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About Algo SE System Files

Configuration Files

After installing the Algo SE software, you must configure the tt_algose.ini file, which specifies the TT Gateways to which Algo SE will connect, along with their corresponding credentials. You must configure this file for every Algo SE Server machine in your network, regardless of which type of network deployment you choose.

If you deploy Algo SE in a multiple-multicast network, you must also configure the following files:

  • ttminclude.cfg, which defines multicast subjects for the TT Gateway Price Servers to which Algo SE connects in a multiple-multicast network
  • ttmd.cfg, which controls the TTM Communication Daemon configuration and includes the ttminclude.cfg file.

About the tt_algose.ini File

Algo SE uses the tt_algose.ini file, located in <root drive>:ttconfig, to configure credentials for each TT Gateway through which Algo SE can submit orders on behalf of traders. This file contains a series of sections that specify the configuration information for each TT Gateway connection.

tt_algose.ini Parameters

The following table describes the parameters used in the tt_algose.ini file.

tt_algose.ini parameters

Parameter

Description

[market-MarketName]

(Used only when EnableDynamicConnections=Y) Marks the beginning of a section that specifies the MGT credentials for a specific market. Optionally, a preferred price server may be specified.
Note

If the file contains both a [market-] section and a [gw-] section for the same market, the parameters in the [gw-] section override those in the [market-] section for that gateway.

Price_Subscription_Gateway

(Optional) Sets Price Server mapping. By setting this parameter equal to the Exchange-Flavor to which you want to map, Algo SE routes price subscriptions to that Exchange-Flavor. In the following sample configuration, Algo SE routes the price subscriptions to CME through CME-A.

[market-CME]

Price_Subscription_Gateway=CME-A

[gw-Gateway-Flavor]

Marks the beginning of a TT Gateway connection section and sets the gateway and flavor (e.g. gw-CME-A).

Note
  • Algo SE can connect to a maximum of 50 TT Gateways.
  • If the file contains both a [market-] section and a [gw-] section for the same market, the parameters in the [gw-] section override those in the [market-] section for that gateway.

Member Group Trader

(Required) Provides the Member, Group, and Trader IDs (MGTs) for Algo SE to use when logging in to the specified TT Gateway.

Algo SE logs into TT Gateways on behalf of those applications which connect to it. Thus, you must select an MGT that has permissions to view all orders and fills of all those who will connect to it.

For more information, refer to the section called Determining TT Gateway Login Credentials with Dynamic Connections Disabled.

Note

For TTSIM Gateways, you should not use TTADM/XXX/MGR credentials.

Mandatory_Server

(Optional) Sets the mandatory server to connect to via IP address. If the connection to this server cannot be established, Algo SE will not attempt to connect to alternate servers.

Note

If your network supports more than one instance of a Gateway-Flavor, configure Algo SE always to connect to the same instance.

Price_Subscription_Gateway

(Optional) Sets a preferred Price Server for Algo SE to use. By setting this parameter equal to the Gateway-Flavor to which you want to map, Algo SE creates price subscriptions to that Gateway-Flavor. In the following sample configuration, Algo SE routes the price subscriptions to CME through CME-A.

[gw-CME]

Member=TTORDPM

Group=XXX

Trader=MGR

Price_Subscription_Gateway=CME-A

[Algo]

Marks the beginning of the Algo SE-specific settings.

EnableDynamicConnections

Enables or disables support for dynamic connections:

  • Y (default): Algo SE logs into TT Gateways when a user wants connects to it.
  • N: Algo SE logs into TT Gateways during its initialization.

FMDSServer

(Optional) Identifies the FMDS Server from which to retrieve historical data. Used primarily for the TT Analytics in ADL functionality. The value takes the following form:

[Ip Address]: [Port #]: [Service #]: [Timeout # (in seconds)]

For example: 192.168.0.100:10250:350:30

Note

To use the TT Analytics in ADL functionality in TT SIM mode, the user must specify the this parameter in the tt_algose.ini_master file (note that this file is different from tt_algose.ini file) located in <root drive>ttconfigsim.

RiskPLChecking

(Optional) Whether Algo SE should perform credit risk checking. Possible values include:

  • 0 to disable credit risk checking
  • Any other value to enable it

Default: Enabled

Warning

Disabling credit risk checking on Algo SE overrides any risk settings configured in TT User Setup.

Additional Data Files Relating to Strategies

Algo SE stores information about the persisted strategies deployed to the Algo SE Server in the following locations:

  • <root drive>:ttdatfilesAlgoServerPersistedAlgoRules.xml

    This file contains meta data about all persisted strategies deployed to the Server.

  • <root drive>:ttdatfilesAlgoServerPersistedStrategies

    This directory contains the encrypted source and compiled assemblies of persisted strategies.