Try TT Now

OSE Migration Client Impact

What is the X_TRADER® Impact?

 

Can I migrate existing workspaces?

No. Even though the same products can be traded, the series keys are different on the OSE Gateway. If a user tries to open an old workspace with OSE products on the new OSE Gateway, the contracts in the old workspace will not correctly resolve. Note that this also includes charts within X_STUDY.  

How do I manage working orders during migration?

Prior to migration, traders must cancel all working orders, including GTC, GTD, and GTDate orders entered for OSE products.  

Will spreads in Autospreader that include OSE products have to be deleted in advance of the migration and rebuilt after migration?

  Any spread configurations that have products saved within it will need to be rebuilt. After the migration, customers will need to rebuild any Autospreader configurations with the new products.  

What is the impact to X_TRADER® Plug-ins?

 

Is there impact to RTD?

Links that reference products on the OSE Gateway must be updated to map to the updated OSE product names where applicable. For more information regarding entering RTD formulas, refer to the XTAPI RTD Tutorial.  

What is the impact to Trade Tracker or other X_TRADER® Professional Services

Trade Tracker relies on a combination of series key, TT Gateway Exchange-Flavor and Expiry date to create a unique Instrument ID. After the API upgrade, the new OSE Gateway uses different series keys for all OSE products. Following migration, users may see two different Instrument IDs for the same contract via Trade Tracker:
  1. The Instrument ID for a contract on the previously installed OSE Gateway.
  2. A second Instrument ID for the same OSE contract after it gets traded on the new OSE Gateway due to the series key change.
   

What is the X_RISK Impact?

 

Can I migrate existing workspaces?

No. Even though the same products can be traded, the series keys are different on the OSE Gateway. If a user tries to open an old workspace with OSE products on the new OSE Gateway after the API upgrade, the contracts in the old workspace will not correctly resolve.  

What if I currently use an X_RISK Historical Fill Server (HFS)?

You can begin recording data from the new OSE Gateway following the migration.  

Will SODs be carried over or do I have to publish via X_RISK?

If installing a new OSE Gateway, TT recommends closing all trader positions on the existing OSE Gateway before migrating to the new OSE Gateway. Users must manually enter SOD records for any outstanding OSE positions.  

How Do I Migrate Traders in TT User Setup?

 

Can traders use their existing trader IDs on the new OSE Gateway?

OSE is issuing new sessions to customers for use on the Next J-GATE API. Customers must create new gateways logins, or modify existing logins as necessary.   Customers should create new OSE-specific order sessions. New, OSE-specific order sessions may be added to the OSE Gateway as described in the OSE Gateway Help.   Updates to Customer Defaults should be completed following the migration, (e.g., updating Account Types if necessary).  

How do I migrate product limits?

After the API upgrade, product limits for OSE products with different product names must be migrated to the new OSE Gateway as listed in the procedure below. You can perform this procedure at any time prior to the migration.   To copy product limits to the new OSE Gateway:  
  1. For any OSE products that are renamed, highlight existing product limits in the Product Limit window in TT User Setup.
  2. For any OSE products that have new series keys,  you will have to migrate any contract limits for the impacted products in TT User Setup. From the User Admin window, select Contract Limits to check if contract limits have been set up for any products.
  3. Change old OSE Product Symbols to new OSE Product Symbols for all product limits that are not using a wildcard (*). Refer to the section called Updated Series Keys for a list of product symbols.
  4. Use the Create New button to add any additional product limits in the Product Limit window in TT User Setup.
  For more information on migrating product limits, refer to the following section in the TT User Setup Help: https://www.tradingtechnologies.com/en/help/tt-user-setup/copying-product-limits-to-additional-gateways-or-gateway-logins/  

Are there changes to Product Group Permissions?

Risk administrators can enable access to the following new products being added:
  • Tokyo Stock Exchange Mothers Index Futures
  • JPX-Nikkei Index 400 Options
  • TWSE Capitalization Weighted Stock Index Futures
  • FTSE China 50 Futures
A Product Group to Product mapping can be found here.  

What is the impact to API Applications?

 

Are there changes to various API fields?

The following table lists changes in OSE Gateway behavior that may impact X_TRADER® API and TTAPI applications. Users should familiarize themselves with the following changes and determine the impact on existing X_TRADER API and TTAPI applications.  
Change Description TT API X_TRADER® API
Series Key Any inbound or outbound messages for OSE instruments with the new series keys or product names are impacted. InstrumentKey SeriesKey Key SeriesKey
LongSeriesName Any inbound or outbound messages for OSE instruments with the new series keys or product names are impacted. InstrumentDetails SeriesName
Timestamps OSE forwards timestamps in Japan Standard Time (JST). OSE Gateways populate fill time and date using the data received from the timestamp_match field on the BD1. FIX Adapter configurations need to be adjusted to remove the -9 hrs bias that is currently in place for production OSE. TransactionDateTime Date
 

What is the impact to OSE products?

