TOCOM Gateway

7.17.35.1

Released: Feb 14, 2014 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

This release supports trading of the new SCO (Standard Combination Orders) on Inter-Commodity Spreads in the Oil and Chukyo-Oil Markets that will be launched by TOCOM in March 2014.
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.
  • Preventing Market Orders
    Prevent individual users from placing market order types.

System Requirements

This release supports trading of the new SCO (Standard Combination Orders) on Inter-Commodity Spreads in the Oil and Chukyo-Oil Markets that will be launched by TOCOM in March 2014.
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.
  • Preventing Market Orders
    Prevent individual users from placing market order types.

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. 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)

  4. Price Server
    1. Added support for the new SCO (Standard Combination Orders) on Inter-Commodity Spreads in the Oil and Chukyo-Oil Markets. (Ref 225344)

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)

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. When rejecting an Iceberg order, which is not supported by the exchange, the Order Server forwards a misleading reject message: Cannot accept a disclosed quantity other than zero. (Ref 120615)

    2. "SrsKey" information is truncated on fill messages in the audit file. (Ref 128013)

    3. The gateway rejects the "Go to Market" functionality for Good Till Cancel (GTC) Limit Orders. (Ref 132255)

    4. Users can only Cancel/Replace an existing order to a Market order. (Ref 163344)

    5. An incomplete order can only be deleted by a TTADM user. (Ref 193244)

  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. Price Server can crash during certain failed price snapshot requests. (Ref 214972)

    2. Price Server can crash if shut down within few seconds after started. (Ref 214974)

    3. Spread products can be displayed with an incorrect exchange trading state. (Ref 219262)