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Exchange System Updates

CME: iLink 3 Mock Session

May 30

We will participate in the iLink 3 mock session on May 30 on the TT platform only. iLink 3 will not be supported on X_TRADER. Customers must register to participate. While iLink 2 session IDs will be automatically migrated to iLink 3 sessions for the mock session by CME, customers will need to create new connections with the existing credentials. This can be done in advance of the mock session with minor changes prior to and after the end of the mock session. Please contact your TAM/Onboarding Manager for more details if you plan on participating so they can provide more detail. Also, see iLink 3 update details below under CME: Mandatory iLink 3 Binary Order Entry Protocol for MSGW.


TT: FIX SSL Certificate Update

May 30

For customers whose FIX engine natively supports SSL encryption, or who have implemented FIX session encryption using STunnel, TT provides a TTFIX.crt file with the public certificates used by the TT platform FIX endpoint. 

On May 30, we will update the stunnel.zip file located in the Download Center to remove the following expired and related soon-to-be-expired certs from the TTFIX.crt bundle. Note: Customers do not need to make any changes at this time, as this update simply removes expires certs.

  • Removed AddTrust External Root expiry May 30, 2020 as we no longer include Network Solution certs in this bundle
  • Removed TTNET™ 7.x STAR.CLOUDTTNET.COM expiry Apr 20 2020 (NS) 
  • Removed TT platform STAR.DEBESYS.NET expiry 5-6-2020 (DC)

Additional Resources
Updated stunnel.zip
Directions for configuring stunnel with TTFIX.crt


ICE: Q2 2020 API Enhancements

June 5

ICE is planning an exchange release during the weekend of June 5 consisting of several API enhancements as well as broader platform functional enhancements. The support for the new field “ContractSize” will be added in the iMpact Multicast Feed data.

X_TRADER® Platform Impact
There will be no impact on X_TRADER as the new field will not be supported.

TT® Platform Impact
A new version of TT software will be released before June 5. No customer action is necessary.


CME: Market Segment and MDP 3.0 Channel Migrations

June 22

Effective Sunday, June 21 (trade date Monday, June 22), all products on market segment 54 except the standard and e-mini S&P 500 options markets will migrate to market segment 72. The standard S&P 500 options markets will migrate from Market Data Channel 319 to Market Data Channel 311. 

X_TRADER® Platform Impact
User-Defined Spreads, Good Til Cancel (GTC) and Good Til Date (GTD) orders will migrate with the markets and do not need to be cancelled.

Customers should ensure that the following configurations are present in the respective files. Customers who do not have the required entries should add the configurations to the respective files before gateway startup on June 21.

Hostinfo.cfg

  1. Navigate to the <drive letter>:\TT\config\Hostinfo.cfg
  2. Verify FastSubject# CBOT_FAST_COMM_FUTURES exists and enabled in the [price_session]

    ### FIX/FAST Price Feed
    FASTSubject1=CME_FAST_FX_FUTURES
    FASTSubject2=CME_FAST_FX_OPTIONS
    FASTSubject3=CME_EMINI_FUTURES
    FASTSubject4=CME_EMINI_OPTIONS

Fast.cfg

  1. Navigate to the <drive letter>:\TT\config\Fast.cfg
  2. Verify that CME_EMINI_OPTIONS exists and is enabled

    [CME_EMINI_OPTIONS]
    ChannelNumber=311
    AddressFeedA=224.0.31.2:14311
    AddressFeedB=224.0.32.2:15311
    InstrumentAddressFeedA=224.0.31.44:14311
    InstrumentAddressFeedB=224.0.32.44:15311
    SnapshotAddressFeedA=224.0.31.23:14311
    SnapshotAddressFeedB=224.0.32.23:15311

MSGW.cfg 

  1. Navigate to the <drive letter>:\TT\configMSGW.cfg
  2. Verify that [MSGW_10] CME Commodity Future exists and is enabled

    [MSGW_10]
    ##### CBOT Commodity Futures #####
    PrimaryIP=205.209.201.125
    BackupIP=205.209.201.49
    MarketSegmentId=72

TT® Platform Impact
Customers will need to cancel all GTC/GTDs on the MSGW: CME/CBOT Equity Options (54) connection segment before the close on June 19, with the exception of the standard and e-mini S&P 500 options. If GTC/GTDs aren’t cancelled they will become stale on the “old” MSGW: CME/CBOT Equity Options (54) connection and unmanaged on MSGW: CBOT Commodity Futures II (72).

Customers with accounts that have a MSGW: CME/CBOT Equity Options (54) connection will need to ensure this account has also a MSGW: CBOT Commodity Futures II (72) on the account prior to June 19. A targeted communication will be sent to the affected customers. 

Customers with only a CGW connection will not need to take action and orders will be migrated.  

