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Issue with the Sniper Algo on AlgoSE

Advisory CA044-16
October 26, 2016
Customer Advisory

Issue with the Sniper Algo on AlgoSE

We have discovered an issue involving the “TTSniper” algo that is included with the AlgoSE installation.  Specifically, if the Sniper algo is used in conjunction with an Aggregator instrument, the algo will achieve more fills than the actual order quantity.  The amount of excess fills will vary, as it is dependent on a timing issue.

Please refrain from using the packaged “Sniper” algo to place Aggregator orders. This issue will be addressed in the next AlgoSE release.

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

 

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