Eurex Gateway

7.17.35.0

Released: Jan 23, 2014 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

TT Gateways 7.17.35 further enhance Avoid Orders That Cross (AOTC) Functionality by enabling the checks during the pre-open state.

System Requirements

TT Gateways 7.17.35 further enhance Avoid Orders That Cross (AOTC) Functionality by enabling the checks during the pre-open state.

Installation Notes

Enhancements

  1. General
    1. Avoid Order That Cross(AOTC) checks are now enforced during pre-open state as well. (Ref 225930)

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

  3. 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)

    2. Resolved an issue where correctly configured users in Multibroker environment could not log in due to mis-configuration of other users. (Ref 226379)

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. Order Router
    1. OTC order becomes stale if the counterparty field is updated on this order. (Ref 220853)

  3. Order Server
    1. OTC orders are not deleted after clicking the Del Srs button on the X_TRADER® Market Grid. (Ref 127169)

    2. Direct Trader is not notified via an Audit Trail message when an associated TTORD Trader creates a strategy. (Ref 162111)

    3. OTC Router can crash if stopped manually. (Ref 211586)

    4. Log files can grow to a significant size if the gateway is misconfigured. (Ref 218444)

    5. GTC spread orders can get deleted from the TT order book, but still remain working at the exchange side. (Ref 222479)

    6. The Order Server incorrectly logs "Trader (id:XXXX) already logged in on Ses.XXXX" messages in the log file. The trader in fact may not be logged in yet. (Ref 222678)

    7. Sell side order in the TTORD book becomes stale if an exchange trader approves the trade after inquiring the order through the Inquire button in the Order Book window. As a workaround, traders can use the Inquire Block and Vola order dialog. (Ref 223083)

    8. Stale OTC orders can be generated by TT system. If the issue occurs, customers are advised to use Inquire function to remove the stale orders from the book. (Ref 223821)

    9. Eurex Gateway generates fill keys that sometimes cause some unexpected fill processing issues for Fix Adapter clients. (Ref 224537)

    10. Volatility Trade strategies can be rejected by the exchange due to incorrect price format. (Ref 225885)

    11. Some spread legs fills can be reported incorrectly after the market reset event. (Ref 226114)

  4. 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)

  5. Price Server
    1. The Price Server can stop logging after the unlikely event of the Price Server intraday restart. (Ref 213215)

    2. Stale prices and cross markets can be displayed on the connected clients after the exchange product failover. The Price Server needs to be restarted to resolve the issue. (Ref 221969)

    3. Synthetic SE orders can incorrectly trigger when prices are not recovered correctly after a network disruption. (Ref 222692)