System Admin News & Updates
Exchange System Updates
SGX: New Product Additions
January 15/February 5
SGX will launch support for single stock futures in February, with instrument structure becoming available on January 15.
To view these products, apply an updated pMerge file to all SGX Gateways:
- Copy the SGX.pmg file to <drive letter>:\tt\config.
- Stop GuardServer.
- Navigate to <drive letter>:\tt\bin.
- Double-click pMerge.exe. The Enter Exchange Name window appears.
- Specify the exchange name and flavor and click OK. The Open Guardian product table merge file window appears.
- Navigate to <drive letter>:\tt\config and select the SGX.pmg file. pMerge will update the existing Guardian Product Table with the correct values. After pMerge completes its tasks, the pMerge status bar displays Finished.
- Close the pMerge status bar.
- Start GuardServer.
- After pMerge runs, verify that the Guardian Product Table contains the following values:
|SGX DT/DC Contracts||Ticker Symbol||Point Value|
|Maruti Suzuki India Futures||ZMSI||1|
|Tata Consult Svc Futures||ZTCS||5|
|HDFC Bank Futures||ZHDB||10|
|Yes Bank Futures||ZYES||25|
|Sun Pharm Ind Futures||ZSUN||10|
|Larsen & Toubro Futures||ZLT||10|
|Aurobindo Pharma Futures||ZARB||10|
|Housing Dev Fin Corp Futures||ZHDF||10|
|Kotak Mahindra Bank Futures||ZKMB||10|
|IndusInd Bank Futures||ZIIB||5|
|Ambuja Cements Futures||ZACE||40|
|Asian Paints Futures||ZAPN||10|
|Mahindra & Mahindra Futures||ZMM||20|
|Indiabulls Housing Fin Futures||ZIHF||5|
|HCL Technologies Futures||ZHCL||10|
|Hindustan Unilever Futures||ZHUV||10|
|Reliance Industries Futures||ZRIL||20|
|Axis Bank Futures||ZAXS||20|
|Tata Motors Futures||ZTTM||20|
|Bajaj Auto Futures||ZBJA||5|
|Bajaj Finance Futures||ZBAF||10|
|Hindustan Petroleum Corp Futures||ZHPC||25|
|Bharti Infratel Futures||ZBHI||25|
|Cipla Ltd India Futures||ZCIP||15|
|Dr Reddy’s Laboratories Futures||ZDRR||5|
|Tata Steel Futures||ZTAT||15|
|Eicher Motors Futures||ZEIM||1|
|Bharti Airtel Futures||ZBHA||30|
|Bharat Petroleum Corp Futures||ZBPC||30|
|Coal India Futures||ZCOA||30|
|ICICI Bank Futures||ZICI||40|
|Adani P & S Eco Zone Futures||ZADS||40|
|State Bank of India Futures||ZSBI||50|
|GAIL India Futures||ZGAI||30|
|Hero MotoCorp Futures||ZHMC||5|
|Hindalco Industries Futures||ZHND||50|
|Indian Oil Corp Futures||ZIOC||25|
|Oil & Natural Gas Corp Futures||ZONG||60|
|Power Grid Corp of India Futures||ZPWG||60|
|Tech Mahindra Futures||ZTEC||20|
|UltraTech Cement Futures||ZUTC||5|
|Zee Entertainment Ent Futures||ZZEE||20|
SGX pMerge file
CME: Market Segment Change and New Market Data Platform Channel
CME will move the 30 Day Federal Funds futures and future spreads (Product Code ZQ) to a different existing Market Segment and publish market data on a new MDP channel starting on January 21.
30 Day Federal Funds futures and future spreads will move from Market Segment 84 to 82. Since Market Segment 82 is already included in the CME-MSGWs.cfg file packaged with the CME Gateway, no change is needed.
Since 30 Day Federal Funds futures and future spreads will move to a new MDP channel (348), a new fast.cfg file is required. In order to continue receiving prices for this product, customers must take the following action after the close on January 19 and prior to Price Server startup on January 21:
- Download the updated fast.cfg file from the TT website.
- Navigate to the <drive letter>:\TT\config directory.
- Replace the existing fast.cfg file with the new file downloaded from the TT website.
- In the CMEHostInfo.cfg file, add the new CBOT_FAST_IR_FUTURES_2 channel to the [price_session] section as the next FASTSubject in sequence. For example:
CME fast.cfg file
Eurex: Partition-Specific Gateways
Deutsche Börse will begin the migration to partition-specific (PS) gateways using a phased approach beginning on January 22. Additional details from the exchange are in Eurex Circular 130/17.
The exchange migration timeline is:
- January 22: The first PS gateway will be enabled for Eurex partition 4 (hosting FGBM and FDXM) in parallel to the existing high-frequency gateways.
- February 12: Access to partition 4 via high-frequency gateways will be disabled.
- February 19: A PS gateway will be enabled for Eurex partition 9 (hosting options) in parallel to the existing high-frequency gateways.
- February 26: Access to partition 9 via high-frequency gateways will be disabled.
- March 5: PS gateway-only access will be enabled for all other Eurex partitions. PS gateways are the only low-latency access to all partitions from this point forward.
Please note that a high-frequency (HF) session will only have the ability to connect to a single partition. Customers who wish to use HF sessions to trade products across multiple partitions will need to request additional HF sessions from Eurex.
Additional information from Eurex on product-to-partition-mapping is available for download from the exchange website in the Eurex Product Specifications file.
We will soon release a gateway compatible with the Eurex partition-specific gateways.
CFE: Bats Migration
Cboe Global Markets will migrate CFE to the Bats technology platform on February 25. Additional information is available on the CFE integration website.
CFE will conduct the following weekend mock sessions in the new CFE production environment:
- January 20
- February 10
- February 24
We will release CFE Gateway 7.18.0 for participation in the January 20 mock session.
We recommend customers contact the exchange to address any questions and prepare for the upcoming mock sessions. TT Technical Account Managers will work with customers to ensure readiness for the January 20 mock session and go-live.
CFE Integration Website
UPCOMING EXCHANGE EVENTS
No events are scheduled at this time.