Eurex Gateway

7.17.42.3

Released: Mar 28, 2014 File Size: 0
Package Contents:
No notes available.

Important Notes

Eurex Gateways 7.17.40 and higher use FFT3 field to pass RegulatoryID(tag 25029 in ETI interface) to the exchange. Note that previous versions of the gateway passed FFT3 field in FreeText1(tag 25007 in ETI interface), FreeText1 field is no longer used.

Why Should I Upgrade?

Eurex Gateways 7.17.42 enhance the support for the exchange's algorithm labeling requirements:
  • AlgoID range configuration can be set on a per client basis.
  • Autotrader and ADL strategies are automatically labeled with an AlgoID. Note that this feature is available only when used in conjunction with X_TRADER® 7.17.23 for Autotrader strategies, and Algo SE for ADL strategies.
For further details about the support for algorithm labeling refer to the Help Library. Additionally, Eurex Gateways 7.17.42 in conjunction with TT User Setup 7.17.20 add support for KRX products.

System Requirements

Eurex Gateways 7.17.42 enhance the support for the exchange's algorithm labeling requirements:
  • AlgoID range configuration can be set on a per client basis.
  • Autotrader and ADL strategies are automatically labeled with an AlgoID. Note that this feature is available only when used in conjunction with X_TRADER® 7.17.23 for Autotrader strategies, and Algo SE for ADL strategies.
For further details about the support for algorithm labeling refer to the Help Library. Additionally, Eurex Gateways 7.17.42 in conjunction with TT User Setup 7.17.20 add support for KRX products.

Installation Notes

Enhancements

  1. Order Server
    1. Enhanced the algorithm labeling mechanism for Autotrader and ADL strategies. X_TRADER® 7.17.23 and Algo SE 7.17.23 are required to be able to use the new feature. (Ref 227793)

    2. If AlgoRange parameter is not configured, then algorithm identifier will be passed through to the exchange. Previously, the algorithm identifier was modified as if the AlgoRange is set to 0. (Ref 227932)

Fixes

  1. Order Server
    1. Resolved an issue where TTORD proxy traders could not log in until the direct trader logs in. (Ref 227874)

    2. The Order Server no longer crashes in the environment with TT User Setup 7.17.12 and lower. (Ref 227893)

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. Log files can grow to a significant size if the gateway is misconfigured. (Ref 218444)

    2. Some spread legs fills can be reported incorrectly after the market reset event. (Ref 226114)

  3. Price Server
    1. Stale prices and cross markets can be displayed on the connected clients after the exchange product failover. The Price Server needs to be restarted to resolve the issue. (Ref 221969)

    2. Synthetic SE orders can incorrectly trigger when prices are not recovered correctly after a network disruption. (Ref 222692)