Elasticia Production System upgrade - "Sold Out Buyback feature release"
Publiceringsdatum: Jun 25, 2014 11:10:10 AM
Dear all,
Elasticia Production System is planned to be upgraded with the "Sold Out Buyback feature release", on Monday, October 20, 2014.
This feature release has been thoroughly tested, but we invite you to take part in our beta testing program to assist us in assuring the quality of the system as well as your integration to the system.
See below for all the details of this release and please don't hesitate to contact us for further information.
Best regards,
NGM Support
+46 8 566 390 60
Upgrade procedure - TEST System
Friday, June 27, 2014. Upgrade starts. Gateways will be periodically inaccessible.
Market will be informed about progress via technical mail list.
Upgrade procedure - PRODUCTION System
Friday, October 17, 2014, 18:00 CET. Upgrade starts. Gateways will be periodically inaccessible.
Monday, October 20, 2014, 08:00 CET. Upgrade completed.
Market will be informed about progress via technical mail list.
Beta testing program
We encourage everyone to run any automated test suites during the beta test period and try to monitor the results for functional or performance changes by comparing the results to historical results from before the upgrade.
The beta testing will take place in the Elasticia Test System.
Changes
Replaces interim solution for Sold Out Buyback substate with a new solution which introduces a new (real) Sold Out
Buyback substate.
Updated NGM Market Model.
Updated NGM FIX specification.
Updated FAST templates.
Updated Instrument Schema.
Updated filtering of drop copies of rejection messages within the trader group(see details below)
Internal changes to further improve stability, fail over functionality and performance.
Documents
NGM FIX Protocol
New version: FIX_spec_1.8.4.pdf
NGM Market Model
New version: MarketModel_0.8.0.pdf
New version (with change bars): MarketModel_0.8.0_diff.pdf
NGM FIX Protocol FAST Templates
New version: FAST_templates_1.12.4.xml
NGM Instrument Schema
New version (pdf): InstrumentSchema_1.12.0.pdf
New version (with change bars): InstrumentSchema_1.12.0_diff.pdf
New version (xsd): InstrumentSchema_1.12.0.xsd
NGM FIX Protocol changes - Private Service (trading)
Message Logout
Field SessionStatus id=1409
New Value '6' = Account Locked
Component Order
Field OrdType id=40
New Value 'M' = Market Order
Field TimeInForce id=59
New Value '1' = Good Til Cancel
Message ExecutionReport
Field RejectReason id=103
New Value 103=Buy orders not allowed in sold out buyback state
New Value 104=Sell orders not allowed in distribution state
New Value 105=Suspended orders not allowed in distribution state
Message QuoteStatusReport
Field QuoteRejectReason id=300
New Value 105=Not authorized to quote security in distribution state
New Value 106=Buy quotes not allowed in distribution state
New Value 107=Not authorized to quote security in sold out buyback state
New Value 108=Sell quotes not allowed in sold out buyback state
Component Trade
Field TradeCondition id=277
Modified description XB=Knockout buyback Trade
New Value XS=Soldout buyback Trade
New Value XD=Distribution Trade
Message TradeCaptureReportRequest
Field TradeID tag 1003 removed
Message TradeCaptureReportRequestAck
Field TradeID tag 1003 removed
Component SecurityRef removed
New Message UserSecurityStatusUpdateRequest
New Message UserSecurityStatusUpdateResponse
NGM FIX Protocol changes - Public Service (market data)
Component Security
New Field MinTradeVol id=562
New Field AllowMarketOrder id=20036
Component MDEntry
Field TradeCondition id=277
Modified description XB=Knockout buyback Trade
New Value XS=Soldout buyback Trade
New Value XD=Distribution Trade
Component SecurityStat
Field FinancialStatus id=291
New Value U=Sold out buyback
New Value V=Distribution
Updated Instrument Schema
Please note that the change of tag name in multiple instruments, from <Multiplier> to <Parity> is being made to clarify what the field represents - the values or their calculation themselves will not change.
Updated filtering of drop copies of rejection messages within the trader group
Rejection messages should normally not be sent as drop copies within the trader group but rather only
to the original sender.
Updated filtering of rejections such as BusinessMessageReject, ExecutionReport with ExecType=8(Rejected) and
QuoteStatusReport with QuoteStatus=5 (Rejected).