Miscellaneous

Eurex audit convert correction tool

Released: Feb 22, 2019 File Size: 5525504
Package Contents:
No notes available.

Important Notes

As previously summarized in the System Admin News & Updates page on the TT website and in the Release Notes for the Eurex 7.18.43 , an issue was uncovered in December where transaction timestamps of Eurex orders via the TT Eurex Gateway were incorrect vs. those observed via the Eurex GUI. This issue had existed since January, 2018, when MiFID II came into force.


On versions of the TT Eurex Gateway 7.18.42 and below, the Order Server was improperly dropping the three digits immediately following the decimal point in the transaction timestamp. So, for example, if a timestamp was received as <ss.123456789>, we should have dropped the 7, 8, and 9 decimal places, but instead we were incorrectly dropping the 1, 2, and 3 decimal places and writing 4 through 9.  


We released TT Eurex Gateway 7.18.43 on December 20, 2018, to address this issue going forward. To correct the transaction timestamps on .cba files created by the Order Server on version 7.18.42 and below, we have created a tool which uses the original timestamp, captured as a part of the TVTIC value, to replace the incorrect transaction time. Please note that this tool requires the original .cba file for conversion, and cannot reconvert an already converted file.