Eris_GovEx Gateway

7.17.80.3

Released: May 08, 2018 File Size: 71731880
Package Contents:
No notes available.

Important Notes

Eris Gateway 7.17.80 is released to support the enhancements for MIFID fields and fix for Duplicate Order Rejection, Random Missing products and Theoretical prices display.

Why Should I Upgrade?

Eris Gateway 7.17.80 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.

This release also aims at the enhancement of correct population of Theoretical price in respective columns in Market Grid of X_Trader.

In addition, customers have the option to send tags specific to MiFID II to the ERIS 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

Eris Gateway 7.17.80 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.

This release also aims at the enhancement of correct population of Theoretical price in respective columns in Market Grid of X_Trader.

In addition, customers have the option to send tags specific to MiFID II to the ERIS 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 234108)

  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 234086)

  3. Price Server
    1. Provided enhancement for Eris Theoretical prices to be populated in Market Grid fields 'Theo Bid' and 'Theo Ask' (Ref 233224)

    2. Added support for exchange MIC code, ERIS, on the price server (Ref 234641)

Fixes

Known Issues