SFE Gateway

7.16.15.2

Released: Sep 05, 2013 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

7.16.15 Gateway resolves issues related to Account Based Risk.

System Requirements

7.16.15 Gateway resolves issues related to Account Based Risk.

Installation Notes

Enhancements

  1. Price Server
    1. Pmerge file has been updated to include BN,BQ,BS and BV option products. (Ref 222185)

Fixes

  1. Order Server
    1. Account based SOD records generated when GTC orders placed on older versions of the gateways (7.16.7 or below) fills, will now contain a valid risk account. (Ref 220133)

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. Deleting bof.tbl files on the gateway can cause FIX Adapter to miss fills. (Ref 135760)

    3. The Fill Server can log :"Fill confirmation record has a sequence number (xxx) which is not valid to the internal cache. Retrieve of record failed." There are no known issues to the TT system with regards to this message, other than the logging. (Ref 201904)

  2. Order Server
    1. Fill prices on summary fills can be incorrect. This can occur if a Market Limit (MLM) order is submitted that crosses the market and is immediately filled. Rather than reflecting the true summary fill price, the summary fill will reflect the price at which it was submitted.

      Note that leg fill prices will be correct, as well as profit and loss, since profit and loss is calculated based on the legs. (Ref 72702)

    2. After submitting a Block Trade, the Audit Trail window incorrectly displays a blank quantity in the ACCEPT/OK message. (Ref 72875)

  3. Orders
    1. If the order is modified outside of the TT system and if the Order Server is restarted, it will drop the order from the order book. (Ref 221474)

  4. Pre-Trade Risk
    1. Account-based positions are not reset at the fills session rollover if the Order Server is running during the rollover and AutoSOD is set to false. (Ref 221856)

  5. Price Server
    1. A single occurrence of a Price Server deadlock has been observed which resulted in the Price Server not being able to connect at startup. (Ref 210752)

    2. The Price Server is populating "Settle" column with an Interim Settlement price, causing incorrect "P/L" in the Fill Window. However, it correct itself when the exchange publishes the Official Settlement price. (Ref 220724)

    3. An issue exists where, following a Price Server disconnect, Volume at Price (VAP) incorrectly adds on Last Traded Quantity (LTQ). (Ref 71930)

    4. If the Price Server does not shut down and reload contracts from the exchange after they expire, those expired contracts might still appear in the Market Explorer window. If the expired contract remains visible and other contracts within the product are open, the expired contract's status might also display as "Open". (Ref 73069)