MX Gateway

7.17.3.4

Released: Aug 23, 2013 File Size: 66682992
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?

7.17.3 gateways offer a number of enhancements, including:
  • The ability to share account numbers among 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.
  • Enhanced support for the Wholesale trade entry in conjunction with X_TRADER® 7.17. For details, please refer to the Help Library.

System Requirements

7.17.3 gateways offer a number of enhancements, including:
  • The ability to share account numbers among 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.
  • Enhanced support for the Wholesale trade entry in conjunction with X_TRADER® 7.17. For details, please refer to the Help Library.

Installation Notes

The exchange provided 'TraderId' should be configured in the Operator ID field in TT User Setup. Failing to do so can result in the orders being rejected by the exchange. Operator ID field can 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 based on the calendar date 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.

It is recommended to upgrade the gateway after the scheduled gateway shutdown time on Friday and before the start-up time on Monday. If the gateway is upgraded on an exchange business day, before the upgrade, customers should delete (after backing up the files if necessary) all CBA files present in the auditfiles directory.

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

    3. The exchange provided TraderId should be configured in the Operator ID field in TT User Setup. (Ref 219378)

  3. Other
    1. In MultiBroker gateway deployment the gateway audit files will be generated for each Broker configured. (Ref 201839)

    2. 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)

Fixes

  1. Order Server
    1. GTC orders on expired contracts will now be deleted from the Order Book. (Ref 209733)

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. A crossed-market was observed once during open trading. (Ref 205735)