Additional Resources
Globex Notice May 18, 2020


Euronext: Order Entry Connectivity – Security Access Control Enhancement

June 22

Euronext will implement a security enhancement on the private SFTI and Colocation addresses for its Cash & Derivatives Order Entry accesses to ensure that only validated IP ranges are permitted to access order entry connectivity to Optiq Cash or Derivatives. 

Important Dates
April 29: External User Acceptance environment (P-EUA)
June 20: Dress Rehearsal
June 22: Production

This change will be implemented only for Optiq Order Entry connectivity provided through private SFTI and Colocation and should not result in any impact to customer connectivity. 

X_TRADER and TT Platform Impacts
The Member Connectivity Administrator (MCA) for each member firm must confirm the list of IP ranges allocated to each Euronext FirmID for its private SFTI and Colocation Cash & Derivatives Order Entry accesses via the IP Filtering Web Form at least one week before the implementation in Production.

Last week, Euronext sent emails to all Euronext MCAs providing the list of known IP range sources declared at Euronext for Order Entry and Drop-Copy connectivity on Cash & Derivatives Markets. The following are the ranges which customers should confirm are listed for access via TTNET on the X_TRADER platform as well as the TT platform in Production, UAT and DDE:

London TT/X_TRADER Production
10.205.108.0/24 – TTS56 – TRADING TECHNOLOGIES
10.205.108.0/24 – TTS57 – TRADING TECHNOLOGIES

Frankfurt TT/X_TRADER Production and UAT (p-EUA)
10.205.133.0/24 – TTS54 – TRADING TECHNOLOGIES
10.205.133.0/24 – TTS55 – TRADING TECHNOLOGIES

DDE X_TRADER (p-EUA)
10.147.153.0/24 – TradingTechnologies_Chi1_2292 – TRADING TECHNOLOGIES
10.147.153.0/24 – TradingTechnologies3_US – TRADING TECHNOLOGIES


Eurex: T7 8.1 Upgrade

June 29

Eurex will move forward with the T7 8.1 upgrade on June 29.

The release notes for T7 Release 8.1 are now available on the Eurex website at Technology > T7 Trading architecture > System documentation > Release 8.1.

X_TRADER Platform Impact
Access to Eurex T7 8.1 in Simulation will be made available in DDE this week.

An upgrade to TT Eurex Gateway 7.18.56 will be required in production after the close on June 26 and prior to the open on June 29.

TT Platform Impact
Testing of Eurex T7 8.1 is now available in UAT. We will perform required upgrades in production during the weekend leading up to June 29.


CME: Transfer of NYMEX Ferrous Metals to COMEX – Resting Order Eliminations and Market Data Channel Migration

July 12

Effective Sunday, July 12 (trade date Monday, July 13) NYMEX Ferrous Metals products will be transferred from the NYMEX Designated Contract Market to the COMEX Designated Contract Market. Contracts will be removed from NYMEX and added to COMEX. Product Codes and Market Segments will not change. Implied orders will not be cancelled. Market Data Channels will change from 384/385 to 360/361.

X_TRADER Impact
Customers need to cancel all Good Til Cancel (GTC) and Good Til Date (GTD) orders for these contracts, including any User- or Exchange-Defined Spreads, by the close on Friday, July 10. After 16:00 CT on Friday, July 10, any remaining GT orders on these markets will be removed by CME. 

Customers should ensure that the following configurations are present in the respective files. Customers who do not have the required entries should add the configurations to the respective files before gateway startup on July 12.

Hostinfo.cfg

  1. Navigate to the <drive letter>:\TT\config\Hostinfo.cfg
  2. Verify FastSubject# COMEX_FUTURES exists and enabled in the [price_session]

    ### FIX/FAST Price Feed
    #FASTSubject17=DME_FUTURES
    #FASTSubject18=CME_EQ_FUTURES
    #FASTSubject19=CME_EQ_OPTIONS
    #FASTSubject20=COMEX_FUTURES
    #FASTSubject21=COMEX_OPTIONS

Fast.cfg

  1. Navigate to the <drive letter>:\TT\config\Fast.cfg
  2. Verify that COMEX_FUTURES and COMEX_OPTIONS exist and are enabled

    [COMEX_FUTURES]
    ChannelNumber=360
    AddressFeedA=224.0.31.192:14360
    AddressFeedB=224.0.32.192:15360
    InstrumentAddressFeedA=224.0.31.212:14360
    InstrumentAddressFeedB=224.0.32.212:15360
    SnapshotAddressFeedA=224.0.31.202:14360
    SnapshotAddressFeedB=224.0.32.202:15360

    [COMEX_OPTIONS]
    ChannelNumber=361
    AddressFeedA=224.0.31.193:14361
    AddressFeedB=224.0.32.193:15361
    InstrumentAddressFeedA=224.0.31.213:14361
    InstrumentAddressFeedB=224.0.32.213:15361
    SnapshotAddressFeedA=224.0.31.203:14361
    SnapshotAddressFeedB=224.0.32.203:15361

TT Platform Impact
Customers need to cancel all Good Til Cancel (GTC) and Good Til Date (GTD) orders for these contracts, including any User- or Exchange-Defined Spreads, by the close on Friday, July 10. After 16:00 CT on Friday, July 10, any remaining GT orders on these markets will be removed by CME. 

