TOCOM Gateway

7.18.12.0 (win64)

Released: Aug 07, 2018 File Size: 95934296
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

TOCOM Gateway 7.18.12 is released to address issues found in the field, and to support the new API Kit. This release also adds MiFID support for TOCOM execution reports.

System Requirements

TOCOM Gateway 7.18.12 is released to address issues found in the field, and to support the new API Kit. This release also adds MiFID support for TOCOM execution reports.

Installation Notes

Enhancements

  1. Gateway
    1. Added MiFID support to the execution reports. (Ref 234117)

    2. Added support for the new J-Gate API Kit to be released 7 May, 2018. (Ref 234755)

  2. Gateway Specific
    1. Added support for the upcoming Algorithm flag on byte 31 of exchange_info_s. Customers wishing to populate this flag should set Exchange 1 in TT User Setup to 3, 4, 5, or 6 (3= Order for HST Activity (Market Making strategy),4= Order for HST Activity (Arbitrage strategy), 5=Order for HST Activity (Directional strategy), and 6=Order for HST Activity (Other strategies)) all other values will be ignored. (Ref 234821)

  3. Order Server
    1. Added support for duplicate order checking. For more information about this feature, please refer to the TT User Setup help library. (Ref 234332)

  4. Price Server
    1. Added MIC code support for TOCOM (XTKT). (Ref 234636)

Fixes

  1. Price Server
    1. Fixed an issue where TOCOM T+1 session market data was not carried over properly between the T and T+1 sessions. Now, Open, High, Low, total volume, and VAP is properly carried over from the T+1 session into the T Session, and Bid/Ask Prices and Quantities from Day orders, and Last Price / Quantity are properly cleared during the transition between T and T+1. (Ref 233211)

Known Issues