CFE Gateway

7.16.10.5

Released: Dec 26, 2013 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

This release is to fix the incorrect futures contract state issue found in the FIX market data.

System Requirements

This release is to fix the incorrect futures contract state issue found in the FIX market data.

Installation Notes

Enhancements

  1. SOD
    1. The Fill Server will no longer publish rogue Start Of Day (SOD) records. (Ref 218010)

Fixes

  1. Order Server
    1. Order Server no longer crashes due to deletion of the account groups in TT User Setup. (Ref 217954)

  2. Price Server
    1. The gateway will now subscribe to the market state message, which results in the correct futures contract state for all expiries.
      Note: Spread contracts may or may not have correct market state. (Ref 226170)

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. Deleting bof.tbl files on the gateway can cause FIX Adapter to miss fills. (Ref 135760)

    3. The Fill Server can log :"Fill confirmation record has a sequence number (xxx) which is not valid to the internal cache. Retrieve of record failed." There are no known issues to the TT system with regards to this message, other than the logging. (Ref 201904)

  2. Logging
    1. Time in force is now logged in the audit file for iceberg order type. (Ref 223499)

  3. Login
    1. It is required to login direct Exchange Trader(prime) prior to the TTORD proxy trader login to retrieve the exchange password. (Ref 224222)

  4. Order
    1. (BETA) Admin delete is not supported. (Ref 225089)

  5. Order Server
    1. If the Order Server is left running for 24 hours, users will not be able to place any new orders.

      Note: By default, TT Chron will restart the Order Server daily. (Ref 200665)

    2. The Order Server does not support the variance future price and quantity which is calculated by the exchange. Currently, the Order Server only shows the variance points and quantity as entered by the user. (Ref 213291)

    3. The Order Server no longer crashes intraday. (Ref 219654)

    4. Account based SOD records generated when GTC orders placed on older versions of the gateways (7.16.7 or below) fills, will now contain a valid risk account. (Ref 220133)

    5. If two or more CFE gateways started exactly at the same time then the order numbers generated on both gateways can collide resulting in order rejection from the exchange. A workaround for this issue is to change the gateway start up time. (Ref 221801)

    6. TT User Setup Operator ID is not recorded in the audit file for fills records. (Ref 222830)

    7. Orders will become unmanagable(deletes or changes are not processed) on TT system after an external modification of Account (Tag 1) or Reference (Tag 58) fields. (Ref 224514)

  6. Pre-Trade Risk
    1. Start of Day records(SOD) are not calculated correctly for Energy products that trade in lots. (Ref 220174)

    2. Account-based positions are not reset at the fills session rollover if the Order Server is running during the rollover and AutoSOD is set to false. (Ref 221856)

  7. Price Server
    1. PS crashes when multiple streams attempt to update the price table map at the same time. (Ref 218631)

    2. The Price Server now publishes correct settlement prices. (Ref 220922)

    3. Bid and ask prices are not aggregated at the indicative price during auction markets. (Ref 223477)