Synthetic Strategy Engine

7.17.85.4 (win64)

Released: Jul 09, 2018 File Size: 95006040
Package Contents:
No notes available.

Important Notes

Customers that have TT API applications which connect to Synthetic SE may need to update their synthetic order handling logic before upgrading to version 7.17.2 or higher. See the "What's New in Synthetic SE 7.17.2" section of the TT API Online Help for complete details.

By default, the new dynamic connection capability is enabled beginning in Synthetic SE 7.17.x. In addition, only 64-bit packages will be made available as of 7.17.1. Before upgrading, please contact your TT Technical Account Manager for assistance in assessing your environment.

Why Should I Upgrade?


Synthetic SE 7.17.80 is the minimum supported version for MiFID II compliance. For details on Customer Defaults, Algo Defaults and MiFID related updates; please refer to X_TRADER Support for MiFID II.

This release contains enhancements and fixes for the issues detailed below.

System Requirements


Synthetic SE 7.17.80 is the minimum supported version for MiFID II compliance. For details on Customer Defaults, Algo Defaults and MiFID related updates; please refer to X_TRADER Support for MiFID II.

This release contains enhancements and fixes for the issues detailed below.

Installation Notes

TT requires all customer sites to complete a pre-installation impact analysis and network optimization before Synthetic SE is installed. TT Technical Account Managers (TAMs) will be responsible for installing and configuring Synthetic SE, as it will not be available for download on the Customer Portal.

Configuration Changes

Dynamic connections are enabled by default in 7.17.x. Before upgrading, please contact your TT Technical Account Managers for assistance in assessing your environment.

X_TRADER Version

At least X_TRADER® 7.11.4 is required to use this version of Synthetic SE. Using OCOs requires at least X_TRADER® 7.17.20.

X_RISK Version

At least X_RISK 7.12.2 is required to use this version of Synthetic SE.

Upgrading to 64-bit

If you are upgrading to this version from a 32-bit version, please see the System Administration Manual for specific procedures for upgrading to 64-bit before installing this version.

Enhancements

  1. Orders / Fills
    1. Added support for specifying transaction time on manual fills for staged orders. (Ref 234710)

    2. Added support for setting exchange timestamp on synthetic orders for terminal actions. (Ref 234825)

    3. Added support to pass sender location (region and country) on synthetic order requests. (Ref 236900)

Fixes

  1. General
    1. Fixed an issue which caused a crash when the start time on a synthetic order occurred prior to a successful price subscription. (Ref 234068)

  2. Orders / Fills
    1. Fixed an issue which resulted in false positive triggering of WAT orders due to price gaps. (Ref 234724)

    2. Fixed an issue which caused Staged Order cancellation messages to be tagged with wrong User ID. (Ref 234789)

    3. Fixed an issue which resulted in the inability to change the expiration date for native SGX stop child orders when triggered. (Ref 234824)

Known Issues

  1. Configuration
    1. The Synthetic SE Fill server service name is missing in the default ttchron.ini file upon a clean installation. Customers are advised to edit this file to add this information. (Ref 227558)

  2. Orders / Fills
    1. When the TTSIM Order Server is restarted, all Position Reserve orders are deleted, which results in cancelling all Synthetic SE synthetic orders for this TT Gateway. (Ref 145775)

    2. SSE will delete a parent OCO order and its child orders if one or more child orders get partially filled while Synthetic SE is down. (Ref 227350)