SFE Gateway

7.17.3.8

Released: Aug 23, 2013 File Size: 0
Package Contents:
No notes available.

Important Notes

Prior to the upgrade to Gateways version 7.17.3, customers must ensure all client applications are upgraded to the following minimum versions:
  • TT User Setup 7.4.12
  • X_TRADER 7.11.4
  • X_RISK 7.11.4
  • FIX Adapter 7.7.x
  • TTAPI 7.2.x
  • X_TRADER API 7.7.x
  • Algo SE 7.3.x
  • Synthetic SE 7.3.x
  • Autospreader SE 7.3.x

Why Should I Upgrade?

7.17 gateways offer a number of enhancements, including:
  • The ability to shared account numbers amongst different proxy (TTORD) traders.
  • Pre-trade risk limits can be set up for each individual contract expiry of the same product. TT User Setup 7.17.10 is required to configure these limits.
  • Enhanced support for the Wholesale trade entry in conjunction with X_TRADER® 7.17. For details, please refer to the Help Library.

System Requirements

7.17 gateways offer a number of enhancements, including:
  • The ability to shared account numbers amongst different proxy (TTORD) traders.
  • Pre-trade risk limits can be set up for each individual contract expiry of the same product. TT User Setup 7.17.10 is required to configure these limits.
  • Enhanced support for the Wholesale trade entry in conjunction with X_TRADER® 7.17. For details, please refer to the Help Library.

Installation Notes

Upgrades from SFE Gateways version 7.14.x or prior are not supported. Customers must first upgrade to a SFE Gateway 7.15.x or 7.16.x before upgrading to 7.17.

The ttchron.ini_master file has been updated to include a section to run the audit_convert.exe tool at 00:10. Customers wishing to automate the gateway audit file generation and archiving must manually add this section to the local ttchron.ini file.

[win32-auditconvert]
path=<INSTALLDIR>\bin\audit_convert.exe
schedule=TWRFB@00:10
args=<INSTALLDIR>\auditfiles
# By default the compressed .csv file will be archived to tt\Archday folder

Note that TTClean application can be configured to delete old CSV and CBA files.

Enhancements

  1. Common
    1. Audit log file names do not contain blank spaces any longer. (Ref 221071)

  2. Order Server
    1. Fill Modification records are now recorded in the Audit file logs. (Ref 175427)

    2. Upgrade from 7.14 to 7.17 is not supported. Customers should upgrade to either 7.15.x or 7.16.x before upgrading to 7.17.0 gateway. (Ref 202414)

    3. TT User Setup Operator ID is recorded in the "Remaining Fields" in the audit file. (Ref 207596)

  3. Other
    1. Included and option to generate a separate Audit log file for each session configured on the Order Server. (Ref 201842)

  4. Price Server
    1. The contract name for spreads and strategies will now display correctly in the X_TRADER® and X_RISK Audit Trail windows. (Ref 210193)

  5. Risk Limits
    1. Added support for pre-trade risk limits set up on a per contract basis. TT User Setup 7.17.10 is required to support this feature. (Ref 217446)

    2. All Wholesale OTC trades are now included in the account-based risk limits. (Ref 220525)

Fixes

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. 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. (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)