SGX Gateway

7.16.15.2

Released: Sep 05, 2013 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

7.16.15 Gateway resolves issues related to Account Based Risk.

System Requirements

7.16.15 Gateway resolves issues related to Account Based Risk.

Installation Notes

Enhancements

  1. Order Server
    1. Gateway rules XML file has been updated to remove Iceberg as an exchange supported order type. (Ref 220254)

Fixes

  1. Order Server
    1. Account based SOD records generated when GTC orders placed on older versions of the gateways (7.16.7 or below) fills, will now contain a valid risk account. (Ref 220133)

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. Deleting bof.tbl files on the gateway can cause FIX Adapter to miss fills. (Ref 135760)

    3. The Fill Server can log :"Fill confirmation record has a sequence number (xxx) which is not valid to the internal cache. Retrieve of record failed." There are no known issues to the TT system with regards to this message, other than the logging. (Ref 201904)

  2. Order Server
    1. Orders placed through X_TRADER® API with an off-tick price are not rejected. The Order Server sends the order to the exchange, which rounds the price up to the next tick. (Ref 121664)

    2. Un-triggered Session State Orders (SSO) appear in "Working" state instead of "Pending." (Ref 123523)

    3. The gateway rejects Good Til Canceled (GTC) orders with "Go to Market" actions. (Ref 132274)

    4. In certain cases when a trade occurs between two Ratio Strategy orders, the exchange might calculate off-tick values for the leg fills. In this case, the Order Server rounds the leg fill prices to valid tick prices for display in client applications. Summary fill calculations also use these rounded values, resulting in discrepancies between the exchange-provided LTP (Last Traded Price) for this Ratio Strategy contract and the summary fill price displayed in the Audit Trail and Fill Window. (Ref 136545)

    5. Order Router log time deltas might be inaccurate. (Ref 141255)

    6. Fills will be double counted for spreads that support implied pricing when the following occurs:
      • the routing session is configured to leave orders working upon logout/disconnect
      • the Order Server is down intraday
      • a working spread or strategy order is partially filled by the individual futures or options that make up that spread through implied pricing
      • the Order Server comes back up

      Depending on the quantities, this will either result in a greater quantity working at the exchange than is indicated by the order book or a working order at the exchange that is not in the order book at all. (Ref 145299)

    7. An issue exists that does not allow users to execute the "Logout ITM" command in the Guardian Admin menu. (Ref 169473)

    8. The X_TRADER® Order Book window inconsistently displays the order type for Market and triggered Stop Market orders. Both orders should display as a "Market" order type. (Ref 94895)

  3. Pre-Trade Risk
    1. Account-based positions are not reset at the fills session rollover if the Order Server is running during the rollover and AutoSOD is set to false. (Ref 221856)

  4. Price Server
    1. The Opening Auction States for some products are not updated in the "S" column of the X_TRADER® Market Grid with the appropriate value ("PRE-OPEN") and instead displays "CLSD." These products go directly into "OPEN" without going into "PRE-OPEN." Users should check the X_TRADER® Audit Trail messages for state changes. (Ref 102423)

    2. The close price for Stock Indices can be cleared out intra-day. (Ref 124054)

    3. A Price Server restart in the middle of a busy trading session can result in incorrect price depth. (Ref 149362)

    4. The Price Server does not reset LTP/LTQ when SGX sends a reset message at the end of the T session (Ref 170320)

    5. The Price Server might crash during a shutdown. (Ref 170935)

    6. The gateway only supports a maximum of 10 levels of aggregate depth on each side of the market. (Ref 196151)

    7. Price Server incorrectly logs "invalid negative price received from exchange" for RGF and VCF products. (Ref 219536)

    8. SGX Trade Report (Wholesale) trades are displayed with incorrect quantity in X_TRADER® Time & Sales window. (Ref 220053)

    9. Price Server sends empty Audit Trail alert messages to connected TT client applications when it receives empty B18 broadcast from the exchange. (Ref 220203)

    10. HALT and SUSPEND states do not appear in the X_TRADER® Market Grid "S" column. If an order is rejected by the exchange due to the product state change, the Audit Trail will display the following: "Illegal transaction at this time." (Ref 93807)