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January 18, 2018

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.

TT Impact
To view these products, apply an updated pMerge file to all SGX Gateways:

  1. Copy the SGX.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 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.
  7. Close the pMerge status bar.
  8. Start GuardServer.
  9. 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
Infosys Futures ZINF 10
Sun Pharm Ind Futures ZSUN 10
Larsen & Toubro Futures ZLT 10
Aurobindo Pharma Futures ZARB 10
Housing Dev Fin Corp Futures ZHDF 10
Lupin Futures ZLPC 5
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
Bosch Futures ZBOS 1
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
ITC Futures ZITC 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
NTPC Futures ZNTP 60
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
UPL Futures ZUPL 20
Vedanta Futures ZVED 30
Wipro Futures ZWPR 40
Zee Entertainment Ent Futures ZZEE 20

Additional Resources
SGX pMerge file


CME: Market Segment Change and New Market Data Platform Channel

January 21

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.

TT Impact

Order Server
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.

Price Server
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:

  1. Download the updated fast.cfg file from the TT website.
  2. Navigate to the <drive letter>:\TT\config directory.
  3. Replace the existing fast.cfg file with the new file downloaded from the TT website.
  4. 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:

    FASTSubject1=BMD_FUTURES
    FASTSubject2=BMD_OPTIONS
    FASTSubject3=CBOT_FAST_COMM_FUTURES
    FASTSubject4=CBOT_FAST_COMM_OPTIONS
    FASTSubject5=CBOT_FAST_EQ_FUTURES
    FASTSubject6=CBOT_FAST_EQ_OPTIONS
    FASTSubject7=CBOT_FAST_IR_FUTURES
    FASTSubject8=CBOT_FAST_IR_FUTURES_2

Additional Resources
CME fast.cfg file


Eurex: Partition-Specific Gateways

February 12

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.

Additional Resources
Eurex Circular 130/17
Eurex Product Specifications


CFE: Bats Migration

February 25

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.

Additional Resources
CFE Integration Website


UPCOMING EXCHANGE EVENTS


No events are scheduled at this time.