref 233289)

    2. As part of the enhancements X_TRADERĀ® supported exchange Cancel on Disconnect and RetainOrdersOnDisconnect functionality in 7.18 release. The parameter 'RetainOrdersOnDisconnect' needs to be configured in the Hostinfo file to activate this feature. The Orders are set to retain until expiry by default if the parameter is not configured or configured with value 'R'. If it is configured with any value other than 'R', orders are purged on session disconnect as we send 'Tag 18=o' to the exchange. Therefore these orders are cancelled by exchange upon disconnect. (Ref 233359)

Fixes

    1. As a part of the fix, the issue of not receiving the Trade date (tag 75) from Fix Adapter has been resolved. (Ref 233406)

Known Issues

  1. If 'Retain on Disconnect' parameter is set in the Hostinfo with any value other that capital 'R' or 'Blank' or 'Space', it sends 'Tag18=o' to the exchange and the orders are purged upon disconnect. So the users not intending to use this functionality are advised not to configure the parameter in the Hostinfo.