NYSE Liffe Gateway

Released: Mar 17, 2014 File Size: 0
Package Contents:
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Important Notes

Why Should I Upgrade?

NYSE Liffe Gateway 7.17.37 addresses the issue where orders can get rejected after the products migration to an alternative exchange environment, e.g. from Equities to Financials.

System Requirements

NYSE Liffe Gateway 7.17.37 addresses the issue where orders can get rejected after the products migration to an alternative exchange environment, e.g. from Equities to Financials.

Installation Notes

Upon successful upgrade to NYSE Liffe 7.17.37 customers must manually perform the following tasks to purge old contract information from the *orders.tbl file:
  • Stop TTChron service
  • Start the Order Server
  • Start the Fill Server
  • Allow both server to run for a few minutes
  • Stop the Order Server
  • Stop the Fill Server
  • Start the TTChron
Users should perform this task outside of trading hours. TT Chron should automatically restart the servers at the start of normal trading hours. Following the restart, the migrated contracts should be available for trading.



  1. Order Server
    1. Orders can now be routed correctly after the product migration to a new environment, e.g. from Equities to Financials. (Ref 227715)

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. Working orders can become stale when the NYSE Liffe Order Server does not receive "Contract Availability" (UC) messages for the security groups. This issue mostly impacts daily options contracts. (Ref 174136)

    2. Working orders can disappear from a trader's order book and appear only for TTADM logins if the Order Server experiences multiple intra-day restarts. (Ref 200800)

    3. The Exchanges= entry in Hostinfo.cfg is case sensitive. (Ref 214371)

    4. An infrequent and difficult to reproduce crash occurs while downloading orders during startup. (Ref 225546)

  3. Orders
    1. Order Add messages do not provide exchange date. (Ref 218240)

  4. Price Server
    1. When the Price Server misses a large number of packets and enters recovery, the server can run out of memory. Depending on the specific scenario, this results in either the server experiencing a shutdown or a crash. (Ref 162127)

    2. Using the Spread Matrix auto creation option might create spreads too quickly. In this situation, the exchange rejects some of the strategy creation requests and prevents those strategies from being created. (Ref 166300)

    3. In some cases, the expiration dates on a spread contract can be incorrectly populated, which results in both orders and summary fills reporting the wrong date in the Expiry field. Leg fills for these contracts have the correct dates. (Ref 174101)

    4. If the Price Server misses a large number of packets, it can run out of memory and crash during the recovery. When this occurs, TT Chron automatically restarts the Price Server. After restart, the Price Server continues to function properly. (Ref 200907)

    5. The X_TRADERĀ® Time and Sales window does not display OTC trades if the price of the trade is not disseminated by the exchange, as is the case with Against Actual trades. (Ref 201027)

    6. The Price Server can fail to retrieve all products if the exchange Refresh Server is not available. (Ref 201492)

    7. Turkish lira (TRY) is missing from the default Guardian currency table. (Ref 210322)

    8. In the event of a Price Server disconnect from the exchange, after the re-connect price updates can be delivered out of order to the connected client applications (e.g., prices that are off the inside market could be delivered before inside market prices). In this scenario, some client applications that trigger off inside market prices might trigger prematurely. (Ref 213650)

    9. The same TT series key can be used on two different strategy contracts, when these strategies get created in different trading sessions. The issue causes FIX Adapter to miss fills for one of the strategy contracts. (Ref 214224)

  5. Wholesale Trades
    1. Wholesale OTC trades submitted via X_TRADERĀ® 7.12 ( old X_Block window ) are not risk checked for price reasonability limits. (Ref 220864)

    2. Wholesale OTC orders are not displayed in the Order Book after the session disconnect. Fills for such orders are processed correctly. (Ref 221778)