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FRC Products: Change of Series Key Impact

Gateway Impact

BVMF Gateway 7.17.35 or higher introduces a new parameter called generateserieskeys that configures the gateway to generate series keys for selected products. After an upgrade, you must add and configure the generateserieskeys parameter in hostinfo.cfg.

When configuring the parameter, add it on its own line in the [PriceServer] section and configure a list of products as a comma-separated list with no spaces. For example:

generateserieskeys=FRC,FRO

By default, BVMF Gateway 7.17.35 or higher generates its own series keys for FRC products.

Client Impact

The following TT Clients are impacted as follows:

X_TRADER®, X_RISK®

After an upgrade to BVMF Gateway 7.17.35 or higher...

  • Workspaces containing FRCs and FRO contracts will need to be rebuilt.
  • Autospreader spreads containing FRC and FRO products will need to be rebuilt.

Algo SE, ADL®

Any algos with FRC and FRO products will need to be re-created and re-deployed.

SODs

Start of Day records for open positions in FRC and FRO products will need to be published manually.

RTD Links and X_TRADER® API programs (including X_TRADER® Plug-Ins that reference these products) will need to be updated to reflect the new contract name.

TT User Setup

Existing FRC and FRO contract-based risk limits will need to be updated.

FIX Adapter

After an upgrade to BVMG Gateway 7.17.35 or higher...

  • FIX Adapter clients need to adjust their applications to provide and expect the new value in tags 48 (SecurityID) for the FRC and FRO products.
  • FIX Adapter must be restarted.

Trade Tracker

After an upgrade to 7.17.35 or higher...

  • New InstrumentID records will be created in the tblInstruments table for FRC and FRO products.
  • Trade Tracker must be restarted.