LME Gateway

7.17.3.9

Released: Aug 23, 2013 File Size: 0
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.
  • 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.
  • 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

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=TWRFB@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)

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

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

  5. 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)

  6. TTChron
    1. Added Audit Logs Converter utility to the gateway installation package. (Ref 214476)

Fixes

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. 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)

  3. Price Server
    1. The Price Server erroneously logs an ERROR message: "Trying to process off-tick price". (Ref 174047)

    2. The Price Server might continue attempting to log into the exchange after receiving a rejection from the exchange due to incorrect exchange credentials. In this situation, the exchange might lock the FIX session. (Ref 195967)