CFE Gateway

7.17.35.7

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

Important Notes

Why Should I Upgrade?

TT Gateways 7.17.35 further enhances Avoid Orders That Cross (AOTC) Functionality by enabling the checks during the pre-open state.

Additionally, in conjunction with X_TRADER® 7.17.20, the new package resolves the missing fill issue that can occur when FIX messages are sent out of sequence by the exchange.

System Requirements

TT Gateways 7.17.35 further enhances Avoid Orders That Cross (AOTC) Functionality by enabling the checks during the pre-open state.

Additionally, in conjunction with X_TRADER® 7.17.20, the new package resolves the missing fill issue that can occur when FIX messages are sent out of sequence by the exchange.

Installation Notes

 

Enhancements

  1. General
    1. Avoid Order That Cross(AOTC) checks are now enforced during pre-open state as well. (Ref 225930)

  2. Configuration
    1. Default Hostinfo.cfg and Multicastgroups.cfg files has been updated to remove FIX price server parameters. (Ref 226938)

  3. Order Server
    1. In Multibroker environment only: empty Audit logs are now created for those brokers that do not have any transaction data. Previously, there were no audit logs created in such cases. (Ref 210770)

    2. Order Server now correctly handles the out of sequence fix messages. (Ref 227231)

  4. Pre-Trade Risk
    1. Introduced support for setting up separate risk limits for the Wholesale trades. This parameter is available for configuration on TT User Setup 7.17.10 and higher. (Ref 220732)

    2. Administrators can now disable users from entering market order types. This parameter is available for configuration on TT User Setup 7.17.10 and higher. (Ref 221204)

    3. Avoid Orders That Cross(AOTC) functionality is now supported on a per account basis. This parameter is available for configuration on TT User Setup 7.17.10 and higher. (Ref 221328)

    4. Added support for kill switch functionality. (Ref 225506)

  5. Products
    1. Added VSW products to the pmerge file. (Ref 227179)

Fixes

  1. Order Server
    1. TT User Setup Operator ID information on a fill is recorded in the "Remaining Fields" in the audit file. (Ref 222830)

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. Order Server
    1. If the Order Server is left running for 24 hours, users will not be able to place any new orders.

      Note: By default, TT Chron will restart the Order Server daily. (Ref 200665)

    2. The Order Server does not support the variance future price and quantity which is calculated by the exchange. Currently, the Order Server only shows the variance points and quantity as entered by the user. (Ref 213291)

    3. If two or more CFE gateways started exactly at the same time then the order numbers generated on both gateways can collide resulting in order rejection from the exchange. A workaround for this issue is to change the gateway start up time. (Ref 221801)