TOCOM Gateway

7.17.3.8

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.
  • Support for the configuration of multiple members with separate sets of exchange credentials on a single gateway.
  • 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.

System Requirements

7.17.3 gateways offer a number of enhancements, including:
  • The ability to share account numbers among different proxy (TTORD) traders.
  • Support for the configuration of multiple members with separate sets of exchange credentials on a single gateway.
  • 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.

Installation Notes

Customers should refer to the 7.17.0 Gateway Migration Guide and System Administration Manual before installing/upgrading the gateway. To obtain these documents, contact your local TAM.

The following parameters in the hostinfo.cfg file are no longer supported by the gateway. Upon upgrade these parameters, if present, should be removed from the hostinfo.cfg file.
  • ResubmitOnSessionDown
  • ResubmitOnStartup

The ttchron.ini_master file has been updated to include a section to run the audit_convert.exe tool at 16:45 JST. Customers upgrading to TOCOM Gateway 7.17.3 and wishing to generate gateway audit files based on the exchange clearing date must manually add this section to the local ttchron.ini file.

[win32-auditconvert]
path=<INSTALLDIR>\bin\audit_convert.exe
schedule=MTWRF@16:45
args=<INSTALLDIR>\auditfiles /ClearingDate
# 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 Saturday and before the startup time on Monday (Japan time). 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. Orders inactivated by the exchange will now be correctly processed by the Order Server. (Ref 170614)

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

    3. Added support for the configuration of multiple members with separate sets of exchange credentials on a single gateway. (Ref 198958)

    4. Working orders deleted by the Order Server for not being present in the exchange order list will be retained in the deleted queue for few days for later reconciliation. (Ref 200429)

    5. Increased Order Server throughput by no longer routing order Change, Delete and Replace actions via the TTO through which the initial order was originally routed. (Ref 202375)

    6. 'Display Name' and 'Product Type' fields have been added to the gateway audit file. (Ref 206210)

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

  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 Market-Depth.NumDepthLevels AConfig parameter has been removed from TOCOM Gateway. The number of levels of aggregate depth send by the gateway will no longer be configurable. 10 levels of aggregate depth on each side is displayed by default. (Ref 204693)

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

  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)

  6. TTChron
    1. The ttchron.ini_master file has been updated to include a section to run the audit_convert.exe tool at 16:45 JST. (Ref 214468)

Fixes

  1. Order Server
    1. GTDate orders will now display the valid number of days based on the exchange clearing date. (Ref 200012)

  2. Price Server
    1. Stale prices are no longer displayed when Price Server is running with PFX disabled. (Ref 212912)

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. When rejecting an Iceberg order, which is not supported by the exchange, the Order Server forwards a misleading reject message: Cannot accept a disclosed quantity other than zero. (Ref 120615)

    2. "SrsKey" information is truncated on fill messages in the audit file. (Ref 128013)

    3. The gateway rejects the "Go to Market" functionality for Good Till Cancel (GTC) Limit Orders. (Ref 132255)

    4. Users can only Cancel/Replace an existing order to a Market order. (Ref 163344)

    5. An incomplete order can only be deleted by a TTADM user. (Ref 193244)

  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. Price Server can crash during certain failed price snapshot requests. (Ref 214972)

    2. Price Server can crash if shut down within few seconds after started. (Ref 214974)

    3. Spread products can be displayed with an incorrect exchange trading state. (Ref 219262)