CME Gateway

7.17.30.8

Released: Dec 27, 2013 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

TT Gateways 7.17.30 support Order Passing functionality. For more details about this feature refer to the Upcoming Initiatives/Order Passing page on TT's Website.
TT Gateways 7.17.30 in conjunction with TT User Setup 7.17.10 also 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.
Additionally, CME Self Match Prevention and Group ATS Operator ID functionality support are introduced. TT User Setup 7.17.20 is required to enable these features. For further details, refer to the Help Library.

System Requirements

TT Gateways 7.17.30 support Order Passing functionality. For more details about this feature refer to the Upcoming Initiatives/Order Passing page on TT's Website.
TT Gateways 7.17.30 in conjunction with TT User Setup 7.17.10 also 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.
Additionally, CME Self Match Prevention and Group ATS Operator ID functionality support are introduced. TT User Setup 7.17.20 is required to enable these features. For further details, refer to the Help Library.

Installation Notes

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. Self Match Prevention (SMP) ID can be populated in "Exchange 1" field in the TT User Setup. The Order Server will populate SMP ID on every order message sent to the exchange. (Ref 223277)

    3. The Order Server now supports Automated Trading System (ATS) group operator id. (Ref 223278)

    4. Self Match Prevention (SMP) ID is recorded in the audit file. (Ref 223282)

    5. Enhanced the audit file to match CME format. (Ref 224904)

  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)

    4. Added support for kill switch functionality. (Ref 225506)

Fixes

  1. 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. General
    1. Expired User Defined Strategy (UDS) contracts are not automatically removed from the X_TRADER® Market Explorer and are available for trading. As a result, any submitted orders for the expired contracts are rejected, because the contracts do not exist at the exchange. (Ref 98844)

  2. 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)

  3. Installation
    1. In rare circumstances when TT Chron is running and all gateway servers are stopped manually via Services, clicking the Start Gateway desktop icon does not start all the gateway servers. In such cases, clicking the Start Gateway desktop icon a second time starts the servers. An alternative is to start the servers manually. (Ref 117357)

  4. Order Server
    1. Cabinet trades are sent to the exchange for contracts for which they are not supported. (Ref 145293)

    2. The Order Server crashed while shutting down, resulting in stale orders in the order book. (Ref 161969)

    3. Summary fills in Fill window retain the 'Partial' flag after the remaining quantity is deleted. (Ref 212406)

    4. Order Server may not shut down when shutdown is requested via services. (Ref 221731)

  5. Pre-Trade Risk
    1. 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)

  6. Price Server
    1. The tick size for User Defined Strategies (UDS) might be too small, which allows a trader to enter off-tick orders that are rejected by the exchange. All of the appropriate values are available (for example, if a contract is listed in increments of 5, it displays in increments of 1). (Ref 100434)

    2. After a Price Server restart, sometimes the TT Quantity at Price (TTQAP) data is reset instead of accumulated from the previous shutdown. (Ref 106023)

    3. In rare cases, specifically for SPO, CZM, CZS, CZC, CZW and MC6 calendar options, the gateway cannot distinguish between different options contracts of a product. This manifests itself as missing options contracts for the affected products. It also affects FIX Adapter, where contract definitions change between restarts. Because these contracts are not handled properly by the gateway, customers are advised not to trade them. (Ref 152503)

    4. The gateway does not properly classify the strategy type of 'DG' as a Diagonal. By default, such strategies are classified as Generic. (Ref 195620)

    5. If the Price Server receives a corrupt packet that includes an erroneously high sequence number, the server stops processing other new packets until that new sequence number is reached, which can result in a long period of frozen prices and require a Price Server restart. (Ref 199848)

    6. The Price Server indicator turns red in Guardian during a dump status request. (Ref 200848)

    7. Settlement prices are displayed off-tick when a restart occurs prior to the official rounded settlement. (Ref 200904)

    8. The Price Server does not send create RFQ message when the RFQ is created by a third party solution. (Ref 214485)

    9. A single instance of missing price updates on an option strategy. (Ref 220098)

    10. The Price Server is rounding strategy future leg delta incorrectly. (Ref 222733)

    11. Products associated with Variable Tick Table 12 do not adjust to half-point ticking appropriately. These products always tick in quarters, which results in the display of untradeable prices in certain price ranges. Variable Tick Table 12 is most notably associated with certain months of the Eurodollar Option contracts. (Ref 86075)