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October 12, 2018

Exchange System Updates


Eurex: Decom of Two LF Trading Gateways

October 13 and December 1

In the fourth quarter of 2018, Eurex will decommission two of the low-frequency trading gateways (L05 and L06) in the T7 production environment. Sessions currently assigned to the affected gateways will be re-assigned to the remaining gateways.

The re-assignment of the affected sessions will be performed in two steps. In the first step, on October 13, the primary application gateway will be re-assigned, and in the second step, on December 1, the secondary application gateway for the sessions will follow.

Following the re-assignment, trading participants will receive the IP addresses of the new gateways in the Connection Gateway response, which will be sent following a successful Connection Gateway request.  

X_TRADER Platform Impact
No change is needed on the TT software side to handle this change. Customers are configured to connect to Eurex Connection Gateways, which are routed on the exchange side to the appropriate LF Trading Gateway.

TT Platform Impact
No change is needed on the TT software side to handle this change. Customers are configured to connect to Eurex Connection Gateways, which are routed on the exchange side to the appropriate LF Trading Gateway.

Additional Resources
Circular 057/2018


FIA Industry-Wide Testing

October 13

The Futures Industry Association will sponsor its annual industry-wide disaster recovery testing on October 13. We will facilitate customer participation for previously registered TTNET™ hosted X_TRADER platform customers and for previously registered TT platform customers.

Testing is available on the following exchanges:

  • CFE (08:30 – 12:00 CDT)
  • CME (08:00 – 14:00 CDT)
  • Eris (08:00 – 11:00 CDT)
  • Eurex (07:00 – 12:00 CDT)
  • ICE (08:00 – 11:00 CDT)
  • Montrėal (10:00 – 12:30 CDT)

X_TRADER Platform Impact
Customer DR testing participation will be limited to the following services in TTNET:

  • Connectivity via remote hosts
  • Risk management via TT User Setup
  • Market access via secondary TT gateways

NOTE: No FIX Adapters will be made available for this testing.

TT Platform Impact
We have implemented the Mock Mode feature to support mock trading on the TT platform. Documentation on the use of Mock Mode, including proper use and limitations, is available here.

Of particular note for the FIA testing:

  • Log in to mock.trade.tt for this testing.
  • Any Setup changes that you need to make for a mock session must be made in Production (e.g., changes to IP and/or Port to connect to an exchange DR site). When a user clicks Setup while logged in to mock.trade.tt, they will be directed to the Production Setup database. It’s important to note that any changes made to Setup specifically for a mock session must be manually reverted after testing is complete if you don’t want to keep them in Production.

TT Support
Support during the FIA disaster recovery test will be available as during normal production hours. For assistance during testing, please submit feedback via the TT platform or contact TT Support:

U.S. Toll Free:   +1 877 424 8844
Chicago:           +1 312 476 1002
London:            +44 20 7621 8181
Singapore:        +65 6395 7002
Sydney:            +61 2 8022 1702
Tokyo:              +81 3 4577 8345

Additional Resources
FIA DR Test Website


ICE: New Permian WTI Futures and Spreads Market Types

October 22

ICE will be listing three new market types called Permian WTI Futures (168), Permian/Brent Futures Spread (179) and Permian/WTI Futures Spread (180). The new market types are available in UAT and DDE and have a target first trade date of October 22.

X_TRADER Platform Impact
Market ID 168, 179, and 180 must be added to the MarkeTypeIds lists in the ICE_IPE Hostinfo.cfg file. The comments section can be optionally updated. Additionally, market type ID 168 should be added to [WTIFutures] and market type ID 179 and 180 should be added to [EuropeOilOthersFutures] in the multicastgroups.cfg file. This can be done any time between now and October 22.

No other gateway changes are needed.

TT Platform Impact
No impact. TT will automatically add support for this market type.

