ICE Gateway

7.17.3.9

Released: Aug 23, 2013 File Size: 65403360
Package Contents:
No notes available.

Important Notes

Prior to the upgrade to Gateways version 7.17.3, customers must ensure all client applications are upgraded to the following minimum versions:
  • TT User Setup 7.4.12
  • X_TRADER 7.11.4
  • X_RISK 7.11.4
  • FIX Adapter 7.7.x
  • TTAPI 7.2.x
  • X_TRADER API 7.7.x
  • Algo SE 7.3.x
  • Synthetic SE 7.3.x
  • Autospreader SE 7.3.x

Why Should I Upgrade?

7.17 gateways offer a number of enhancements, including:
  • The ability to shared account numbers amongst different proxy (TTORD) traders.
  • Operator ID field is used to populate the exchange credential to uniquely identify a user at the exchange. This field is passed directly to the exchange as tag 116. Earlier versions of TT gateways use either Username or Trader ID fields to pass the user information to the exchange. End users will also have an ability to change the Operator ID on all working orders while staying logged into the X_TRADER.
  • Pre-trade risk limits can be set up for each individual contract expiry of the same product. TT User Setup 7.17.10 is required to configure these limits.

System Requirements

7.17 gateways offer a number of enhancements, including:
  • The ability to shared account numbers amongst different proxy (TTORD) traders.
  • Operator ID field is used to populate the exchange credential to uniquely identify a user at the exchange. This field is passed directly to the exchange as tag 116. Earlier versions of TT gateways use either Username or Trader ID fields to pass the user information to the exchange. End users will also have an ability to change the Operator ID on all working orders while staying logged into the X_TRADER.
  • Pre-trade risk limits can be set up for each individual contract expiry of the same product. TT User Setup 7.17.10 is required to configure these limits.

Installation Notes

Upgrades from ICE Gateways version 7.14.x or prior are not supported. Customers must first upgrade to a ICE Gateway 7.15.x or 7.16.x before upgrading to 7.17.

Operator ID field must be populated by running Operator ID Assistant utility after the upgrade. Customers must obtain the Operator ID Assistant utility from their TAM. For further details about the utility, refer to the Help Library.

The ttchron.ini_master file has been updated to include a section to run the audit_convert.exe tool at 00:10. Customers wishing to automate the gateway audit file generation and archiving must manually add this section to the local ttchron.ini file.

[win32-auditconvert]
path=<INSTALLDIR>\bin\audit_convert.exe
schedule=MTWRFB@00:10
args=<INSTALLDIR>\auditfiles
# By default the compressed .csv file will be archived to tt\Archday folder

Note that TTClean application can be configured to delete old CSV and CBA files.

Enhancements

  1. Common
    1. Audit log file names do not contain blank spaces any longer. (Ref 221071)

  2. Order Server
    1. Fill Modification records are now recorded in the Audit file logs. (Ref 175427)

    2. Upgrade from 7.14.x is not supported, customer upgrading from 7.14.0 should upgrade to 7.15.x or 7.16.x before upgrading to 7.17.0 gateway. (Ref 202415)

    3. TT User Setup Operator ID is recorded in the "Remaining Fields" in the audit file. (Ref 207596)

    4. A new field 'Display Name' has been added to the gateway audit file to display contract details. (Ref 210745)

  3. Other
    1. Included and option to generate a separate Audit log file for each session configured on the Order Server. (Ref 201842)

  4. Pre-Trade Risk
    1. The Order Server now logs position limits and margin only on start up in the log files, previously it was logging on every update it received from TT User Setup. (Ref 217440)

  5. Price Server
    1. Added MarketTypeIDs : 89, 90 and 91 to default MulticastGroups.cfg file (Ref 203447)

    2. The contract name for spreads and strategies will now display correctly in the X_TRADERĀ® and X_RISK Audit Trail windows. (Ref 210193)

  6. Risk Limits
    1. Added support for pre-trade risk limits set up on a per contract basis. TT User Setup 7.17.10 is required to support this feature. (Ref 217446)

    2. All Wholesale OTC trades are now included in the account-based risk limits. (Ref 220525)

Fixes

  1. Order Server
    1. The Order Server will now calculate risk correctly for user defined strategies. (Ref 215361)

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)

  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 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)

    6. 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)

  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. (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)