Trader and Firm Identification
Contact CFE to obtain the following exchange credentials:
- ConnectionID (one per order routing session)
- Password (one per order routing session)
- Exchange IP Address
- Exchange port
TT Direct Trader IDs
TT Direct Trader IDs on CFE Gateways use the Member-Group-Trader (MGT) format MemberIdGroupIdTraderId, where:
- MemberId is defined by the firm. This value must match the Member parameter value set in the [OrderServerSession_#] section of the hostinfo.cfg file.
- GroupId is the group ID provided by the firm.
- TraderId is defined by the firm. For CFE Gateway 7.17, the TraderId must be configured as the Operator ID in TT User Setup.
TTORD Trader IDs
The following list describes TTORD trader IDs on the gateway.
- CFE Gateways supports TTORDs.
- You can map multiple TTORDs to one direct exchange trader.
Each TTORD ID that connects to and trades on the Exchange must use a unique clearing account.
You must complete the following fields in TT User Setup to map a TTORD proxy trader to a direct trader:
- Exchange: The TT Gateway Exchange-Flavor (e.g., CFE-A).
- Member: An up to 7-character value defined by the user. This value must match the Member parameter value set in the [OrderServerSession_#] section of the hostinfo.cfg file.
- Group: A three-character value defined by the user.
- Trader: A multi-character value (i.e., up to 11 characters in TT User Setup or Guardian). For CFE Gateway 7.17, the TraderId must be configured as the Operator ID in TT User Setup.
The FFT2 field is currently used to populate the ExecBroker value (Tag 76). This value is unique per executing, give up, or clearing firm and composes part of the ClOrdId value.
Determining the Unique Trader Reference
When a trader submits a new order or modifies/deletes an order, the CFE Gateway uses the hierarchy listed below to determine which value uniquely identifies that trader.
- SenderSubID value as populated by FIX Adapter or the X_TRADER API
- Username as configured in TT User Setup
- TTORD Trader ID
- Direct Trader ID
For example, if SenderSubID is not present but the trader has a Username configured in TT User Setup, the gateway forwards the Username as FIX Tag 50 in the exchange’s API.