OSE Gateway

7.17.40.2

Released: Mar 07, 2014 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

This release resolves few issues found during the conformance testing for OSE-TSE derivatives markets integration.

System Requirements

This release resolves few issues found during the conformance testing for OSE-TSE derivatives markets integration.

Installation Notes

The default fill session roll time has been changed to 3:30 JST to accommodate the TSE product trading hours. Customers upgrading to OSE gateway 7.17.40 and wishing to change the fill session roll time should manually change the rollover time to 3:30 in the 'ose_rollover_schedule.ini' file and in the 'aconfig.xml' file.

ose_rollover_schedule.ini:
;sunday = 03:30:00,03:30:00
monday= 03:30:00,03:30:00
tuesday= 03:30:00,03:30:00
wednesday= 03:30:00,03:30:00
thursday= 03:30:00,03:30:00
friday= 03:30:00,03:30:00
saturday= 03:30:00,03:30:00

aconfig.xml:
AConfig.Core.Server.Exchange-Specific.EXCHANGE_FLAVOR.Time.Zone.Standard.Exchange-Day-Start = 03:30:00
AConfig.Core.Server.Exchange-Specific.EXCHANGE_FLAVOR.Time.Zone.Daylight.Exchange-Day-Start = 03:30:00

After this change, the fill session rolls at the end of the T+1 session and customers will no longer see the T+1 session fills during the next T session.

Before installing the gateway, customers must carefully review the TT client application impacts and functional changes mentioned in the following documents.

Enhancements

Fixes

  1. Order Server
    1. GTC (Good Till Cancel) orders on strategies and spreads will now be rejected by the gateway as it is not supported by the exchange. (Ref 227591)

  2. Price Server
    1. Correct contract names will now be displayed for the JGB options and the dividend index futures. (Ref 227515)

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. Stale orders can appear in the X_TRADER® Order Book window. This can occur if a fill is generated during the interval in which active orders and outstanding fills are downloaded from the exchange. The Order Server then discounts those fills from its order book, resulting in stale orders. (Ref 149931)

  3. Price Server
    1. BidCnt, AskCnt, WrkBuys and WrkSells fields in X_TRADER® Market Grid window can be incorrect during Auction states (Pre-Open, Pre-Close, etc). (Ref 209344)

    2. Bid and Ask prices are not aggregated at the Indicative Price during the 'FREEZE' trading state. (Ref 217374)