Series keys are updated for all OSE products.  

What is the minimum version of TTAPI/X_TRADER API?

There are no dependencies that are version specific due to the upgrade to the new OSE platform.  

How does this migration impact existing FIX Adapter users?

 

What is the FIX Client Impact?

Prior to making any changes to your existing trading environment, you should thoroughly review the impact of changes to the SeriesKey and LongSeriesName by any downstream FIX Client applications. The change in SeriesKey maps to the SecurityID(48) values and will change for all OSE products. In addition, the change in the LongSeriesName maps to the SecurityAltID(10455) values and will change for all products. Administrators must determine how the new values will affect their FIX Clients and be prepared for those changes when products are migrated.  

Is there impact to FIX Adapter logins in TT User Setup?

You must update all FIX Adapter Client and Server Gateway Logins with correct logins as necessary. OSE is issuing all new sessions to customers for use on the Next J-GATE API, so new gateway logins are required.  

What is the impact to Timestamps?

FIX Adapter configurations need to be adjusted to remove the -9 hrs bias that is currently in place for production OSE. OSE Gateways populate fill time and date using the data received from the timestamp_match field on the BD1.  

Can I migrate existing trader positions?

 

How do I handle Position Management during migration?

Customers must delete all working orders prior to the uninstall and reinstall of the OSE 7.18 gateway. Positions for OSE products will not persist to the new OSE Gateway. TT recommends closing all trader positions on the existing OSE Gateway before migrating to the new OSE Gateway. Users must manually enter SOD records for any outstanding OSE positions.   Note: Pre-migration fills will not be retrieved from the old OSE Gateway. After the migration, new *bof.tbl and *fills.tbl files will be created.  

Can I use Auto-SOD with the OSE Gateway?

If Auto-Calculate-SOD was enabled on the existing OSE Gateway, ensure that it is enabled on new OSE Gateway after installation. As long as the Fill Server rollover times are the same for all products traded on the OSE Gateway, you can use the Auto-Calculate-SOD functionality after the migration.   Due to changes in the exchange’s trading hours, the new OSE Gateway uses a different fill server rollover time than the old OSE Gateway. The fill server rollover now occurs at 3:30am Japan Standard Time (JST), but will change to 6:00am on the new OSE Gateway.   Note: This change means that the fill server rollover no longer follows the exchange trading date schedule.  

Can GTC, GTD, and GTDate orders remain working in the market during the migration?

  WARNING: As part of the migration, OSE traders must delete all working orders and resubmit them on the newly installed OSE Gateway. This includes all synthetic and native orders submitted for OSE contracts on Synthetic Strategy Engine and Autospreader® Strategy Engine servers.   At the end of the trading session prior to migration, traders must cancel all GTC, GTD, and GTDate orders that were submitted on the old OSE Gateway.   WARNING: The exchange will not migrate any orders to the new platform.   After the migration is complete, do the following:
  • Start the OSE Gateway prior to the first trading session in order to download settlement prices from the exchange.
  • Have traders connected to the OSE Gateway resubmit their GTC, GTD, and GTDate orders for OSE products.
  • For OSE Gateways connected to Strategy Engines, have traders resubmit their GTC, GTD, and GTDate spread orders to the Autospreader SE and synthetic orders to the Synthetic SE for OSE products.
 

What is the FMDS Impact?

 

What configuration changes are required to FMDS?

The migration impacts FMDS customers currently connecting to OSE Gateways in the following manner:
  • You can use the OSE schedule for the changed OSE product names and series keys.
  • All FMDS customers are required to make manual configuration changes to their <root drive>:\tt\config\fmds.cfg file in order to record market data for OSE contracts after the migration. This requires you to change all OSE contract names with new product codes a needed.
Example: Changing OSE Contract Names in fmds.cfg Existing contract name: OSE.JP400.Oct15.Future Product code “JP400” changed to “JN400” OSE.JN400.Oct15.Future
  • Customers must also convert their existing FMDS databases if they wish to reference historical OSE contract data following the migration. The contract information that has been stored in the FMDS database as “OSE” with old product names must be renamed to the new product names. Contracts are renamed in the FMDS Database using the FMDSFileMonkey command line tool.
  • After converting the FMDS database, FMDS customers should restart the TT FMDS Responder 30 minutes prior to the open of the first trading session after the OSE J-GATE API upgrade. This will ensure that the new series keys from the product download are reflected in requests for historical data.

