NYSE Liffe Gateway

7.16.15.1

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

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)

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. 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)

  2. Order
    1. Stale orders can be generated if the Order Server uses a batch transaction to send orders to the exchange. (Ref 221017)

  3. Order Server
    1. Order Router log time deltas might be inaccurate. (Ref 141255)

    2. Direct traders will not receive notifications when a mapped TTORD trader submits a strategy creation. (Ref 157150)

    3. Direct traders will not receive notifications when a mapped TTORD trader submits a Request for Quote (RFQ). (Ref 157151)

    4. The gateway might display the incorrect quantity in reject messages. (Ref 157180)

    5. An issue exists that does not allow users to execute the "Logout ITM" command in the Guardian Admin menu. (Ref 169473)

    6. Working orders can become stale when the NYSE Liffe Order Server does not receive "Contract Availability" (UC) messages for the security groups. This issue mostly impacts daily options contracts. (Ref 174136)

    7. An incorrect order date appears for OTC trades in the audit log. (Ref 176247)

    8. Working orders can disappear from a trader's order book and appear only for TTADM logins if the Order Server experiences multiple intra-day restarts. (Ref 200800)

    9. When processing a Block trade on a volatility strategy, the Order Server divides the price by 5. (Ref 201649)

    10. Wholesale Trades cannot be submitted with a blank Posting Code (Clearing Instruction), nor with a value of Automatic or Manual. (Ref 205517)

    11. Prof Trades cannot be submitted with an Account Code of 'C'. (Ref 205631)

    12. The Exchanges= entry in Hostinfo.cfg is case sensitive. (Ref 214371)

    13. Unsolicited Delete messages are not sent to the Audit Trail window. (Ref 214975)

    14. OTC trades can be routed to multiple gateway flavors simultaneously if the Direct Trader is logged in to multiple gateways at the same time, with the same M/G/T credentials. This issue does not exist for TTORD traders. (Ref 216710)

    15. Client applications connecting to the gateway cannot re-download the working Wholesale orders (Block, Asset Allocation). (Ref 220014)

    16. Price and Delta in volatility strategy creation are off by a factor of 100. (Ref 58159)

  4. Orders
    1. Order Add messages do not provide exchange date. (Ref 218240)

    2. Orders for London market can get rejected with the message "Duplicate Clordid". This can happen when there are multiple add or change requests sent at the same time. Customers are advised to use cancel/replace function to workaround this issue when it occurs. (Ref 218509)

  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. When the Price Server misses a large number of packets and enters recovery, the server can run out of memory. Depending on the specific scenario, this results in either the server experiencing a shutdown or a crash. (Ref 162127)

    2. Using the Spread Matrix auto creation option might create spreads too quickly. In this situation, the exchange rejects some of the strategy creation requests and prevents those strategies from being created. (Ref 166300)

    3. In some cases, the expiration dates on a spread contract can be incorrectly populated, which results in both orders and summary fills reporting the wrong date in the Expiry field. Leg fills for these contracts have the correct dates. (Ref 174101)

    4. The NYSE Liffe Price Server loads products for channels to which it isn't subscribed. (Ref 193172)

    5. If the Price Server misses a large number of packets, it can run out of memory and crash during the recovery. When this occurs, TT Chron automatically restarts the Price Server. After restart, the Price Server continues to function properly. (Ref 200907)

    6. The X_TRADERĀ® Time and Sales window does not display OTC trades if the price of the trade is not disseminated by the exchange, as is the case with Against Actual trades. (Ref 201027)

    7. The Price Server can fail to retrieve all products if the exchange Refresh Server is not available. (Ref 201492)

    8. Default Point Values are incorrect for some of the Paris commodities: yEMA, yEBM, yECO, yEOB, and yEPL. Customers should manually override them in the Guardian product table with the correct values. The correct values are 50 for yEMA, yEBM, yECO, and yEOB, and 24 for yEPL. Refer to TT Customer Advisory CA097-12 for further details. (Ref 206466)

    9. Turkish lira (TRY) is missing from the default Guardian currency table. (Ref 210322)

    10. In the unlikely event of the Price Server crash on start-up, Volume At Price (VAP) calculations might include the previous day's data. (Ref 212533)

    11. In the event of a Price Server disconnect from the exchange, after the re-connect price updates can be delivered out of order to the connected client applications (e.g., prices that are off the inside market could be delivered before inside market prices). In this scenario, some client applications that trigger off inside market prices might trigger prematurely. (Ref 213650)

    12. The same TT series key can be used on two different strategy contracts, when these strategies get created in different trading sessions. The issue causes FIX Adapter to miss fills for one of the strategy contracts. (Ref 214224)

  7. Wholesale Trades
    1. Wholesale OTC trades submitted via X_TRADERĀ® 7.12 ( old X_Block window ) are not risk checked for price reasonability limits. (Ref 220864)

    2. Wholesale OTC orders are not displayed in the Order Book after the session disconnect. Fills for such orders are processed correctly. (Ref 221778)