NASDAQ OMX EU Gateway

7.17.20.9

Released: Dec 16, 2013 File Size: 0
Package Contents:
No notes available.

Important Notes

NASDAQ_OMX_EU gateway provides connectivity to NASDAQ OMX NLX and Nordic exchanges through a single TT gateway. The gateway will connect to ITCH multicast API for market data and FIX API for order routing connectivity. For more information, please refer to NASDAQ_OMX_EU online help.

Why Should I Upgrade?

Customers can trade the following products through this gateway.

NLX products
  • Short-term interest rates (STIRs) on Euribor and Sterling
  • Long-term interest rates (LTIRs) on Gilt, Bobl, Schatz and Bund
Nordic products
  • Futures and options on Swedish, Norwegian, Finnish and Danish stocks
  • Futures and options on the OMXS30 index (the 30 most-traded Swedish stocks), the OMXC20 index (the 20 most-traded Danish stocks), the VINX30 index (the 30 most-traded Nordic stocks) and the OMXO20 Index (the 20 most-traded Norwegian stocks)
  • Futures on OMXSB (Stockholm Benchmark index)
Additionally, TT Gateways 7.17.20 in conjunction with TT User Setup 7.17.10 enable the following new features in TT system:
  • Enhanced Avoid Orders That Cross (AOTC) Functionality
    Server-side execution is done on a per account basis and ensures that the check is performed efficiently and consistently across all connected users and applications.
  • Preventing Market Orders
    Prevent individual users from placing market order types.

System Requirements

Customers can trade the following products through this gateway.

NLX products
  • Short-term interest rates (STIRs) on Euribor and Sterling
  • Long-term interest rates (LTIRs) on Gilt, Bobl, Schatz and Bund
Nordic products
  • Futures and options on Swedish, Norwegian, Finnish and Danish stocks
  • Futures and options on the OMXS30 index (the 30 most-traded Swedish stocks), the OMXC20 index (the 20 most-traded Danish stocks), the VINX30 index (the 30 most-traded Nordic stocks) and the OMXO20 Index (the 20 most-traded Norwegian stocks)
  • Futures on OMXSB (Stockholm Benchmark index)
Additionally, TT Gateways 7.17.20 in conjunction with TT User Setup 7.17.10 enable the following new features in TT system:
  • Enhanced Avoid Orders That Cross (AOTC) Functionality
    Server-side execution is done on a per account basis and ensures that the check is performed efficiently and consistently across all connected users and applications.
  • Preventing Market Orders
    Prevent individual users from placing market order types.

Installation Notes

Price Server should not be installed or restarted in the middle of the trading session, because of exchange limitation it can take up to 5 hours to completely synchronize the market book. It is recommended to configure Price Server in a hot failover mode. Additionally, customers using the TT User Setup earlier than 7.4.30 must restart Order Server when a new trader is configured intraday.

Enhancements

  1. Order Server
    1. In Multibroker environment only: empty Audit logs are created now for those brokers that do not have any transaction data. Previously, there were no audit logs created at all. (Ref 210770)

  2. Pre-Trade Risk
    1. Introduced support for setting up separate risk limits for the Wholesale trades. This parameter is available for configuration on TT User Setup 7.17.10 and higher. (Ref 220732)

    2. Administrators can now disable users from entering market order types. This parameter is available for configuration on TT User Setup 7.17.10 and higher. (Ref 221204)

    3. Avoid Orders That Cross(AOTC) functionality is now supported on a per account basis. This parameter is available for configuration on TT User Setup 7.17.10 and higher. (Ref 221328)

Fixes

  1. Command Line
    1. Added an option to the help menu to select an option where a separate audit file created for each member configured on the gateway. (Ref 221194)

  2. Order Server
    1. TT User Setup Operator ID information on a fill is recorded in the "Remaining Fields" in the audit file. (Ref 222830)

Known Issues

  1. Fill Server
    1. The Fill Server might display manual fills from previous sessions if it does not process any fills over the course of the number of days configured by the "Trim-File-Interval" parameter in the AConfig Utility. (Ref 128329)

  2. Additional Notes
    1. Binary and Weekly Options are not supported in this version.