The following products have modifications to their symbols as a result of the Next JGATE upgrade:

Current Symbol  New Symbol    
JP400 JN400
TP30D T30D
TPBNK BANK

Refer to the FMDS help for procedures regarding how to rename contracts in the fmds.cfg file and FMDS Database.

 

How do I convert an existing FMDS database?

  Modify fmds.cfg (located in <drive letter>:\tt\config) to switch the subscriptions for renamed products/instruments from the old name to the new.
From: To:
[OSE.Future OSESchedule] ?.JP400.5.? ? [OSE.Spread OSESchedule] ?.JP400.Calendar: -1xJP400 4:1xJP400 4.? ? [OSE.Future OSESchedule] ?.JN400.5.? ? [OSE.Spread OSESchedule] ?.JN400.Calendar: -1xJN400 4:1xJN400 4.? ?
 

How do I convert an existing FMDS database?

  To convert existing FMDS databases to OSE:  
  1. Open the FMDS Management Console window.
  2. On the Connection tab, in the Service Control section, click the blue stop buttons next to the TTFMDSFeed and the TTFMDSResp fields to shut down the FMDS feed and responder.
  3. Backup your current database. Refer to the FMDS User Manual.
  4. Open the command prompt and enter the following commands to use FMDS FileMonkey to update FMDS for the following OSE FUTURES products.
    • <root drive>:\tt\fmds\bin\fmdsfilemonkey --rename -c "OSE.JP400 *.*" --new-contract "OSE.JN400 *.*
    • "<root drive>:\tt\fmds\bin\fmdsfilemonkey --rename -c "OSE.TP30D *.*" --new-contract "OSE.T30D *.*"
    • <root drive>:\tt\fmds\bin\fmdsfilemonkey --rename -c "OSE.TPBNK *.*" --new-contract "OSE.BANK *.*"
    • Where: <root drive> is the letter of the drive that contains your FMDS installation.
    WARNING: The commands above are case sensitive. To successfully update FMDS, you must verify that the new gateway name matches the second argument including case.
  5. Open the command prompt and enter the following commands to use FMDS FileMonkey to update FMDS for the following OSE SPREAD products.
    • <root drive>:\tt\fmds\bin\fmdsfilemonkey --rename -c "OSE.Calendar: *1xJP400 *1xJP400 *.Spread" --new-contract "OSE.Calendar *1xJN400 *1xJN400 *.Spread"
    • <root drive>:\tt\fmds\bin\fmdsfilemonkey --rename -c "OSE.Calendar: *1xTP30D *1xTP30D *.Spread" --new-contract "OSE.Calendar *1xT30D *1xT30D *.Spread"
    • <root drive>:\tt\fmds\bin\fmdsfilemonkey --rename -c "OSE.Calendar: *1xTPBNK *1xTPBNK *.Spread" --new-contract "OSE.Calendar *1xBANK *1xBANK *.Spread"
    • Where: <root drive> is the letter of the drive that contains your FMDS installation.
    WARNING: The commands above are case sensitive. To successfully update FMDS, you must verify that the new gateway name matches the second argument including case.
  6. Open the FMDS Management Console window.
  7. On the Connection tab, in the Service Control section, click the blue start buttons next to the TTFMDSFeed and the TTFMDSResp fields to restart the FMDS feed and responder.
  8. After the OSE Gateway starts and new products are downloaded, open the command line console and enter the following command to verify that the expected OSE products and instruments are subscribed to (i.e., check the Dynamic Manifest):<root drive>:\tt\fmds\bin\fmdsconsole --host<IP Address> --getdm
  9. If applicable, shutdown and restart any X_STUDY® applications running in your environment.
 

What is the recommended FMDS Version?

TT recommends users upgrade to FMDS Version 7.6.1 or higher.

What is the TT Gateway Impact?

How do I configure the Price Server on the upgraded OSE Gateway?

The OSE 7.18.Gateway requires a combination of the ITCH and OM price feeds to deliver market data. These feeds are utilized as follows:  
  • The ITCH API is used to deliver streaming, real time price data.
  • The OM API requires a Market Information ID, similar to previous versions of the OSE Gateway, which is used to deliver certain reference prices such as Settlement and Open/Close.
Each Price Server requires that a OM Price Bridge is configured using a unique Market Information ID on the host in order to receive Settlements Open/Close and Price Limit prices.   NOTE: The Price Server will fully start up and appear as green in Guardian even without an OM Price Bridge configured but will not receive Settlements, Open/Close or Price Limit prices. The Price Server (ITCH) and Price Bridge (OM API) configurations are as follows in the hostinfo.cfg: ose-priceserver ose-pricebridge  

How do I configure Price Server failover?

