ICE Gateway

7.16.15.4

Released: Sep 05, 2013 File Size: 0
Package Contents:
No notes available.

Important Notes


Why Should I Upgrade?

7.16.15 Gateway resolves issues related to Account Based Risk.

System Requirements

7.16.15 Gateway resolves issues related to Account Based Risk.

Installation Notes

 

Enhancements

  1. Order Server
    1. Request For Quote messages now includes the regulatory tags 114, 116 and 144. (Ref 221851)

Fixes

  1. Order Server
    1. Account based SOD records generated when GTC orders placed on older versions of the gateways (7.16.7 or below) fills, will now contain a valid risk account. (Ref 220133)

  2. Pre-Trade Risk
    1. Start of Day records(SOD) are now calculated correctly for Energy products that trade in lots. (Ref 220174)

Known Issues

  1. General
    1. Adding a space to the beginning of the section name, such as [ OrderServer], can cause the following sections of the hostinfo.cfg file to function incorrectly; [OrderServer], [OrderSession#], and [SpreadRatios]. (Ref 128858)

  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)

    2. Deleting bof.tbl files on the gateway can cause FIX Adapter to miss fills. (Ref 135760)

    3. The Fill Server can log :"Fill confirmation record has a sequence number (xxx) which is not valid to the internal cache. Retrieve of record failed." There are no known issues to the TT system with regards to this message, other than the logging. (Ref 201904)

  3. Market Window
    1. A valid session high or session low price of '0' for future or energy products incorrectly displays as blank in X_TRADER. (Ref 211953)

  4. Order Server
    1. A minor issue exists where the gateway is sending a cancel response rather than a reject for Immediate or Cancel and Fill or Kill orders. (Ref 100458)

    2. Limit orders that are restated in FIX Adapter are missing a limit price. (Ref 143127)

    3. Resetting the FIX session triggers a resend request to the exchange, which increases the time the Order Server takes to become ready for trading (a green indicator). All orders and fills will be correct and the Order Server will function correctly. (Ref 198329)

    4. In an order book sharing scenario, if the originator of the order enters a hold order and if another trader tries to modify that hold order after the originator of the hold order is logged out, then the hold order gets rejected by the exchange when it is resubmitted. (Ref 210095)

    5. The Order Server can crash if there is an exchange network disconnect. (Ref 213465)

    6. The ICE exchange has suggested that their recommended 15 second window for subsequent login may not be sufficient for some market conditions and for some customers. Customers experiencing login failures should add "ReconnectInterval=20" in the [server_settings] section of hostinfo.cfg file to extend the time between login attempts. (Ref 213694)

    7. Race condition when receiving session rejects caused by exceeding exchange throttle limits on two sessions at the same time causes the Order Server to restart. (Ref 214208)

    8. The Order Server does not set a gal tag vol-qty-ratio to 1, because of which risk checking on user defined strategies is not done correctly. (Ref 215361)

  5. 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)

  6. Price Server
    1. Point values for certain futures and energy products are incorrectly populated following a clean install. To correct the values, the Guardian product table must be initially populated by running the Price Server, then manually updated with the correct point values found in the Exchange Product Database. (Ref 109107)

    2. The Price Server does not publish high and low prices for Trade at Settlement (TAS) contracts that are traded at "0" price. (Ref 165107)

    3. Following a network disconnect, the Price Server can run out of memory and crash. (Ref 203446)

    4. Some user defined strategies are not categorized correctly by the Price Server. (Ref 218346)

    5. The Price Server calculates Time and Sales, it may occasionally set the wrong side as the aggressor. (Ref 221156)

  7. Tools
    1. The ICE listener tool is not decoding ICE multicast messages correctly. (Ref 212477)