Algo Strategy Engine

7.17.86.5 (win64)

Released: Aug 09, 2018 File Size: 102216992
Package Contents:
No notes available.

Important Notes

  • This release includes the Aggregator, providing for the presentation and trading of like contracts on one trading interface, MD Trader. As with any nascent product, there are Known Issues that will addressed in the coming releases. Please make sure to review the Known Issues section before using the Aggregator. It is also strongly recommended that you use the Aggregator in TT SIM before live usage. Please refer to Help Libray for details. Some features of the Aggregator include:
  • Aggregator MD Trader: Aggregator MD Trader® aggregates the markets of multiple instruments into a single market. Additional columns can be exposed on the Aggregator MD Trader® to show the separate markets of each individual leg.
  • Smart order routing: The Aggregator will allocate the user's desired quantity across the leg instruments to achieve the optimal price, using the user-specified configurations.
  • Re-balance: Once the orders have been allocated across the leg instruments, the Aggregator will continuously monitor all leg markets for liquidity that is immediately available for taking. On detection, the Aggregator will re-allocate resting orders to consume the liquidity, using the user-specified configurations.
  • Autospreader with an Aggregator leg: Configure an Autospreader® that has one or more legs set to use an Aggregator. The Autospreader® logic will treat the Aggregator leg as if it were a regular outright leg.
  • This release includes enhancements necessary to comply with Eurex Algo Labeling Requirements.
  • The Stopwatch Block has been re-designed for greater flexibility and efficiency. If a strategy contains a previous version of the Stopwatch Block, you must replace it with a newer version of the block provided in X_TRADER® 7.17 (or higher). Please refer to Updating the ADL Stopwatch Block for important details.
  • This release has been enhanced to support the ability to select Broker (in MultiBroker mode), Customer Default, and Order Gateway for each Instrument Block present in an algo. If you log into multiple flavors of a Gateway, you will need to specify the Gateway of your choice for some Instrument Blocks on your algo templates and re-save them.

Why Should I Upgrade?

Algo_SE 7.17.86 is released with a new Price Display Type to support reduced ticking of the CME 2-Year Treasury Note futures, spreads, and the futures portion of covered options UDS. The Go Live date for reduced ticking on these products is Sunday, January 13 2019 (trade date Monday, January 14). The following application and Gateway versions support the reduced ticking:

- X_TRADER® 7.17.87 or higher
- X_RISK 7.17.86 or higher
- FIX Adapter 7.18.7 or higher
- TTAPI 7.17.86 or higher
- X_TRADER® API 7.17.86 or higher
- Algo SE 7.17.86 or higher
- Synthetic SE 7.17.86 or higher
- Autospreader® 7.17.86 or higher
- CME Gateway 7.18.42 or higher

System Requirements

Algo_SE 7.17.86 is released with a new Price Display Type to support reduced ticking of the CME 2-Year Treasury Note futures, spreads, and the futures portion of covered options UDS. The Go Live date for reduced ticking on these products is Sunday, January 13 2019 (trade date Monday, January 14). The following application and Gateway versions support the reduced ticking:

- X_TRADER® 7.17.87 or higher
- X_RISK 7.17.86 or higher
- FIX Adapter 7.18.7 or higher
- TTAPI 7.17.86 or higher
- X_TRADER® API 7.17.86 or higher
- Algo SE 7.17.86 or higher
- Synthetic SE 7.17.86 or higher
- Autospreader® 7.17.86 or higher
- CME Gateway 7.18.42 or higher

Installation Notes


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

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

Enhancements

 

Fixes

 

Known Issues