Missing Fills on BrokerTec Gateways
Please be advised that there is a known issue that can cause BrokerTec fills to be removed from X_TRADER client applications when a client application is closed during the trading session. We are working with the exchange to address an issue with the structure of their BD6 messages and we await their decision on how they will amend this structure.
Note that the removal of fills will not occur if an X_TRADER client application remains open. Users who trade BrokerTec contracts are advised to remain logged in to their client applications and to not log off in the middle of the trading session to avoid this issue.
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