Additional Resources
Globex Notice May 18, 2020


CME: Transfer of NYMEX UxC Uranium U308 Futures to COMEX – Resting Order Eliminations and Market Segment / Market Data Channel Migration

July 12

Effective Sunday, July 12 (trade date Monday, July 13), the UxC Uranium U308 futures will be transferred from the NYMEX Designated Contract Market to the COMEX Designated Contract Market. Implied orders will not be cancelled. Product Codes will not change. The Market Segment for these products will change from MSGW: NYMEX Non-Crude Energy Futures (78) to MSGW: NYMEX/COMEX Metals and Alt Market Futures (76). The Market Data Channel will change from 386 to 360.

X_TRADER Platform Impact
Customers need to cancel all Good Til Cancel (GTC) and Good Til Date (GTD) orders for these contracts, including any User- or Exchange-Defined Spreads, by the close on Friday, July 10. After 16:00 CT on Friday, July 10, any remaining GT orders on these markets will be removed by CME. 

Customers should ensure that the following configurations are present in the respective files. Customers who do not have the required entries should add the configurations to the respective files before gateway startup on July 12.

Hostinfo.cfg

  1. Navigate to the <drive letter>:\TT\config\Hostinfo.cfg
  2. Verify FastSubject# COMEX_FUTURES exists and enabled in the [price_session]

    ### FIX/FAST Price Feed
    #FASTSubject17=DME_FUTURES
    #FASTSubject18=CME_EQ_FUTURES
    #FASTSubject19=CME_EQ_OPTIONS
    #FASTSubject20=COMEX_FUTURES

Fast.cfg

  1. Navigate to the <drive letter>:\TT\config\Fast.cfg
  2. Verify that COMEX_FUTURES exists and enabled

    [COMEX_FUTURES]
    ChannelNumber=360
    AddressFeedA=224.0.31.192:14360
    AddressFeedB=224.0.32.192:15360
    InstrumentAddressFeedA=224.0.31.212:14360
    InstrumentAddressFeedB=224.0.32.212:15360
    SnapshotAddressFeedA=224.0.31.202:14360
    SnapshotAddressFeedB=224.0.32.202:15360

MSGW.cfg 

  1. Navigate to the <drive letter>:\TT\configMSGW.cfg
  2. Verify that [MSGW_12] NYMEX and COMEX Metals and Alternative Market Futures exists and is enabled

    [MSGW_12]
    ##### NYMEX and COMEX Metals and Alternative Market Futures #####
    PrimaryIP=205.209.201.113
    BackupIP=205.209.201.37
    MarketSegmentId=76

TT Platform Impact
Customers need to cancel all Good Til Cancel (GTC) and Good Til Date (GTD) orders for these contracts, including any User- or Exchange-Defined Spreads, by the close on Friday, July 10. After 16:00 CT on Friday, July 10, any remaining GT orders on these markets will be removed by CME. 

Customers with accounts that have a MSGW: xxx (78) connection will need to ensure this account has also a MSGW: xxx (76) on the account prior to May 17. A targeted communication will be sent to the affected customers. Customer with accounts that have a CGW connection will not be impacted.


TOCOM: Product Migration to OSE

July 27

On July 27, precious metals, rubber and agricultural products will move from TOCOM to OSE, This includes:

Gold Standard OGOLD
Gold Mini OM-GD
Gold Contract Day Trading OGDCD
Silver OSILV
Platinum Standard OPLAT
Platinum Mini OM-PT
Platinum Contract Day Trading OPTCD
Palladium OPTALL
Corn OTGCN
Soybean OTGSB
Azuki (Red Bean) OTGAB
Gold Futures Options OGOLD
Rubber (RSS3) ORSS3
Rubber (TSR20) OTSR2


OSE will conduct mock testing on the following dates:

  • May 10 – Completed
  • June 7
  • June 14
  • June 28
  • July 12

X_TRADER Platform Impact
The current OSE Gateway 7.18.11 will support the migration of these products to OSE. No upgrade is required.

Testing of these products is now available in DDE.

TT Platform Impact
We will support the product migration from TOCOM to OSE. We also intend to provide the ability in Setup to allow/deny access to market data for these products.

Testing of these products is now available in UAT.