Additional Resources
Circular 18/158
API Notice – Permian WTI Futures


NFI (formerly eSpeed): API Upgrade on TT® and X_TRADER®

October 29

Nasdaq will migrate its current NFI (formerly eSpeed) platform to the new Nasdaq Fixed Income (NFI) platform on October 29. Changes include :

  • Product symbols will change
  • Orders connectivity will be via FIX 4.4 as supported by NFI
  • Prices connectivity will use ITCH and GLIMPSE feed

We will run conformance testing with the exchange on the new API prior to October 20.

The exchange has scheduled mock testing on October 20 to facilitate customer testing. To participate, contact the exchange and ensure all necessary forms are submitted, including the Nasdaq Fixed Income Port Request Form used for ordering FIX sessions.

X_TRADER Platform Impact
We will release eSpeed Gateway 7.17.79 prior to October 20. Additional information on upgrade requirements will be provided.

The market will continue to be referred to as “espeed” on the X_TRADER platform with the new product symbology as per NFI standards.

TT Platform Impact
The market name will change on TT from eSpeed to NFI.

Customer workspaces must be rebuilt due to symbology changes on instruments for the NFI market. Additional details will be provided prior to the upgrade.


ICE: API Upgrade

November 9

ICE is planning a mandatory API upgrade during the weekend of November 9.

This release:

  • Introduces Physically Delivered Digital Asset Futures. The new products are available in UAT and DDE, with a production target first trade date of December 12. Digital Asset Futures will be supported under the existing ICE Futures U.S. Financials multicast groups as well as the new Digital Asset multicast group (178).
  • Adds additional delete reasons to tag 285 in execution reports.
  • Updates price level bundling for efficient handling of large bundles.
  • Provides clearer exchange rejections messages

Other features in the ICE release do not have a noticeable effect for TT customers.

X_TRADER Platform Impact
Market ID 178 must be added to the MarkeTypeIds and OptionsMarketTypeIds lists in the ICE_IPE Hostinfo.cfg file. The comments section can be optionally updated. Additionally, market type ID 178 should be added to [USFinFutures] and [USFinOptions] in the multicastgroups.cfg file. This can be done any time between now and November 9.

No other gateway changes are needed.

TT Platform Impact
No impact. TT will automatically add support for this market type.


SGX: SR4 Release

November 12

Both the X_TRADER® and TT® platforms have passed orders and price conformance with the new SGX SR4 API. In November, SGX will go forward with its Service Release 4 (SR4) upgrade. The final package for 7.X Gateways is available for download now.

New features in SR4 include:

  • Support for Hidden Half Tick Prices: SGX will allow some contracts (to be decided by SGX at a later date) to trade at half a tick higher (for bids) or lower (for offers) for selected products. While TT will not initially support order entry in half-ticks, both TT and X_TRADER will support the display of half-tick prices when present.
  • Strip Trading for Commodities (available 12 November): SGX has introduced quarterly and calendar combos for commodity products. Quarterly strips will comprise three contract months (Q1 17 – Jan17, Feb17, Mar17; Q2 – Apr18, May18, Jun18), and calendar strips will comprise 12 contract months (Cal 17 – Jan17 to Dec17; Cal18 – Jan18 to Dec18). It will also be possible to have spreads between the quarter and calendar strips (Buy Q1 17 v Q2 17). TT will support these new contracts.
  • ISIN Generation for all Derivatives: ISINs will be assigned to all newly generated derivatives contracts at a series level. Note that ISINs will not be generated for combination instrument series. ISINs will remain the same after corporate action adjustment.
  • Self-Match Prevention: SGX has introduced an optional self-match prevention key. In TT, this new field appears in the Setup application on Account>Exchanges>SGX. In X_TRADER, this field is mapped to Exchange 1 in the TT User Setup “Users and Their Gateway Login” window.

X_TRADER Platform Impact
Ths SGX Gateway 7.18.10 has been released. Customers will need to upgrade to this version after the close preceding the go-live date and before the open of the go-live date.

As part of this release, SGX has deleted all long-dated orders as of T+1 close on November 9. Administrators should have deleted any GTC or GTD orders on SGX by the end of the T + 1 session on November 9.

Our test environment, DDE, has already been upgraded  to this version and will be made available to customers upon request.

