SGX Gateway

7.17.35.3

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

Important Notes

Why Should I Upgrade?

TT Gateways 7.17.35 support Order Passing functionality. For more details about this feature refer to the Upcoming Initiatives/Order Passing page on TT's Website.

Additionally, TT Gateways 7.17.35 in conjunction with TT User Setup 7.17.10 enable the following new features in TT system:
  • Enhanced Avoid Orders That Cross (AOTC) Functionality
    Server-side execution is done on a per account basis and ensures that the check is performed efficiently and consistently across all connected users and applications.
  • Wholesale Overrides
    Configure different pre-trade risk limits for wholesale OTC orders than for non-wholesale orders. Wholesale orders include all orders submitted from the X_TRADER® 7.17 Wholesale window.
  • Preventing Market Orders
    Prevent individual users from placing market order types.

System Requirements

TT Gateways 7.17.35 support Order Passing functionality. For more details about this feature refer to the Upcoming Initiatives/Order Passing page on TT's Website.

Additionally, TT Gateways 7.17.35 in conjunction with TT User Setup 7.17.10 enable the following new features in TT system:
  • Enhanced Avoid Orders That Cross (AOTC) Functionality
    Server-side execution is done on a per account basis and ensures that the check is performed efficiently and consistently across all connected users and applications.
  • Wholesale Overrides
    Configure different pre-trade risk limits for wholesale OTC orders than for non-wholesale orders. Wholesale orders include all orders submitted from the X_TRADER® 7.17 Wholesale window.
  • Preventing Market Orders
    Prevent individual users from placing market order types.

Installation Notes

Enhancements

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

  2. 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)

  3. 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)

  4. Price Server
    1. Updated the pMerge file to include the SGX Hot-Rolled Coil Steel CFR ASEAN Index Futures, HRF. (Ref 226948)

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
    1. (BETA) Admin delete is not supported. (Ref 225089)

  3. Order Server
    1. Orders placed through X_TRADER® API with an off-tick price are not rejected. The Order Server sends the order to the exchange, which rounds the price up to the next tick. (Ref 121664)

    2. Un-triggered Session State Orders (SSO) appear in "Working" state instead of "Pending." (Ref 123523)

    3. The gateway rejects Good Til Canceled (GTC) orders with "Go to Market" actions. (Ref 132274)

    4. In certain cases when a trade occurs between two Ratio Strategy orders, the exchange might calculate off-tick values for the leg fills. In this case, the Order Server rounds the leg fill prices to valid tick prices for display in client applications. Summary fill calculations also use these rounded values, resulting in discrepancies between the exchange-provided LTP (Last Traded Price) for this Ratio Strategy contract and the summary fill price displayed in the Audit Trail and Fill Window. (Ref 136545)

    5. Fills will be double counted for spreads that support implied pricing when the following occurs:
      • the routing session is configured to leave orders working upon logout/disconnect
      • the Order Server is down intraday
      • a working spread or strategy order is partially filled by the individual futures or options that make up that spread through implied pricing
      • the Order Server comes back up

      Depending on the quantities, this will either result in a greater quantity working at the exchange than is indicated by the order book or a working order at the exchange that is not in the order book at all. (Ref 145299)

    6. The X_TRADER® Order Book window inconsistently displays the order type for Market and triggered Stop Market orders. Both orders should display as a "Market" order type. (Ref 94895)

  4. Price Server
    1. The Opening Auction States for some products are not updated in the "S" column of the X_TRADER® Market Grid with the appropriate value ("PRE-OPEN") and instead displays "CLSD." These products go directly into "OPEN" without going into "PRE-OPEN." Users should check the X_TRADER® Audit Trail messages for state changes. (Ref 102423)

    2. The close price for Stock Indices can be cleared out intra-day. (Ref 124054)

    3. A Price Server restart in the middle of a busy trading session can result in incorrect price depth. (Ref 149362)

    4. The Price Server does not reset LTP/LTQ when SGX sends a reset message at the end of the T session (Ref 170320)

    5. The Price Server might crash during a shutdown. (Ref 170935)

    6. Price Server incorrectly logs "invalid negative price received from exchange" for RGF and VCF products. (Ref 219536)

    7. HALT and SUSPEND states do not appear in the X_TRADER® Market Grid "S" column. If an order is rejected by the exchange due to the product state change, the Audit Trail will display the following: "Illegal transaction at this time." (Ref 93807)