SGX: Industry-Wide Business Continuity Planning Exercise

August 28

SGX will conduct its annual industry-wide exercise to validate its ability to recover and operate the market in the event of a data center failover scenario and to test its crisis communication capabilities. Further details will be announced in upcoming weeks.

X_TRADER and TT Platform Impacts
Contact your TAM/Customer Success contact if you would like to participate. Further details will be provided in upcoming weeks.


Euronext: Oslo Børs Optiq Migration

November 30

Following Euronext’s acquisition of Oslo Børs in June 2019, Oslo Børs’ trading systems, across asset classes, will migrate from the Millennium Exchange and SOLA systems to the Euronext Optiq systems. The migration timeline is as follows:

  • April 13: Availability in p-EUA
  • November 14 and 21: Dress rehearsals in Production
  • November 30: Production go-live

The Oslo Børs Migration Guidelines and Guide to New Trading System documents are now available in the IT Documentation section of the Euronext Connect customer portal.

X_TRADER Platform Impact
Oslo Børs products will not be supported on the X_TRADER platform.

TT Platform Impact
We will make Oslo Børs available for customer testing in UAT in the near future. 


CME: Mandatory iLink 3 Binary Order Entry Protocol for MSGW and BrokerTec MigrationQ4 2020

CME Group will be launching iLink 3, a new order entry protocol for trading futures, options, and BrokerTec products on CME Globex. All customers connected via Market Segment Gateway (MSGW) will need to migrate to the iLink 3 by Q4 2020. iLink 2 and iLink 3 for MSGW will run in parallel until the Q4 2020 date. BrokerTec products will be migrated to CME in October and will be available on iLink 3 MSGW only. CGW will remain on iLink 2 and will not be impacted.

For the iLink 2 to 3 migration, CME Group does not require customers to obtain new iLink sessions. Customers will have the ability to migrate their existing iLink sessions from iLink 2 to 3 within the CME Request Center. For all existing migrated sessions, standard Session Policy Charges will apply. 

Please Note: Customers who chose to create new iLink sessions to facilitate this migration will be subject to the standard Port Activation charges. However, the Monthly Inactivity charges will be waived for these new iLink sessions during the iLink 3 rollout through July 31, after which standard Session Policy charges will apply.

X_TRADER Platform Impact
X_TRADER will not support iLink 3.0 for MSGW, or BrokerTec products that will migrate to CME in Q4. Customers using iLink 3.0 for MSGW after the hard date, tentatively in November 2020, will need to move their connections to CGW. It is strongly encouraged to migrate to the TT platform prior to the November date. 

TT Platform ImpactWe will support both the iLink 3.0 upgrade and the BrokerTec US Migration to CME on the TT platform. More details, including UAT and Production availability dates, will be provided in future updates. TT will support Mock Sessions on the following dates:

  • May 30
  • June 6
  • June 20

Additional Resources
Globex Notice May 4, 2020


FIA: Execution Source Code Schema Initiative (Tag 1031) 

Timeline varies by exchange

Multiple exchanges, in cooperation with the FIA Execution Source Code Schema Initiative, are moving forward with plans to implement FIX tag 1031 (CustOrderHandlingInst) on their APIs.

Exchange-Specific Plans

  • CME: Tag 1031 is supported and is mandatory.
  • ICE: Tag 1031 is supported, but not required. 
  • Eurex: Tag 1031 is supported, but not required. 
  • CurveGlobal/IDEM: Tag 1031 is supported with the SOLA 14 Upgrade on February 3, but is not required.

X_TRADER Platform Impact
For CME, tag 1031 is now available in production. Customers should enter a valid value in the FFT6 field in Customer Defaults and/or FIX Account Defaults. For FIX Order Routing applications, FFT6 maps to tag 16903. If no value is set, a default value of “Y” will be sent. CME Gateway 7.18.49 was released on October 18. 

For ICE, tag 1031 is now available with ICE Gateway 7.18.29. Customers should use FFT6 to send the value to the exchange. The field is optional for ICE.

TT Platform Impact
For CME, tag 1031 is now available for use in Production. Customers should select a valid value in Setup or set Order Tag Defaults. 

For ICE, tag 1031 is now available for use in Production. Customers should select a valid value in Setup or set Order Tag Defaults to send the value to the exchange. Customers can choose not to select any value as this is an optional field for ICE.

For Eurex, support of tag 1031 on the TT platform is now available. Customers should select a valid value in Setup or set Order Tag Defaults to send the value to the exchange. Customers can choose not to select any value as this is an optional field for Eurex. On the X_TRADER platform, tag 1031 is not currently supported.

For CurveGlobal and IDEM, support for tag 1031 was added on February 3 for both exchanges.

Additional Resources
FIA Indirect Clearing Documentation

Product Releases

No new products were released this week.