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March 15, 2017

Exchange System Updates


ICE: Temporary Hours Modification for

ASX: NTP Update

**This Saturday** March 20

ASX has confirmed that the NTP launch will commence as scheduled this Saturday, March 20.

For details, see the NTP Go-Live Information Pack on the ASX NTP Portal as well as the TT ASX NTP Migration Guide and CA010-17, which addresses preparations that are necessary for the launch.

Additional Resources

CA 010-17
NTP Go-Live Information Pack

ASX NTP Migration Guide
NTP Timeline


HKEx: New RMB Currency Options

March 20

HKEx will launch RMB currency options on March 20.

TT Impact
To trade these products, customers must complete the following steps to apply an updated pMerge file to all HKEx Gateways:

  1. Copy the HKEx.pmg file to <drive letter>:\tt\config.
  2. Stop GuardServer.
  3. Navigate to <drive letter>:\tt\bin.
  4. Double-click pMerge.exe. The Enter Exchange Name window appears.
  5. Specify the exchange name and flavor and click OK. The Open Guardian product table merge file window appears.
  6. Navigate to <drive letter>:\tt\config and select the HKEx.pmg file.
  7. Note: pMerge will update the existing Guardian Product Table with the correct values. After pMerge completes its tasks, the pMerge status bar displays Finished.
  8. Close the pMerge status bar.
  9. Start GuardServer.

After pMerge runs, verify that the Guardian Product Table contains the following values:

Contract Product Code Point Value
>USD/CNH Options CUS 100000

Additional Resources

HKEX.pmg

LME: LMESelect 9.0 Update

March 27

LME will upgrade the LMESelect API to version 9.0 on March 27.

To support this upgrade, we have released LME Gateway 7.18.0. All LME Gateways will need to be upgraded after the March 24 close but prior to the March 27 open.

Additional Resources

CA009-17


Euronext: Optiq API Upgrade

May 22

Euronext will proceed with phase one of the migration from UTP to the next-generation Optiq platform on May 22. The market data infrastructure will be migrated during this phase, followed by the derivatives order entry and matching engine migration in 2018.

Connectivity
Although Euronext will support 10mb, 1gb and 10gb connections for Optiq, the TT NYSE Liffe Gateway will only support market data shaped at 1gb. A 10gb line would not be of benefit and cannot be used.

The exchange will support unshaped market data for the following product groups on 10gb connections, but the TT NYSE Liffe Gateway will NOT support these unshaped feeds:

  • Derivatives – Index Futures – France and the Netherlands
  • Derivatives – Index Options – France and the Netherlands

Dress Rehearsals
Euronext will conduct dress rehearsals in the production environment covering both cash and derivatives, high-availability failover, disaster recovery and the roll-back to XDP. All customers must participate in at least one of the following tests:

  • Dress Rehearsal #1: Saturday, April 8
  • Dress Rehearsal #2: Saturday, April 15
  • Dress Rehearsal #3: Saturday, April 22

We plan to have support staff available for testing on April 15. We will determine support coverage for April 22 following the April 15 test.

All customers must also participate in the go-live Saturday prior to the production implementation of derivatives on May 20.

Production Launch on May 22
The derivatives external pre-production will start on May 15. During the following week, the exchange will broadcast MDG derivatives flow but with no service guarantee. MDG derivatives will go live on May 22, followed by a two-week dual-run period where MDG will be the primary flow for derivatives. The exchange will stop broadcasting XDP derivatives on June 2.

TT Impact
We will release the NYSE Liffe 7.18 Gateway to support the Optiq migration. This gateway will not be backward compatible with the current API. We will provide more information as we move closer to the exchange dress rehearsals.

Additional Resources

Exchange Website
Optiq Market Data Gateway Phase 1 Migration Guidelines

Daylight Saving Time

March 12

Since the start date of U.S. Daylight Saving Time (DST) differs from the start of British Summer Time (BST), ICE is temporarily making changes to the trading hours, designated settlement periods and expiry times of some contracts. These changes will apply from March 12 through March 24 and again from October 29 through November 3. Trading hours, designated settlement periods and expiry times will revert to the normal schedule following these periods.

