Synthetic Strategy Engine

7.17.20.26 (win64)

Released: Feb 26, 2014 File Size: 0
Package Contents:
No notes available.

Important Notes

A critical fix implemented as part of Synthetic SE 7.17.4 was inadvertently left out of Synthetic SE 7.17.10. Therefore, TT strongly recommends that all customers using Synthetic SE 7.17.10 upgrade to this version.

Customers that have TT API applications which connect to Synthetic SE may need to update their synthetic order handling logic before upgrading to version 7.17.2 or higher. See the "What's New in Synthetic SE 7.17.2" section of the TT API Online Help for complete details.

By default, the new dynamic connection capability is enabled beginning in Synthetic SE 7.17.x. In addition, only 64-bit packages will be made available as of 7.17.1. Before upgrading, please contact your TT Technical Account Manager for assistance in assessing your environment.

Why Should I Upgrade?

Synthetic SE 7.17.20 contains critical fixes as detailed below as well as enhancements including:
  • support for a new One-Cancels-Other (OCO) order type
  • support for labeling requirements of trading algorithms on Eurex exchange

System Requirements

Synthetic SE 7.17.20 contains critical fixes as detailed below as well as enhancements including:
  • support for a new One-Cancels-Other (OCO) order type
  • support for labeling requirements of trading algorithms on Eurex exchange

Installation Notes

TT requires all customer sites to complete a pre-installation impact analysis and network optimization before Synthetic SE is installed. TT Technical Account Managers (TAMs) will be responsible for installing and configuring Synthetic SE, as it will not be available for download on the Customer Portal.

Configuration Changes

Dynamic connections are enabled by default in 7.17.x. Before upgrading, please contact your TT Technical Account Managers for assistance in assessing your environment.

X_TRADER Version

At least X_TRADER® 7.11.4 is required to use this version of Synthetic SE. Using OCOs requires at least X_TRADER® 7.17.20.

X_RISK Version

At least X_RISK 7.12.2 is required to use this version of Synthetic SE.

Upgrading to 64-bit

If you are upgrading to this version from a 32-bit version, please see the System Administration Manual for specific procedures for upgrading to 64-bit before installing this version.

Enhancements

  1. Configuration
    1. Added a configuration option to allow administrators to direct Synthetic SE to perform a Max Order Quantity check on parent synthetic slicer orders. (Ref 227081)

  2. Order
    1. Synthetic orders for contracts that do not support the GTC TIF will be rejected upon entry. (Ref 224347)

    2. Management of OCO's has been taken off the X_TRADER® client and moved to Synthetic SE. Users must be connected to Synthetic SE 7.17.20 (or higher) in order to place OCO orders. Using OCOs on Synthetic SE requires that the RequestUnsolicitedEvents configuration option be enabled. (Ref 226993)

  3. Orders / Fills
    1. Added support for labeling requirements of trading algorithms on Eurex exchange. (Ref 227349)

Fixes

  1. Orders / Fills
    1. Fixed an issue that caused Synthetic SE to be unable to route orders and fills. (Ref 225214)

Known Issues

  1. Configuration
    1. The Synthetic SE Fill server service name is missing in the default ttchron.ini file upon a clean installation. Customers are advised to edit this file to add this information. (Ref 227558)

  2. Orders / Fills
    1. When the TTSIM Order Server is restarted, all Position Reserve orders are deleted, which results in cancelling all Synthetic SE synthetic orders for this TT Gateway. (Ref 145775)

    2. SSE will delete a parent OCO order and its child orders if one or more child orders get partially filled while Synthetic SE is down. (Ref 227350)