CME Gateway

7.17.35.5

Released: Jan 24, 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. Additionally, it supports connectivity to CME's Market Segment Gateways. Access CME Market Segment Gateways for more information.

System Requirements

TT Gateways 7.17.35 further enhance Avoid Orders That Cross (AOTC) Functionality by enabling the checks during the pre-open state. Additionally, it supports connectivity to CME's Market Segment Gateways. Access CME Market Segment Gateways for more information.

Installation Notes

To configure market segment order sessions:
  1. Open <root drive>:\\tt\config\hostinfo.cfg in a text editor (e.g., Notepad)
  2. Configure the following parameters in each [order_session] section.
    • MSGWSenderCompID
    • MSGWPassword
    • MSGWPort
Note:After an upgrade, these three parameters need to be manually added to HostInfo.cfg using the HostInfo_master.cfg file as a reference.

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. Support for trading TAS on CME Market Segment Gateway. (Ref 226415)

  3. Pre-Trade Risk

    1. 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)

    2. 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)

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

Fixes

  1. Logging
    1. In Multi-broker deployments, 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)

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. 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)