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Configuring the Trading Environment

Overview

After installing the TT Gateway, you must perform the following procedures:

  • Stop all TT-related services.
  • Configure Exchange-flavorhostinfo.cfg (referred to throughout simply as the hostinfo.cfg file) and edit the ttchron.ini file.
  • The BVMF Gateway uses pMerge to populate product and tick tables.

TT recommends that no more than twenty direct traders connect to the exchange through any one TT Gateway.

Before configuring the TT Gateway, you must stop all TT-related services.

To stop Services:

  1. From the Start menu, point to Settings, and click Control Panel.

    The Control Panel opens.

  2. Double-click Administrative Tools.

    The Administrative Tools window displays.

  3. Double-click Services.

    The Services window displays.

  4. Scroll through the Services box to locate TT Chron.
  5. Right-click TT Chron, and then click Stop.
  6. If there are any other TT Services running, you must stop them as well. One at a time, right-click the TT service, and then click Stop.
  7. After you have stopped all TT services, close the Services and Administrative Tools windows.

TTChron.ini

Located in <root drive>:ttconfig, all services in the ttchron.ini file must be set with the correct startup and shutdown times. For information and restrictions on configuring ttchron.ini, refer to the TT Gateway Architecture SAM Version 7.X.

Note

On the BVMF Gateway, Order Routers are threads managed by the Order Server. The ttchron.ini file does not have an Order Router section.

Warning

The following warnings apply to the BVMF Gateway startup and the use of ttchron.ini on the BVMF Gateway:

  • You must set the Order Server to start up on Sunday before the BVMF. If the Order Server cannot startup after a failure (i.e., it has been already running that week), you must start it up using the -r command line option.
  • Leave TTChron running after installing and configuring the BVMF Gateway.

To edit the ttchron.ini file:

  1. Verify that the time to start for the Price Server is set to 10:30 BRT.

    This setting ensures that the BVMF Gateway captures the correct product listings. If the Price Server starts after the exchange starts broadcasting products, the BVMF Gateway can have incorrect products listings.

  2. Verify that the time to stop on Fridays for the Order Server is set to 20:00 BRT.

    This setting ensures that the BVMF Gateway receives GTD delete messages, which may be sent by the exchange as late as 7:00pm BRT on Fridays. If the Order Server stops before the exchange broadcasts GTD cancel messages, those GTD orders may appear as stale orders in the order book the following Monday.

    If a FIX session reset is detected by the Order Server at startup, the Order Server will delete all stale GTD and GTDate orders and send delete acknowledgements to the client trading applications. For BVMF, a FIX session reset occurs every day past midnight (00:00 BRT).

  3. Use this information to determine the correct startup times for all BVMF Gateway processes. Since the BVMF can change its trading hours at any time, specific startup times are not included in this document. The times provided in the ttchron.ini file are representative of the current exchange startup times. Unless otherwise informed by TT or BVMF, do not change these times.
    Note

    Call the CSC or your TAMs for correct startup times to use in ttchron.ini.

pMerge

The BVMF Gateway installs with the pmerge.exe executable. During installation, this executable runs automatically to set up and configure the BVMF’s product and tick tables that the TT Gateway requires. Additionally, when you upgrade a BVMF Gateway, pmerge.exe runs automatically to merge pre-existing product tables with any product tables distributed with the new TT Gateway software.

For instructions on using pMerge, refer to pMerge Overview.

Verifying Fill Server Rollover Settings

BVMF accepts connections between Mondays at 4:00 a.m. and Fridays at 10:00 p.m. BRT (Sao Paulo local time). Any connection attempt outside this window will be dropped. There may be one or more calendar days during the same trading day

To verify that the Fill Server Rollover occurs at the proper time, locate the following entry in the FillServer.log file:

Example FillServer.log file

01.01.2010 03:31:47.078 | FILLSERVER/PROD | 3016 | INFO| 00000000 | Automatic rollover in approximately 22.4703 hours at: (2011/01/02 local time).

The BVMF Gateway configures the Fill Server Rollover to occur at 20:30:00 Brazil Standard Time (UTC-3) which corresponds with the time when the Order and Fill Servers are restarted.