SFE Gateway

7.17.36.0

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

Important Notes

Why Should I Upgrade?

Fixed an issue introduced in SFE Gateway 7.17.35 when using Account-Based Risk. Specifically, net position is not updated correctly when spread fills are processed. End users trading intra-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 SFE Gateway 7.17.35 when using Account-Based Risk. Specifically, net position is not updated correctly when spread fills are processed. End users trading intra-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. Orders will become unmanagable(deletes or changes are not processed) on TT system after an external modification of Account (Tag 1) or Reference (Tag 58) fields. (Ref 224514)

  2. Orders
    1. If the order is modified outside of the TT system and if the Order Server is restarted, it will drop the order from the order book. (Ref 221474)