FMDS Trade Calendar Update

Advisory CA017-17

FMDS Trade Calendar Update

FMDS TradeCalendar.xml and TradeCalendar_primary.xml files have been updated and are currently available for download via the Miscellaneous  section of the TT Download Center.

Updates include:

  • Fixed an incorrect trading schedule for SFEEquityIndexSchedule and SFEInterestRateSchedule for Friday T+1 session
  • Updated trading hours for BMFAgriculturalSchedule and BMFSchedule
  • Updated trading hours for SGXNikkeiDividendFuturesSchedule

To upload these files to FMDS:

  • Navigate to <drive letter>:\tt\config.
  • Back up existing TradeCalendar.xml and TradeCalendar_primary.xml files.
  • Copy the latest TradeCalendar.xml and TradeCalendar_primary.xml files downloaded from the TT Download Center into this directory.

Should you have any questions, please contact TT Support.

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FMDS Trade Calendar Update

Advisory CA016-17

FMDS Trade Calendar Update

FMDS TradeCalendar.xml and TradeCalendar_primary.xml files have been updated and are currently available for download via the Miscellaneous  section of the TT Download Center.

Updates include:

  • Updated TradeCalendar for ICE times for DST Changes

To upload these files to FMDS:

  • Navigate to <drive letter>:\tt\config.
  • Back up existing TradeCalendar.xml and TradeCalendar_primary.xml files.
  • Copy the latest TradeCalendar.xml and TradeCalendar_primary.xml files downloaded from the TT Download Center into this directory.

Should you have any questions, please contact TT Support.

If you no longer wish to receive Customer Advisories, please Unsubscribe.

OSE Mothers Index Futures Tick Size Change

Advisory CA015-17

OSE Mothers Index Futures Tick Size Change

 

Effective Monday, April 3, 2017, OSE will amend tick sizes for Mothers Index Futures contracts. Customers must upgrade to OSE 7.18.6 to be able to trade Mothers Index Futures.  This updated Gateway version will be released by Friday, March 31.  All GTC and GTDate orders for Mothers Index Futures contracts must be cancelled prior to the close on March 31, as the exchange has announced that no GTC or GTDate orders will be carried over after this tick size change.  

For further information, please contact your TAM.

*UPDATE* LMESelect 9.0 API upgrade

Advisory CA014-17

Update to CA009-17:

As a reminder, on Monday, March 27, LME will proceed with its LMESelect 9.0 API upgrade. In preparation for this upgrade, TT will release LME Gateway 7.18.1 tomorrow.

In addition to the items listed below in the previous Advisory, please be aware of the following:

  • Customers must delete GTC’s prior to close of trading on Friday. From the LME:
    • GTC and Date orders will not be carried across into LMEselect 9. Any GTC and Date orders that remain in LMEselect 7.4 as of the close of trading on Friday 24 March 2017 will be automatically removed after the close at 19:00 (UK time).
  • LME requires that customers submit orders for Base Metals using an A2 House account.

For further information, please contact your TAM.

***

CA009-17

On March 27, LME will proceed with its LMESelect 9.0 API upgrade. In preparation for this upgrade, TT will release LME Gateway 7.18.0 this week for use during the dress rehearsal occurring on March 11.

 

NOTE: LME 7.18 is not compatible with the current API, Select 7. Customers should not use this version in production until Monday, March 27.

 

Additional details from the exchange on the March 11 dress rehearsal may be found here.

 

TT Impact

As a result of this upgrade, customers must connect to different IP addresses or Fully Qualified Domain Names (FQDNs) for access to LME. For information on configuring DNS for LME, please see the TT LME Gateway Documentation.

 

For additional information on LMESelect 9 Connectivity, please contact the exchange for access to their LME Firewall and Routing Guide.

 

The FQDN, IPs, and ports, have changed, and thus the hostinfo.cfg file will need to be changed:

Order Connectivity – To be used for Order Session IP/Port

DC1

Port 5555

FQDN: fsoe.select.prd.lmexgw.com

-or-

IP Address: 213.86.73.66

 

DC2

Port 5555

FQDN:fsoe.select.prd.lmexgw.com

-or-

IP Address: 213.86.73.2

 

Price Connectivity – To be used for Price Session IP/Port

DC1

Port 7980

FQDN: fsmdf.select.prd.lmexgw.com

-or-

IP Address: 213.86.73.66

 

DC2

Port 7980

FQDN: fsmdf.select.prd.lmexgw.com

-or-

IP Address: 213.86.73.2

 

Customers must update the following section of the hostinfo.cfg with the new IP address and Port information provided above:

 

[OrderServerSession_1]

ExchangeIP=$exchange_ip  <—-Use new FQDN or IP address

ExchangePort=$exchange_port <—-Use updated Port

GatewayCompany=$sender_company_id

Member=$session_identifier

 

ExchangeCompany=LME

SessionPassword=$exchange_password

FAXKey=$exchange_key


The following new parameters are required by LME after the upgrade to LMESelect 9.0 API, and need to be added to each OrderServerSession in the hostinfo.cfg file.  Customers must either populate these fields, or provide their TAM with the necessary values:

## tag 10048 ISO Country Code of the person making the investment decision

InvestmentDecisionCountry=$country_code

 

## tag 10049 ISO Country Code of the person making the execution decision

ExecutionDecisionCountry=$country_code

 

## tag 10050 Indicates if the trader has a direct electronic access. value=Y or N

DEA=$dea

 

## tag 10051 Indicates the type of trading capacity. Valid values are 1, 2 or 3 as follows:

## 1 = DEAL (Dealing on own account)

## 2 = MTCH (Matched principal)

## 3 = AOTC (Any other capacity)

TradingCapacity=$trading_capacity

 

## tag 448 PrtyID of the party role

ClientID=$client_id

CustomerAccount=$customer_account_type_id

InvestmentDecisionWithinFirm=$investment_decision_id

ExecutionDecisionWithinFirm=$execution_decision_id

AlgoOrHumanDetail=$algo_or_human_id

 

Sample of a configured order session:

 

[OrderServerSession_TTSAMPLE123]

ExchangeIP=fsoe.select.prd.lmexgw.com

ExchangePort=5555

ReconnectionInterval=5

ReconnectionAttempts=5

HeartbeatInterval=180

GatewayCompany=TTSAMPLE123

Member=Sample123

ExchangeCompany=LME

SessionPassword=TTSAMPLE123

FAXKey=12345678

 

#tag 10048 ISO Country Code of the person making the investment decision

InvestmentDecisionCountry=US

 

#tag 10049 ISO Country Code of the person making the execution decision

ExecutionDecisionCountry=US

 

#tag 10050 Indicates if the trader has a direct electronic access.

DEA=N

 

#tag 10051 Indicates the type of trading capacity. Valid values:

# 1 = DEAL (Dealing on own account)

# 2 = MTCH (Matched principal)

# 3 = AOTC (Any other capacity)

TradingCapacity=3

 

#tag 448 PrtyID of the party role

ClientID=client1

CustomerAccount=CA1

InvestmentDecisionWithinFirm=IDF1

ExecutionDecisionWithinFirm=EDF1

AlgoOrHumanDetail=AH1

 

When upgrading the gateway, customers may refer to the master hostinfo.cfg file when updating these parameters, which is located at \tt\LME-Flavor\hostinfo.cfg_master

Should you have any questions, please contact your local TAM. 

  

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