While Gateways using the default U.S.-based TTChron times will not require a schedule change, Gateways using the default UK-based TTChron times will require the following modifications:

[win32-svc-PriceServer]
# TO DO: Configure the following as appropriate for this market and the server time zone.
schedule=S@21:12-22:05/2;MTWR@22:40-22:05
holidays=holidays-US1
tags=

[win32-svc-OrderServer]
# TO DO: Configure the following as appropriate for this market and the server time zone.
# NOTE: Changes in the shut down time should be reflected in the delete_OrderServers_Archive
# section.
schedule=S@21:15-22:05/2;MTWR@22:42-22:05
holidays=holidays-US1
tags=

[win32-svc-FillServer]
# TO DO: Configure the following as appropriate for this market and the server time zone.
schedule=S@21:15-22:05/2;MTWR@22:42-22:05
holidays=holidays-US1
tags=

These changes should be reverted after the close of trading on March 24.

Additional Resources

Exchange Announcement


ASX: NTP Update

March 20

ASX has confirmed that the NTP launch will commence as scheduled on March 20. Additional details may be found in the NTP Go-Live Information Pack on the ASX NTP Portal and in the TT ASX NTP Migration Guide.

Additional Resources

NTP Go-Live Information Pack
NTP Timeline
IWT2 Information Pack


LME: LMESelect 9.0 Update

March 27

LME will upgrade the LMESelect API to version 9.0 on March 27.

The exchange will conduct a mock session in the production environment to test the new API on March 11. Please contact your TAM If you wish to participate.

To support the mock session, we have released LME Gateway 7.18.0. Participants using their production Gateways for the mock session will need to upgrade their Gateways to be compatible with LMESelect 9.0 prior to the mock test, then roll back the upgrade prior to production trading on March 13.

All LME Gateways will need to be upgraded after the March 24 close but prior to the March 27 open.

Additional Resources

CA009-17


Euronext: Optiq API Upgrade

May 20

Euronext will proceed with phase one of the migration from UTP to the next-generation Optiq platform on May 20. The market data infrastructure will be migrated during this phase, followed by the derivatives order entry and matching engine migration in 2018.

Connectivity
Although Euronext will support 10mb, 1gb and 10gb connections for Optiq, the TT NYSE Liffe Gateway will only support market data shaped at 1gb. A 10gb line would not be of benefit and cannot be used.

The exchange will support unshaped market data for the following product groups on 10gb connections, but the TT NYSE Liffe Gateway will NOT support these unshaped feeds:

  • Derivatives – Index Futures – France and the Netherlands
  • Derivatives – Index Options – France and the Netherlands

Dress Rehearsals
Euronext will conduct dress rehearsals in the production environment covering both cash and derivatives, high-availability failover, disaster recovery and the roll-back to XDP. All customers must participate in at least one of the following tests:

  • Dress Rehearsal #1: Saturday, April 8
  • Dress Rehearsal #2: Saturday, April 15
  • Dress Rehearsal #3: Saturday, April 22

We plan to have support staff available for testing on April 15. We will determine support coverage for April 22 following the April 15 test.

All customers must also participate in the go-live Saturday prior to the production implementation of derivatives on May 20.

Production Launch on May 22
The derivatives external pre-production will start on May 15. During the following week, the exchange will broadcast MDG derivatives flow but with no service guarantee. MDG derivatives will go live on May 22, followed by a two-week dual-run period where MDG will be the primary flow for derivatives. The exchange will stop broadcasting XDP derivatives on June 2.

TT Impact
We will release the NYSE Liffe 7.18 Gateway to support the Optiq migration. This gateway will not be backward compatible with the current API. We will provide more information as we move closer to the exchange dress rehearsals.

Additional Resources

Exchange Website
Optiq Market Data Gateway Phase 1 Migration Guidelines


UPCOMING EXCHANGE EVENTS


LMESelect 9.0 Upgrade

March 27