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Additional Settings

Overview

BrokerTec Gateways install with the following GAL and depth settings. For details on these settings, refer to the TT Gateway Architecture SAM Version 7.X.

Market Depth

The BrokerTec Gateway can request Market Depth for individual products and their types in X_TRADER®.

By default, BrokerTec Gateway provide five levels of aggregate depth. For PFX-enabled Gateways, five levels of detailed depth are provided.

In X_TRADER®, Market Depth data is found in the Bid/Ask column. For detailed information on viewing Market Depth, refer to the X_TRADER® User Manual Chapter 6, “Market Window.”

Price Coalescing

The BrokerTec Gateway does not support price coalescing. The Interval-mSecs parameter in the aconfig.xml file handles this functionality and is located at AconfigCoreServerExchange-SpecificExchange-FlavorMarket-Depth directory. By default, BrokerTec Gateways install with Interval-mSecs=0. Do not change this setting from the default value.

Warning

Enabling price coalescing on BrokerTec Gateways results in incorrect market data being forwarded to client applications. Do not change this value.

GAL Setting

The following table lists the GAL Setting Values for the BrokerTec Gateway.

GAL Settings

GAL Setting

Default Value

Last-Traded-Quantity

BrokerTec Gateways install with this value equal to 0.

Market-Depth

BrokerTec Gateways install with this value equal to 1.

Implicit-Spread-Prices

The BrokerTec Gateway has no setting (it behaves as if set to 0).

Implicit-Outright-Prices

The BrokerTec Gateway has no setting (it behaves as if set to 0).

Depth Settings

The following table lists the aconfig.xml settings associated with displaying depth:

Depth Settings

Depth Setting

Default Value

NumDepthLevels This setting is only available in BrokerTec Gateways Version 7.3 and higher.

BrokerTec Gateways install with this parameter set equal to 5.

DetailDepth

BrokerTec Gateways ignore this aconfig.xml parameter.

For information on configuring levels of depth, refer to the TT Gateway Architecture System Administration Manual Version 7.X.

Log File Management

By default, Guardian automatically deletes its own log files older than ten days in <root drive>:ttlogfiles. However, the rest of the BrokerTec Gateway processes do not automatically delete log files. Instead, you must automate this behavior using TTClean and TTChron. For details on these programs, refer to the TT Gateway Architecture System Administration Manual Version 7.X.

Tip

Set up ttclean.ini to regularly delete or archive the log files on your BrokerTec Gateway. For information on ttclean.ini, refer to the TT Gateway SAM Version 7.X.