CME Gateway

7.17.45.13

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

Important Notes

Why Should I Upgrade?

CME Gateway version 7.17.45 in conjunction with X_TRADER® 7.17.35 will support submission of cross trades. For more details about this feature, refer to the help library .
Additionally, it is packaged with the latest TTM version 7.1.17.

System Requirements

CME Gateway version 7.17.45 in conjunction with X_TRADER® 7.17.35 will support submission of cross trades. For more details about this feature, refer to the help library .
Additionally, it is packaged with the latest TTM version 7.1.17.

Installation Notes

Enhancements

  1. Order Server
    1. Added support for submission of cross trades. (Ref 174506)

    2. The backup IP address has been removed from the CME-MSGWs.cfg file. Currently, TT Gateway does not support automatic failover from the primary IP to the backup IP address. (Ref 227865)

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. 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)

    3. The gateway sends the same operator ID for all TTORD traders that map to the same TT User Setup Username and direct trader ID.
      For Example, User: John Doe
      Trader1, TTORDMC001001 (S13000G1TT1) operator id=opt1
      Trader2, TTORDMC002001 (S13000G1TT1) operator id=opt2
      Trader3, TTORDMC003001 (S13000G1TT1) operator id=opt3

      Order sent through any of the traders (Trader1, Trader2, Trader3,) will result in same tag50=opt1 (Ref 228184)

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

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

    5. 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)

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

    7. The Price Server is rounding the futures delta leg price of the covered strategy incorrectly. (Ref 222733)