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Configuring Algo SE with Dynamic Connections Enabled

Overview

Beginning in version 7.17, Algo SE supports a more dynamic mode of operation. This dynamic mode is the default and must be disabled to revert to the static mode described in Determining TT Gateway Login Credentials with Dynamic Connections Disabled.

Note

If you upgrade to Algo SE 7.17 and need to continue to use static TT Gateway connections, you must disable dynamic connections.

Configuration Details

When configured to use dynamic connections (EnableDynamicConnections=Y), Algo SE connects to TT Gateways dynamically based on the users that are connected to it. With dynamic connections, you do not need to configure a static list of TT Gateways to which Algo SE will connect. Additionally, Algo SE is optimized to open order and fill connections only when necessary.

Consequently, you need only provide values for the Price_Subscription_Gateway parameter if you need to access a specific price server. If the values of the parameter is the same for all TT Gateways, you can (and should) specify them using a [market-] section instead of specifying it redundantly in separate [gw-] sections.

If, for example, you need to access non-coalesced prices for Eurex that are only available through the TT Eurex-U Gateway, you would need to add the following to this configuration file:

Example tt_algose.ini

[market-Eurex]

Price_Subscription_Gateway=Eurex-U

So unless you have specific settings for the Price_Subscription_Gateway parameter, you do not need anything in your configuration file at all when using this mode.