MX Gateway

7.17.35.2

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.
TT Gateways 7.17.35 support Order Passing functionality. For more details about this feature refer to the Upcoming Initiatives/Order Passing page on TT's Website.
Also, FFT2 field will now be mapped to the 'Memo' field in the exchange SAIL API and will be sent to the exchange as part of all order messages. If customers have any data currently populated in FFT2 that they prefer not to send to the exchange, they should move it to another field (FFT3, UserTag or OrderTag) prior to upgrading to MX Gateway 7.17.35.
Additionally, TT Gateways 7.17.35 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.
  • Kill Switch Functionality
    Administrator can disable trading for the whole environment. While this switch is enabled, no additional orders can be submitted, and existing orders cannot be changed, but trading administrators are still able to cancel existing orders
  • Wholesale Trades overrides for Risk Limits setup
    Setting up separate risk limits for the Wholesale trades is now supported. This parameter is available for configuration on TT User Setup 7.17.10 and higher.

System Requirements

TT Gateways 7.17.35 further enhance Avoid Orders That Cross (AOTC) Functionality by enabling the checks during the pre-open state.
TT Gateways 7.17.35 support Order Passing functionality. For more details about this feature refer to the Upcoming Initiatives/Order Passing page on TT's Website.
Also, FFT2 field will now be mapped to the 'Memo' field in the exchange SAIL API and will be sent to the exchange as part of all order messages. If customers have any data currently populated in FFT2 that they prefer not to send to the exchange, they should move it to another field (FFT3, UserTag or OrderTag) prior to upgrading to MX Gateway 7.17.35.
Additionally, TT Gateways 7.17.35 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.
  • Kill Switch Functionality
    Administrator can disable trading for the whole environment. While this switch is enabled, no additional orders can be submitted, and existing orders cannot be changed, but trading administrators are still able to cancel existing orders
  • Wholesale Trades overrides for Risk Limits setup
    Setting up separate risk limits for the Wholesale trades is now supported. This parameter is available for configuration on TT User Setup 7.17.10 and higher.

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 created now for those brokers that do not have any transaction data. Previously, there were no audit logs created at all. (Ref 210770)

    2. FFT2 field will now be mapped to the 'Memo' field in the exchange SAIL API. (Ref 222418)

  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. Logging
    1. In Multiobroker, audit files are created for all brokers, even if there are no records for some of the brokers. (Ref 224863)

  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)

    2. Order Server will correctly process the Operator ID data even if received out of order from TT UserSetup. (Ref 224209)

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. 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)

  3. Price Server
    1. A crossed-market was observed once during open trading. (Ref 205735)