CME Gateway

7.17.36.1

Released: Apr 11, 2014 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

 Fixed an issue introduced in CME Gateway 7.17.35 when using Account-Based Risk. Specifically, net position is not updated correctly when spread fills are processed. End users trading inter-product spreads can reach their risk limits prematurely, even though their real market position is below the predefined limit.

System Requirements

 Fixed an issue introduced in CME Gateway 7.17.35 when using Account-Based Risk. Specifically, net position is not updated correctly when spread fills are processed. End users trading inter-product spreads can reach their risk limits prematurely, even though their real market position is below the predefined limit.

Installation Notes

 

Enhancements

 

Fixes

  1. Order Server
    1. Positions are updated correctly for non-calendar spreads. (Ref 228095)

Known Issues

  1. Order Server
    1. Summary fills in Fill window retain the 'Partial' flag after the remaining quantity is deleted. (Ref 212406)

    2. Order Server may not shut down when shutdown is requested via services. (Ref 221731)

  2. Price Server
    1. In rare cases, specifically for SPO, CZM, CZS, CZC, CZW and MC6 calendar options, the gateway cannot distinguish between different options contracts of a product. This manifests itself as missing options contracts for the affected products. It also affects FIX Adapter, where contract definitions change between restarts. Because these contracts are not handled properly by the gateway, customers are advised not to trade them. (Ref 152503)

    2. The gateway does not properly classify the strategy type of 'DG' as a Diagonal. By default, such strategies are classified as Generic. (Ref 195620)

    3. If the Price Server receives a corrupt packet that includes an erroneously high sequence number, the server stops processing other new packets until that new sequence number is reached, which can result in a long period of frozen prices and require a Price Server restart. (Ref 199848)

    4. The Price Server indicator turns red in Guardian during a dump status request. (Ref 200848)

    5. Settlement prices are displayed off-tick when a restart occurs prior to the official rounded settlement. (Ref 200904)

    6. The Price Server cannot differentiate option products with strike prices of -2, 0 and 2, resulting in incorrect prices for these strike prices. The issue shows up only when the exchange sends the security definition out of order. (Ref 213428)

    7. The Price Server does not send create RFQ message when the RFQ is created by a third party solution. (Ref 214485)

    8. A single instance of missing price updates on an option strategy. (Ref 220098)

    9. The Price Server is rounding strategy future leg delta incorrectly. (Ref 222733)