MEFF Gateway

7.17.3.7

Released: Aug 23, 2013 File Size: 66694104
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

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

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)

  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_TRADER® 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 Converter utility to the gateway installation package. (Ref 214479)

Fixes

  1. Order Server
    1. The Order server handles the exchange network disconnect correctly now. (Ref 213465)

  2. Price Server
    1. Updated the Options contract names to identify the exercise style - European or American.
      Note the following impact to the client applications:
      • X_TRADER or X_RISK workspaces will need to be rebuilt.
      • Autospreader configurations will need to be rebuilt.
      • ADL strategies will need to be updated to reflect the new contract name.
      • FIX Adapter clients need to adjust their applications to provide and expect the new values in tag 10455 (SecurityAltID).
      • RTD Links and X_TRADER® API programs, including X_TRADER® Plug-Ins, which reference these products, might need to be updated to reflect the new contract name
      • TT API programs will need to be updated to reflect the new contract name.
      (Ref 87156)

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 gateway requests only five levels of depth from host when NumDepthLevels is set to -1. To work around this issue, set NumDepthLevels parameter in AConfig Utility to 10. (Ref 135016)

    2. Last Traded Quantity and accumulated Volume at Price (VAP) are unreliable following an intra-session Price Server restart. (Ref 67708)

    3. After a disruption in the communication between the Price Server and the exchange, the Price Server might not re-sync prices. To receive prices again, you might need to restart the Price Server. (Ref 89157)