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CME Gateway

ATS Operator ID Support

Overview

CME Gateway 7.17.30 or higher supports an ATS (automated trading system) Operator ID to identify users submitting automated trades. ATS Operator IDs are configured per user in TT User Setup 7.17.20 or higher.

Configuring an ATS Operator ID

The ATS Operator ID is configured in the Exchange 2 field on the Gateway Login Attributes screen in TT User Setup on a per user basis. To configure an ATS Operator ID for CME in TT User Setup, refer to the TT User Setup Online Help in the Help Library.

In the following example, a TT Username has three MGTs (gateway logins) assigned. The Exchange 2 field can be configured to send an ATS Operator ID for any automated trades made by this user’s logins.

Example Single user with ATS Operator IDs configured for multiple gateway logins

Username=TRADER1

Operator ID=OPIDTT1

MGT: Member=ABC001 Group=G01 Trader=TT1 Exchange 2=TT1-ATS

MGT: Member=DEF222 Group=G01 Trader=TT1 Exchange 2=TT1-ATS

MGT: Member=XYZ999 Group=G01 Trader=TT1 Exchange 2=TT1-ATS

In this last example, the Exchange 2 field is configured for two of the user’s gateway logins. Any automated trades submitted by the user via logins on CME-B and CME-C will be tagged with the user’s ATS Operator ID.

Example Single user with ATS Operator IDs configured for specific gateways

Username=TRADER1

Operator ID=OPIDTT1

MGT: Member=TUV111 Group=G01 Trader=TT1 Gateway=CME-A

MGT: Member=EFG123 Group=G01 Trader=TT1 Gateway=CME-B Exchange 2=TT1-ATS

MGT: Member=XYZ999 Group=G01 Trader=TT1 Gateway=CME-C Exchange 2=TT1-ATS09

Gateway Behavior

When Order actions are submitted to the CME Gateway via an automated trading system (Tag 1028=N), the Order Server populates Tag 50 with the ATS Operator ID and sends it to the exchange.

If no automated trading source is detected (Tag 1028=Y), then the Order Server populates Tag 50 with one of the following values:

  • SubUserId (FIX Adapter Tag 50)
  • Operator ID for the Monitoring Username
  • Monitoring Username
  • Operator ID for the Username
  • Username
  • Exchange Trader ID

The following example shows when an Operator ID is used versus when an ATS Operator ID is used as Tag 50.

Example Tag 50 for an automated and manually updated order

Username=ABC

Operator ID=OIABC

Exchange 2=ATS-ABC

1. User ABC’s Autospreader strategy submits an order: Tag 50=ATS-ABC

2. User ABC manually updates the order sent by Autospreader: Tag 50=OIABC

For more information about how individual Operator IDs are routed to the exchange by the TT Gateway, refer to Operator ID Support.