NYSE Liffe Gateway

7.18.40.16

Released: Oct 18, 2019 File Size: 62824440
Package Contents:
No notes available.

Important Notes

NYSE Liffe Gateway 7.18.40 is released to support the Euronext Dress Rehearsal in production on Saturday, October 19, as well as for testing in simulation. A subsequent version will be released for the Euronext Optiq Phase 3 API upgrade occurring in production on Monday, November 25.

Why Should I Upgrade?

NYSE Liffe Gateway 7.18.40 is released to support the Euronext Dress Rehearsal in production on Saturday, October 19, as well as for testing in simulation. A subsequent version will be released for the Euronext Optiq Phase 3 API upgrade occurring in production on Monday, November 25.

System Requirements

NYSE Liffe Gateway 7.18.40 is released to support the Euronext Dress Rehearsal in production on Saturday, October 19, as well as for testing in simulation. A subsequent version will be released for the Euronext Optiq Phase 3 API upgrade occurring in production on Monday, November 25.

Installation Notes

Note: A clean install, or uninstall/reinstall is required Please see the Euronext Optiq OEG Migration guide for full details.

Customers utilizing the X_TRADERĀ® Platform should request Logical Accesses (LA) for the FIX API.

How Do I Configure the Price Server?
For the Dress Rehearsal, the standing data files provided by the exchange will be for the date of Monday, October 21, so customers must take the following action:

1. Using Production EFS credentials, log into the Euronext EFS site from a browser at: https://efs.euronext.com/
2. Locate the required files with the previous day's date via the following paths:
- OptiqMDG/Production/EquityDerivatives/Current
- OptiqMDG/Production/FinancialDerivatives/Current
- OptiqMDG/Production/IndexDerivatives/Current
- OptiqMDG/Production/Commodities/Current
3. In each folder, locate the correct file with the trading date of October 21. For example:
- OptiqMDG_Production_DerivativesStandingDataFile_EquityDerivatives_20191021.xml
4. Once the files have been located, download and save them to the tt/datfiles directory, and rename them, removing the date as follows:
- OptiqMDG_Production_DerivativesStandingDataFile_Commodities.xml
- OptiqMDG_Production_DerivativesStandingDataFile_EquityDerivatives.xml
- OptiqMDG_Production_DerivativesStandingDataFile_FinancialDerivatives.xml
- OptiqMDG_Production_DerivativesStandingDataFile_IndexDerivatives.xml
5. Add the following parameter to the hostinfo.cfg under the price server section:
- ignorefiledownload=all
6. At the end of the Dress Rehearsal, please remove or comment out the ignorefiledownload=all parameter

Note that the above steps are not necessary for Production go-live.

How Do I Configure the Order Server?
Euronext has split products into partitions as follows:
Commodity Derivatives - Segment 8
Index Derivatives - Segment 11
Equity Derivatives - Segment 12
Financial Derivatives - Segment 13

Note that each LA can only trade products on the segment it is permissioned for. So, an LA permissioned for Commodity Derivatives will not also be able to trade Index Derivatives.

Sample configuration for Logical Accesses in the hostinfo.cfg file, where 2 sessions are configured, one connecting to Segment 11 and the other to Segment 12:

[OrderServerSession_1]
PrimaryPort=123456
SenderCompId=00009999
SegmentID=11
LogicalAccessID=22222
CancelOnDisconnect=Y
Member=16G
LogSendReceive=1
A1=1:9
A2=1:8
A3=1:10
G1=1:10
G2=2:10
G3=2:10
M1=6:9
M2=6:8
M3=6:10
P1=2:9
P2=2:8
P3=2:9
U1=1:10

[OrderServerSession_2]
PrimaryPort=45678
SenderCompId=00008888
SegmentID=12
LogicalAccessID=33333
CancelOnDisconnect=Y
Member=16G
LogSendReceive=1
A1=1:9
A2=1:8
A3=1:10
G1=1:10
G2=2:10
G3=2:10
M1=6:9
M2=6:8
M3=6:10
P1=2:9
P2=2:8
P3=2:9
U1=1:10

The Member ID is configured by the customer. When LA?s across Segments are assigned to the same Member, orders will be automatically routed to the correct LA based on the product being traded. So, a trade routed on an Index Derivative will use the associated LA for Segment 11, while a trade routed on an Equity Derivative will be routed on Segment 12.

The Firm ID (SenderCompId) provided by the exchange is always 8 characters, with any leading 0?s required. For instance, if the ID is 12345, 00012345 would be used.

Note that no IP address is configured per Logical Access. The NYSE_Liffe-MSGWs.cfg file provides the connectivity parameters and Segment/Partition IDs needed to connect your order sessions to the exchange. The file is installed on the NYSE Liffe Gateway in root drive:ttconfig after clean and upgrade installations, and includes the Segment and Partition IDs and IP addresses provided by Euronext.

Enhancements

Fixes

Known Issues

  1. The following features are not supported in this release, but will be added prior to the production launch on November 25:

    Wholesale Order Entry
    Request for Cross (RFC)
    Total Return Futures (TRF), which will be supported via Wholesale (Large in Scale)
    Implied Prices (Spontaneous Implied Matching)