ICE Gateway

7.17.35.8

Released: Mar 27, 2014 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

TT Gateways 7.17.35 further enhance Avoid Orders That Cross (AOTC) Functionality by enabling the checks during the pre-open state.

Additionally, the gateway introduced the usage of the short symbol to generate product name. By default, the gateway will generate short product names for "Basis Spreads" and "UK Nat Gas". For more information, refer to the Help Library.

System Requirements

TT Gateways 7.17.35 further enhance Avoid Orders That Cross (AOTC) Functionality by enabling the checks during the pre-open state.

Additionally, the gateway introduced the usage of the short symbol to generate product name. By default, the gateway will generate short product names for "Basis Spreads" and "UK Nat Gas". For more information, refer to the Help Library.

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. 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)

    2. 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)

    3. Added support for kill switch functionality. (Ref 225506)

  4. Price Server
    1. Added ICE Endex multicast channels in the multicastgroups.cfg file. (Ref 226474)

    2. Support for short symbols for products which are not differentiated in the TT system. (Ref 226903)

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. General
    1. Adding a space to the beginning of the section name, such as [ OrderServer], can cause the following sections of the hostinfo.cfg file to function incorrectly; [OrderServer], [OrderSession#], and [SpreadRatios]. (Ref 128858)

  2. 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)

  3. Market Window
    1. A valid session high or session low price of '0' for future or energy products incorrectly displays as blank in X_TRADER. (Ref 211953)

  4. Order Server
    1. A minor issue exists where the gateway is sending a cancel response rather than a reject for Immediate or Cancel and Fill or Kill orders. (Ref 100458)

    2. Limit orders that are restated in FIX Adapter are missing a limit price. (Ref 143127)

    3. Resetting the FIX session triggers a resend request to the exchange, which increases the time the Order Server takes to become ready for trading (a green indicator). All orders and fills will be correct and the Order Server will function correctly. (Ref 198329)

    4. In an order book sharing scenario, if the originator of the order enters a hold order and if another trader tries to modify that hold order after the originator of the hold order is logged out, then the hold order gets rejected by the exchange when it is resubmitted. (Ref 210095)

    5. The ICE exchange has suggested that their recommended 15 second window for subsequent login may not be sufficient for some market conditions and for some customers. Customers experiencing login failures should add "ReconnectInterval=20" in the [server_settings] section of hostinfo.cfg file to extend the time between login attempts. (Ref 213694)

  5. Price Server
    1. Point values for certain futures and energy products are incorrectly populated following a clean install. To correct the values, the Guardian product table must be initially populated by running the Price Server, then manually updated with the correct point values found in the Exchange Product Database. (Ref 109107)

    2. The Price Server does not publish high and low prices for Trade at Settlement (TAS) contracts that are traded at "0" price. (Ref 165107)

    3. Following a network disconnect, the Price Server can run out of memory and crash. (Ref 203446)

    4. Some user defined strategies are not categorized correctly by the Price Server. (Ref 218346)

    5. The Price Server calculates Time and Sales, it may occasionally set the wrong side as the aggressor. (Ref 221156)

  6. Tools
    1. The ICE listener tool is not decoding ICE multicast messages correctly. (Ref 212477)