In order to enable hot failover for OSE Price Servers between OSE System 1 and System 2, customers must configure a pair of OSE Gateways using the same flavor. When configuring Price Server failover, the following should be considered:
  • The secondary OSE Gateway and Price Server must be the same version and configured with the same Exchange-Flavor and multicast channels as the primary OSE Gateway.
  • Any changes made in the aconfig.xml and aconfig_local.mxl files (e.g., enabling PFX) need to be made on both OSE Gateways.
  • The hostinfo.cfg file on both the primary and secondary OSE Gateways must be configured with the following:
    • The same settings for the [PriceServer] section parameters.
    • Identical product subscriptions. For example, if the primary Gateway is subscribing to MulticastGroup=OSE-1, the secondary Gateway must be subscribed to that as well.
  • To configure the secondary OSE Gateway so that only the Price Server runs, comment out the Order Server and Fill Server sections in the ttchron.ini file on the secondary OSE Gateway.
  • Identical MulticastGroups.cfg files are required on both the primary and secondary OSE Gateways.
Options for configuration of the Price Server and OM Price Bridge for failover purposes are as follows:  
  1. In order to support hot failover of the Price Server, each should have an OM Price Bridge configured with a unique Market Information ID in the hostinfo.cfg.
  2. If customers do not wish to run the Price Server in hot failover mode, the primary Price Server may be configured as follows:
    1. Configure the OM Price Bridge with a Market Information ID on the primary Price Server
    2. Configure the OM Price Bridge on the secondary Price Server using the same Market Information ID as the primary Price Server, but comment out the Price Bridge section in TTChron on the secondary server. In this case, should failover to the secondary Price Server occur, Settlements, Open/Close and Price Limit prices will be missing on the secondary. When this occurs, the customer may perform a manual failover of the Price Bridge by enabling it in in TTChron after disabling it on the primary.
 

How do I migrate an existing OSE Gateway to a new OSE Gateway on the same machine?

If you use the same server-class machine for the new gateway, you have to first uninstall the existing OSE Gateway before you install the new OSE Gateway. Before beginning the installation, you must first do the following:
  • Cancel all working orders including GTC, GTD, and GTDate orders.
  • Uninstall the OSE Gateway:
    • Stop all TT services running on the OSE Gateway.
    • Move <root drive:>\tt to <root drive:>\tt_backup
    • Uninstall all gateway child components: TTChron, TT Guardian, TT Messaging.
    • Delete <root drive:>\tt
  • Refer to the OSE Gateway Help to complete the installation and initial configuration of the OSE Gateway.
 

What is the Impact to Algo Design Lab (ADL)?

 

What is the impact to existing algo templates?

Users will have to change their algo templates that contain OSE products:
  • If the Algo Definitions deployed before the migration contain any static Instrument Blocks pointing to affected instruments (i.e., OSE instruments with new product names or series keys): users must update the templates with valid instruments and re-deploy. This means that any linked Algo Templates will need to be re-built.
  • If the Algo Definitions deployed before the migration had user-defined Instrument Blocks: Any linked Algo Templates that were using affected Instruments will need to be updated.

How does this affect ‘persisted’ algo templates?

The information above applies to all affected algo templates.  

What is the impact to Strategy Engines (SEs) connected to the new OSE Gateway?

 

What SEs are impacted?

Autospreader® SE, Algo SE, and Synthetic SE servers connected to OSE Gateways in your trading environment are impacted.  

Do I have to make configuration changes to the SE servers?

No configuration changes for Synthetic SE will be needed since the gateway flavor will not change.  

What about working orders on SEs for OSE contracts?

Prior to migrating to the new OSE Gateway, traders must delete all working native and synthetic orders submitted for OSE contracts on a Synthetic Strategy Engine, Algo SE, or Autospreader® Strategy Engine server.   NOTE: OSE will no longer support Stop orders natively. Customers who utilize this functionality may need to consider adding a Synthetic Strategy Engine (SSE) to their environment. For further information regarding SSE, please reference the TT website,  

Updated Series Keys

 

Overview

The series keys for OSE futures, options, and exchange-defined spread products will change after the upgrade to Next J-GATE.  

Series Keys Changes

Please refer to the OSE Product Series table for a list of all futures, options, and spread products series key changes. The table contains the following information:
  • Product: The product name. Note: changed product names are highlighted in red.
  • Current: The product code, series key, and long series name for OSE products before the upgrade.
  • Next Generation: The product code, series key, and long series name for OSE products after the upgrade to the Next J-GATE platform.