TFX Gateway

7.17.3.10

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?

7.17.3 gateways offer a number of enhancements, including:
  • The ability to share account numbers among different proxy (TTORD) traders.
  • The ability to configure account code mapping at Member level in gateway hostinfo.cfg file
  • 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.
  • All Wholesale OTC trades are now included in the account based risk calculations.

System Requirements

7.17.3 gateways offer a number of enhancements, including:
  • The ability to share account numbers among different proxy (TTORD) traders.
  • The ability to configure account code mapping at Member level in gateway hostinfo.cfg file
  • 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.
  • All Wholesale OTC trades are now included in the account based risk calculations.

Installation Notes

After upgrading to TFX Gateway 7.17.3, customers must manually add the new AccountCodeMapping parameter under the [OrderServerSession] section of the hostinfo.cfg file. The mapped section with the desired account code assignments should also be added in the hostinfo.cfg file. The master hostinfo.cfg file can be referred for the default setting.

[OrderServerSession_1]
ITM=
Member=
Password=
PrimaryAddress=
PrimaryPort=
BackupAddress=
BackupPort=
AccountCodeMapping=DefaultMapping

[AccountCodeMapping_DefaultMapping]
A1=C
A2=C
A3=C
M1=M
M2=M
M3=M
P1=H
P2=H
P3=H
U1=L
U2=L
U3=L


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 based on the calendar date 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.

It is recommended to upgrade the gateway after the scheduled gateway shutdown time on Friday and before the start-up time on Monday. If the gateway is upgraded on an exchange business day, before the upgrade, customers should delete (after backing up the files if necessary) all CBA files present in the auditfiles directory.

Enhancements

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

  2. Order Server
    1. Admin Delete functionality has been added to the Gateway. (Ref 152388)

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

    3. 'Display Name' and 'Product Type' fields have been added to the gateway audit file. (Ref 207256)

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

    5. The UseTRSOrderId parameter can be configured under each Member level in the gateway hostinfo.cfg file. (Ref 211839)

  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 Price Server no longer broadcasts a message "No connection to the Exchange" to every connected client application if it cannot connect to the exchange. (Ref 208681)

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

    3. A valid contract name (long series name) will be populated for all outright and spread contracts. (Ref 210254)

  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

  1. Order Server
    1. If an Administrator user deletes any orders via the telnet admin delete function, the orders will continue to be included in Risk Position calculations. (Ref 219831)

  2. Price Server
    1. Resolved an issue that resulted in stale prices in X_TRADER® Market Grid and MD Trader® windows. (Ref 210486)

    2. Intra-day settlement prices will now be correctly processed by the gateway. (Ref 221464)

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. Unexpected characters can appear in gateway logs when retrieving ex-pit trades. (Ref 140897)

    2. Trader logins may be accepted by a different Order Router than expected. (Ref 141254)

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

    4. Summary fills are not delivered for GTC orders on spreads and strategies working in the market when:
      • the Order Router disconnects from the exchange
      • the order is filled while the connection is down.
      (Ref 141259)

    5. FIX Adapter may incorrectly indicate to FIX clients that working GTC orders are cancelled. Shortly afterward, FIX Adapter will issue a follow-up Execution Report indicating that the orders are still working. This issue will not impact X_TRADER® users. (Ref 141260)

    6. UserID is missing from fills, resulting in the UserID not appearing in the Historical Fill Server database. (Ref 141261)

    7. There is an issue where stale GIS orders may appear as on HOLD in the Order Book. (Ref 142798)

    8. If an Administrator user deletes any orders via the telnet admin delete function, the orders will continue to be included in Risk Position calculations. (Ref 219831)

    9. Client applications connecting to the gateway cannot re-download the working Wholesale orders (Block, Asset Allocation). (Ref 220014)

  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. (Ref 221856)

  4. Price Server
    1. An issue can occur in which a contract's Volume at Price may be off by the contract's Last Traded Quantity. This issue is only applicable to the first instrument opened on the gateway after startup. (Ref 141262)