BVMF Gateway

7.17.35.8

Released: Apr 01, 2014 File Size: 0
Package Contents:
No notes available.

Important Notes

 

Why Should I Upgrade?

BVMF 7.17.35 gateway supports trading for BM&FBOVESPA equity products.

Additionally, FRC and FRO products will no longer be displayed as individual products in Market Explorer . For more details about this change and impact, refer to TT's Website.

System Requirements

BVMF 7.17.35 gateway supports trading for BM&FBOVESPA equity products.

Additionally, FRC and FRO products will no longer be displayed as individual products in Market Explorer . For more details about this change and impact, refer to TT's Website.

Installation Notes

After an upgrade, add the following parameter in hostinfo.cfg on its own line in the [PriceServer] section as shown below:
generateserieskeys=FRC;FRO;FRP
PercentageSettlement=D1;D2;D3

To enable equities trading, the following configuration must be applied to the Hostinfo.cfg file after an upgrade
  • Navigate to the [PriceServer] section in the Hostinfo.cfg file. Add the following channels
    • MulticastGroup=BVMF_OIL_BIOFUELS_EQUITIES
    • MulticastGroup=BVMF_OIL_BIOFUELS_OPTIONS
    • MulticastGroup=BVMF_FINANCIALS_EQUITIES
    • MulticastGroup=BVMF_FINANCIALS_OPTIONS
    • MulticastGroup=BVMF_INDUSTRIAL_EQUITIES
    • MulticastGroup=BVMF_INDUSTRIAL_OPTIONS
    • MulticastGroup=BVMF_OTC
    • MulticastGroup=BVMF_IBOVESPA_OPTIONS
To enable TCP retransmission requests on the Price Server, you must request a new Replay ID from the exchange, and add it to the following parameter under the [PriceServer] section of Hostinfo.cfg file.
EquitiesReplayID=

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. The gateway can now provide roundtrip times(RTT) for all order exchange to the exchange and back. The RTT is logged in the in Audit Log files. (Ref 202907)

    2. 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. All FRC contracts will be grouped together as FRC product. Customers who need to configure risk by expiry can do so in TT User Setup 7.17.10 and higher. (Ref 220437)

    2. Settlements are now displayed in percentage for DI1, FRC and FRP products. (Ref 226551)

    3. By default, the Price Server will now generate its own series key for the FRC product. This fixes the duplication contract issue, caused by exchange changing its security id. (Ref 227578)

    4. Increased the buffer size to display the complete message from the BVMF exchange in the Audit Trail . (Ref 227743)

Fixes

  1. Configuration
    1. Multicastgroups.cfg file has been updated to include the equity index options channel. (Ref 227568)

  2. 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. 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. An issue exists where a Future leg on a spread contract is tagged as 'Calendar' in the 'Contract' column. (Ref 198718)

    2. Account Based Risk is not supported for Equity strategies when TT User Setup 7.4.12 is used to configure the risk parameters. TT User Setup 7.17.10 and higher is required. (Ref 221530)

  3. Price Server
    1. The BVMF market states Pre-Close and Close both appear as CLSD (Closed) in X_TRADER. However, Pre-Close market data updates from the exchange are processed and displayed correctly for these contracts, and all order actions (enter, modify, cancel) allowed by the Exchange during this phase are supported by the BVMF Gateway. Please refer to the BVMF Gateway System Administration Manual for more details. (Ref 164420)

    2. Contract state might be displayed incorrectly as "Auction", when the contract is in the "Open" state. (Ref 214870)

    3. The settlement prices are rounded to the nearest tick. (Ref 217877)

    4. Some spread contracts are listed backwards. (Ref 218035)