System Admin News & Updates

Exchange System Updates

Euronext: Changes to Derivatives Market Data Gateway Segments

April 29

In preparation for the migration of derivatives markets order entry to Optiq, Euronext has announced upcoming changes to the derivatives markets Market Data Gateway (MDG). These include real-time message changes, a new SBE template, updates to standing data, new files on EFS and potential SFTI market data channel configuration changes.

Note the following key dates:

  • April 6: Production dress rehearsal – COMPLETED
  • April 27: Production dress rehearsal
  • April 29: Production launch

X_TRADER® Platform Impact
NYSE Liffe Gateway 7.18.32 was released for use in Simulation and for the mock session which occurred on April 6. A final build of 7.18.32 will be released prior to April 26.

TT® Platform Impact
The UAT environment has been updated to include the required changes. We successfully participated in the mock session on April 6.

The Production trading environment will be updated after the close on April 26. No customer action is necessary.

HKEX: OAPI and OMD-D API Upgrade

May 6

HKEX will launch the OAPI and OMD-D upgrade on May 6. We will shut down all existing gateways after the close of business on May 3 (including T+1 close on May 4), but they will remain in place as backups during the stabilization period through May 17. All existing login IDs and passwords will carry forward to production for use on May 6.

Customers will need to test login IDs and passwords during the mandatory post-release verification session on May 5. No order entry will be allowed.

Customers should cancel all GTC/GTD orders after the close of business on May 3.

X_TRADER Platform Impact
Locally hosted customers should install HKEX Gateway 7.17.94 after the close of business on May 3. This gateway version will be released prior to the go-live date.

TT Platform Impact
No customer impact.

CME: Secure Logon – HMAC Keys Beginning to Expire

Spring 2019

Last year beginning on April 27, CME required HMAC keys for iLink logon. These keys expire every 12 months, and CME is notifying customers as the keys approach expiration. You should contact CME to obtain new keys.

X_TRADER Platform Impact
Contact TT with your new HMAC keys. Locally hosted customers need to modify the access key ID and secret key parameters in the hostinfo.cfg file.

TT Platform Impact
Update the account settings in Setup under the Connection tab with the new access ID and secret key fields.

TFX: DR Test and TFX2019 Upgrade
June 15 and July 22

We will participate in the DR test planned for June 15. The TFX2019 environment will be available in TT environments next week. Customers should plan to participate in the exchange-mandated API test on May 26.

X_TRADER Platform Impact
Customers will be able to test TFX 2019 in DDE or by connecting to the new API environment on locally hosted gateways.

TT Platform Impact
Access to TFX 2019 via the TFX_Dev market will be provided in UAT. Customers will be able to set up connections in that market once this is available.

CME: Changes to User Defined Spreads Functionality and Resting Order Eliminations

Q2 2019

CME will implement the following changes to User Defined Spreads (UDS) functionality on CME Globex in Q2 2019:

  • Performance changes
  • Improved spread recognition logic
  • Extended timing for UDS creation
  • Effects of UDS creation in non-open market states
  • Changes to tag 5979-RequestTime value
  • Harmonization of SecurityID Source values

To facilitate this change, customers will need to cancel all Good ‘Till Cancel (GTC) and Good ‘Till Date (GTD) orders for UDS for only the affected products by the close on the Friday before the production launch. After 4:00 CT on the specified Friday, any remaining GT orders on UDS will be cancelled or deleted by the CME Global Command Center (GCC).

Product launch dates by market segment (staggered rollout) will be announced when finalized.

X_TRADER and TT Platform Impacts
Cancel GTC and GTD orders for UDS for affected products (date TBD).

Additional Resources
Globex Notices April 1, 2019

Product Releases

No new products were released this week.