ICE Gateway

7.17.45.10

Released: May 16, 2014 File Size: 0
Package Contents:
No notes available.

Important Notes

 

Why Should I Upgrade?

Supports migration of NYSE Liffe and NYSE Liffe U.S. products to the ICE Exchange. For more information, please refer to the Migration Guide.

Additionally, in conjunction with X_TRADER® 7.17.35 the gateway supports submission of cross trades. It is also packaged with the latest TTM version 7.1.17.

System Requirements

Supports migration of NYSE Liffe and NYSE Liffe U.S. products to the ICE Exchange. For more information, please refer to the Migration Guide.

Additionally, in conjunction with X_TRADER® 7.17.35 the gateway supports submission of cross trades. It is also packaged with the latest TTM version 7.1.17.

Installation Notes

    To enable NYSE Liffe and NYSE Liffe U.S products on ICE Gateway, the following configuration must be applied to the Hostinfo.cfg file.
    • Navigate to the [PriceServer] section in the Hostinfo.cfg file. Add the following channels
      • MulticastGroup18=LiffeMetalsFutures
      • MulticastGroup19=LiffeEquityIndicesFutures
      • MulticastGroup20=LiffeAgFutures
      • MulticastGroup21=LiffeGCF_EurodollarFutures
      • MulticastGroup22=LiffeOptions

    • Additionally, add the following to the MarketTypeIDs parameter
      • 200,201,202,203,204,205,206,207,208,209,210

      Note: NYSE Liffe and NYSE Liffe U.S products will only be available once they migrate to the ICE exchange. 

      A new multicast.cfg file has been packaged with this release to support the migration.
     

Enhancements

  1. Order Server
    1. Creation of user defined futures spreads like Packs and Bundles are now supported. (Ref 227683)

    2. Added support for submission of cross trades. For more details, please refer to the Help Library (Ref 228030)

  2. Price Server
    1. Added support for 10 levels of depth for the option products. By default, the Price Server only supports 5 levels of depth. To enable, 10 levels of depth follow the steps below to modify the Aconfig settings.
      • Launch the AconfigUtil icon from the desktop.
      • Navigate to the AConfig.Core.Server.Exchange-Specific.ICE_IPE-[flavor].Market-Depth.NumDepthLevels section.
      • Modify the setting to 10.
      (Ref 227477)

Fixes

  1. Order Server
    1. Held orders can be changed or deleted when the exchange is not available. Previously, synthetic held orders could not be managed when there was no connection established with the exchange. (Ref 164437)

Known Issues

  1. General
    1. Adding a space to the beginning of the section name, such as [ OrderServer], can cause the following sections of the hostinfo.cfg file to function incorrectly; [OrderServer], [OrderSession#], and [SpreadRatios]. (Ref 128858)

  2. Instrument
    1. TAS products on Liffe markets are not distinguishable from the outright products in X_TRADER. TT will release a new version of the ICE Gateway to distinguish the TAS product. (Ref 228491)

  3. Market Window
    1. A valid session high or session low price of '0' for future or energy products incorrectly displays as blank in X_TRADER. (Ref 211953)

  4. Order Server
    1. Limit orders that are restated in FIX Adapter are missing a limit price. (Ref 143127)

    2. Resetting the FIX session triggers a resend request to the exchange, which increases the time the Order Server takes to become ready for trading (a green indicator). All orders and fills will be correct and the Order Server will function correctly. (Ref 198329)

    3. In an order book sharing scenario, if the originator of the order enters a hold order and if another trader tries to modify that hold order after the originator of the hold order is logged out, then the hold order gets rejected by the exchange when it is resubmitted. (Ref 210095)

    4. The ICE exchange has suggested that their recommended 15 second window for subsequent login may not be sufficient for some market conditions and for some customers. Customers experiencing login failures should add "ReconnectInterval=20" in the [server_settings] section of hostinfo.cfg file to extend the time between login attempts. (Ref 213694)

  5. Price Server
    1. Point values for certain futures and energy products are incorrectly populated following a clean install. To correct the values, the Guardian product table must be initially populated by running the Price Server, then manually updated with the correct point values found in the Exchange Product Database. (Ref 109107)

    2. The Price Server does not publish high and low prices for Trade at Settlement (TAS) contracts that are traded at "0" price. (Ref 165107)

    3. Following a network disconnect, the Price Server can run out of memory and crash. (Ref 203446)

    4. Some user defined strategies are not categorized correctly by the Price Server. (Ref 218346)

    5. The Price Server calculates Time and Sales, it may occasionally set the wrong side as the aggressor. (Ref 221156)

    6. Liffe volatility strategy on ICE are identified as "others". (Ref 228313)

  6. Tools
    1. The ICE listener tool is not decoding ICE multicast messages correctly. (Ref 212477)