Account Code Mapping

Description

 
 

For CFE, all submitted orders must contain an account type that is mapped to an exchange account code, which is sent by the Gateway in Tag 47. The account type entered in X_TRADER® for an order action is mapped to an account code that is sent to CFE. The exchange rejects any order submitted without an account code.

 

The CFE Gateway rejects any order submitted with an invalid account type. The mapping of account types to account codes can be configured in the hostinfo.cfg file.

 
 
 

Configuring Account Code Mapping

 

Users may optionally set unique account code mapping for any Order Session by listing the pairings as shown in the example below.

 
  Example Configuring Unique Account Code Mapping  
 

[OrderServerSession_#]

 

ExchangeIP=$exchange_ip

 

ExchangePort=$exchange_port

 

SenderCompId=$sender_company_id

 

TargetCompId=$target_company_id

 

Password=$password

 

Member=$member_id

 

A1=A

 

G1=H

 

U1=C

 

In the example above, A1 now maps to Customer Segregated Account (A), G1 maps to House non-segregated account (H) and U1 maps to Customer (C). All other account codes map according to the default values. In addition, Order Sessions without unique account code mappings will use the default mappings listed in the Account Code Mapping Table below.

 
 

Account Code Mapping Table

 
 

CFE Gateways use the following default exchange account code mapping:

 
CFE Account Code Mapping
TT Acct Type Tag 47  

Account Code Mapping

 
 

OCC Clearing Account Type

 
 

CTI Code

 
 

Origin Code

 
 

A1:

 

First Agent

 
 

E:

 

House Non-Segregated Account

 
 

A1=E

 
 

F (Firm)

 
 

1

 
 

2

 
 

A2:

 

Second Agent

 
 

F:

 

House Non-Segregated Account

 
 

A2=F

 
 

F (Firm)

 
 

2

 
 

2

 
 

A3:

 

Third Agent

 
 

O:

 

House Non-Segregated Account

 
 

A3=O

 
 

C (Customer)

 
 

2

 
 

1

 
 

M1:

 

First Market Maker

 
 

M:

 

Market Maker Account

 
 

M1=M

 
 

M (Market Maker)

 
 

2

 
 

6

 
 

P1:

 

First Principal

 
 

D:

 

Customer Segregated Account

 
 

P1=D

 
 

C (Customer)

 
 

1

 
1
 

P2:

 

Second Principal

 
 

A:

 

Customer Segregated Account

 
 

P2=A

 
 

C (Customer)

 
 

3

 
 

1

 
 

P3:

 

Third Principal

 
 

C:

 

Customer

 
 

P3=C

 
 

C (Customer)

 
 

4

 
1
 

U1:

 

Unallocated

 
 

L:

 

Non-member/house orders

 
 

U1=L

 
 

F (Firm)

 
 

4

 
2
 

 Account Code Mapping 7.18 (CFE Bats)

The following table shows the mapping of TT Account types with the new CTI code and Order Capacity for CFE Bats. It also provides a reference to the corresponding old CFE Account types.

TT Account Type Old- CFE Account Type New- CTI Code New - Order Capacity CFE BATS Derivation (C=0, F=1)
A1 E 1 Firm 11
A2 F 2 Firm 21
A3 O 2 Customer 20
A4 H 3 Firm 31
M1 M 2 Firm 21
P1 D 1 Customer 10
P2 A 3 Customer 30
P3 C 4 Customer 40
U1 L 4 Firm 41
The derivation is the combination of CTI and Order Capacity.