TT Platform Impact
We will perform the necessary upgrades prior to start of trading on the go-live date, and there is no action required on the part of customers. Our UAT environment has been upgraded to support customer testing.

As part of this release, SGX deleted all long-dated orders as of T+1 close on October 5. We automatically removed any GTC or GTD orders from TT SGX order books at the end of the T + 1 session on November 9.


Eurex: T7 7.0 Release

December 3

Eurex will launch T7 Release 7.0 in production on December 3, with simulation scheduled to be  available on September 24.

X_TRADER Platform Impact
We will release Eurex Gateway 7.18.40 prior to December 3. This will be a mandatory upgrade.

TT Platform Impact
No customer action is required. We will deploy updated software for use in production after the close on November 30.

Additional Resources
T7 Release 7 Website


CME: Price Precision Extension and Globex MDP3 SBE Schema Update

August 12 – January 13

Per CME Globex Notices (some information omitted, see Additional Resources for full text):

CME Group is implementing end-to-end technology changes to support increased price granularity. Currently, CME Group systems support a maximum of 7 decimals. With this initiative, products with up to 9 decimals may be listed and traded. On Sunday, January 13 (trade date Monday, January 14), pending regulatory approval, the 2-Year Treasury Note futures, all 2-Year Treasury Future Spreads (including Calendar Spreads, Tail Spreads and Inter-Commodity Spreads with a 2-Year Treasury Future) along with the futures portion of covered options UDS, will move from 7 decimals to 8 to support trading at 1/8 of 1/32.

Starting Sunday, August 12, the price precision extension rollout will begin with MDP 3.0 in production over several weekends. In conjunction with the price precision initiative, CME Group will update the schema for all Globex MDP 3.0 SBE market data channels. Please view the rollout schedule. This release will not support template extension, however the order of the fields will be preserved in the new templates.

Customer Mock Trading Sessions:

To ensure customers can process the market data, CME Group will offer three customer mock trading sessions prior to each schema rollout group and Globex test instrument launch. The final mock session is:

  • Saturday, October 20 (NYMEX, DME, BMD & KRX MDP 3.0 Production Mock)

Customers are required to register and join the conference bridge line to participate in the mock trading session.

On Sunday, November 18, a production test instrument for the 2-Year Treasury Note futures will be launched on CME Globex. This new test instrument will give customers the ability to confirm system readiness for the introduction of 8-digit decimal price precision. Upon the launch of this test instrument, clients whose systems are not yet prepared to handle 8 decimal precision must ensure their systems have the ability to ignore market data and iLink/Drop Copy execution reports on this new instrument.

X_TRADER Platform Impact
A new gateway package to support the schema update was released on July 27. This package is required for the schema rollouts. Note: Locally hosted customers may register to participate in the mock test sessions. Customers hosted in TTNET do not need to register/participate, as we have tested internally.

A new version of the Gateway package (version TBD) and clients to support the reduced tick for the 2 Year Treasury Note will be released prior to test instruments being available on November 4, with a go-live trade date of January 14. The following clients, along with the new Gateway, will need to be installed for any customers who plan on trading these products with the new price precision:

  • X_TRADER 7.17.86 or higher (prod release TBD)
  • X_RISK® 7.17.86 or higher (prod release TBD)
  • FIX Adapter 7.18.7 or higher
  • TTAPI 7.17.86 or higher (prod release TBD)
  • X_TRADER API 7.17.86 or higher (prod release TBD)
  • Algo SE 7.17.86 or higher
  • Synthetic SE 7.17.86 or higher
  • Autospreader® 7.17.86 or higher

The following versions are now available in DDE for customer testing:

  • X_TRADER 7.17.86
  • X_RISK® 7.17.86
  • FIX Adapter 7.18.7
  • TTAPI 7.17.86
  • X_TRADER API 7.17.86
  • Algo SE 7.17.86
  • Synthetic SE 7.17.86
  • Autospreader® 7.17.86
  • CME Gateway 7.18.42

TT Platform Impact
No impact. Customers do not need to register/participate in mock trading sessions as we have tested internally.

Additional Resources
Globex Notices October 1, 2018


Product Releases