SGX Gateway

7.18.10.20

Released: Oct 04, 2018 File Size: 68668408
Package Contents:
No notes available.

Important Notes

TT SGX Gateway 7.18.10 is released to support the mandatory SGX SR4 release. This release should NOT be installed in a live environment prior to the close on Friday, November 9th.

Why Should I Upgrade?

This release supports the SGX SR4 release, which SGX is releasing November 9, 2018 (postponed from October 8th ).

New features in SR4 include:
  • Support for Hidden Half Tick Prices: SGX will allow some contracts (to be decided by SGX) to trade at half a tick higher (for bids) or lower (for offers) for selected products. While TT will not initially support order entry in half-ticks, X_TRADERĀ® supports the display of half-tick prices when present.
  • Strip Trading for Commodities: SGX has introduced quarterly and calendar combos for commodity products. Quarterly strips will comprise three contract months (Q1 17 - Jan17, Feb17, Mar17; Q2 - Apr18, May18, Jun18), and calendar strips will comprise 12 contract months (Cal 17 - Jan17 to Dec17; Cal18 - Jan18 to Dec18). It will also be possible to have spreads between the quarter and calendar strips (Buy Q1 17 v Q2 17). TT supports these new contracts. Note that there is a known issue TT is intending to address where strips are occasionally incorrectly named.
  • ISIN Generation for all Derivatives: ISINs will be assigned to all newly generated derivatives contracts at a series level. Note that ISINs will not be generated for combination instrument series. ISINs will remain the same after corporate action adjustment.
  • Self-Match Prevention: SGX has introduced an optional self-match prevention key. This field is mapped to Exchange 1 in the TT User Setup "Users and Their Gateway Login" window.

System Requirements

This release supports the SGX SR4 release, which SGX is releasing November 9, 2018 (postponed from October 8th ).

New features in SR4 include:
  • Support for Hidden Half Tick Prices: SGX will allow some contracts (to be decided by SGX) to trade at half a tick higher (for bids) or lower (for offers) for selected products. While TT will not initially support order entry in half-ticks, X_TRADERĀ® supports the display of half-tick prices when present.
  • Strip Trading for Commodities: SGX has introduced quarterly and calendar combos for commodity products. Quarterly strips will comprise three contract months (Q1 17 - Jan17, Feb17, Mar17; Q2 - Apr18, May18, Jun18), and calendar strips will comprise 12 contract months (Cal 17 - Jan17 to Dec17; Cal18 - Jan18 to Dec18). It will also be possible to have spreads between the quarter and calendar strips (Buy Q1 17 v Q2 17). TT supports these new contracts. Note that there is a known issue TT is intending to address where strips are occasionally incorrectly named.
  • ISIN Generation for all Derivatives: ISINs will be assigned to all newly generated derivatives contracts at a series level. Note that ISINs will not be generated for combination instrument series. ISINs will remain the same after corporate action adjustment.
  • Self-Match Prevention: SGX has introduced an optional self-match prevention key. This field is mapped to Exchange 1 in the TT User Setup "Users and Their Gateway Login" window.

Installation Notes

Enhancements

Fixes

Known Issues