TFX Gateway

7.17.35.4

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)

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)

    2. 'CrossID' API field will no longer be populated in the cross order message send to the exchange as this is an optional field. (Ref 226523)

Known Issues

  1. Order Server
    1. Order Inquire functionality is currently not supported by the gateway. (Ref 222834)

    2. Order Server will not start up if any one of the FIX order sessions configured in the gateway hostinfo.cfg has an incorrect SenderCompID configured. (Ref 224193)

    3. Resting orders that crosses are not deleted even when 'Avoid orders that cross' parameter is set to "Yes- Cancel Resting" in TT User Setup. (Ref 226985)

  2. Price Server
    1. Stale prices are displayed in X_TRADER® in certain scenarios. (Ref 223135)

    2. Trading state of the spread contract does not match the state of the constituent leg in certain scenarios. (Ref 223415)

    3. Incorrect Block Trade Qty in T&S for one trade out of several (Ref 224448)