OSE Gateway

7.17.35.2

Released: Jan 30, 2014 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

OSE Gateway 7.17.35 supports trading of TSE derivatives products as part of the OSE-TSE derivatives migration. This release added support for the following features:
  • Tailor Made Combination (TMC) creation and trading
  • Ability to configure product group permission through TT User Setup. TT User Setup 7.4.40 or 7.17.20 and above version is required to support this feature
All current TT OSE and TSE gateway customers must be on OSE Gateway 7.17.35 or above version for the March 24th trading.

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.

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.
  • Wholesale Overrides
    Configure different pre-trade risk limits for wholesale OTC orders than for non-wholesale orders. Wholesale orders include all orders submitted from the X_TRADER® 7.17 Wholesale window.
  • Preventing Market Orders
    Prevent individual users from placing market order types.

System Requirements

OSE Gateway 7.17.35 supports trading of TSE derivatives products as part of the OSE-TSE derivatives migration. This release added support for the following features:
  • Tailor Made Combination (TMC) creation and trading
  • Ability to configure product group permission through TT User Setup. TT User Setup 7.4.40 or 7.17.20 and above version is required to support this feature
All current TT OSE and TSE gateway customers must be on OSE Gateway 7.17.35 or above version for the March 24th trading.

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.

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.
  • Wholesale Overrides
    Configure different pre-trade risk limits for wholesale OTC orders than for non-wholesale orders. Wholesale orders include all orders submitted from the X_TRADER® 7.17 Wholesale window.
  • Preventing Market Orders
    Prevent individual users from placing market order types.

Installation Notes

The default fill session roll time has been changed to 3:05 JST to accommodate the TSE product trading hours. Customers upgrading to OSE gateway 7.17.35 and wishing to change the fill session roll time should manually change the rollover time in the 'ose_rollover_schedule.ini' file and the 'gwsettings.ini' file.

Before installing the gateway, customers must carefully review the TT client application impacts and functional changes mentioned in the following documents.

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)

    2. Added support for Tailor Made Combination (TMC) functionality. (Ref 222047)

    3. The default fill session roll time has been changed to 3:05 JST. (Ref 226653)

  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)

  4. Price Server
    1. Added support for configuring product group permission through TT User Setup. (Ref 225460)

    2. Exchange provide price bands for each contract will be displayed in the ThrshBid and ThrshAsk fields in X_TRADER® Market Grid window. (Ref 226252)

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. Price Server
    1. Bond future's morning to afternoon trading state changes are now correctlyprocessed by price server. (Ref 224911)

    2. Exchange listed JGB spreads will now be displayed as 'Calendar' instead of 'Diagonal Calendar' in TT system. (Ref 226254)

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 Server
    1. Stale orders can appear in the X_TRADER® Order Book window. This can occur if a fill is generated during the interval in which active orders and outstanding fills are downloaded from the exchange. The Order Server then discounts those fills from its order book, resulting in stale orders. (Ref 149931)

  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. BidCnt, AskCnt, WrkBuys and WrkSells fields in X_TRADER® Market Grid window can be incorrect during Auction states (Pre-Open, Pre-Close, etc). (Ref 209344)

    2. Bid and Ask prices are not aggregated at the Indicative Price during the 'FREEZE' trading state. (Ref 217374)