BrokerTec Gateway

7.17.35.1

Released: Jan 27, 2014 File Size: 0
Package Contents:
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Important Notes

Why Should I Upgrade?

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.

System Requirements

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.

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)

  3. Pre-Trade Risk
    1. 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)

    2. 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. 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. Orders
    1. Algo SE submits stop orders on BTec gateway even though it is not natively supported. (Ref 221060)

  3. 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)

  4. Price Server
    1. The Price Server might crash during shutdown. (Ref 125346)

    2. An issue exists where price updates might be missing for products containing a product name longer than 16 characters. Currently, this affects certain Canadian Treasury products. (Ref 138002)

    3. The Price Server might crash on shutdown if started from the Windows Service Control Manager window. (Ref 150542)

    4. Total Traded Quantity (TTQ) is incorrect if the Price Server is restarted in the middle of the trading day. (Ref 151751)

    5. The contract status is incorrectly displayed as "Open" when it is in "Suspended" state. (Ref 151763)