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Support for Market Depth and PFX Market Data

Market Depth

The Eris/GovEx Gateway receives all available aggregate market depth directly from the exchange, and forwards 20 levels to the client applications. This is not configurable on the gateway.The maximum number of depth levels can be restricted by a client application. However, X_TRADER currently supports a up to 20 levels of market depth and can display the maximum levels of depth provided by the gateway.

PFX Overview

TT Gateways and client applications utilize the PFX price delivery architecture. PFX improves the reliability and scalability of delivering prices to the client trading applications. PFX also maximizes price scalability and bandwidth utilization under peak network load while maintaining extremely high performance.

Enabling PFX

The TT Gateway can be enabled to deliver PFX price updates by configuring the PFXEnabled parameter in the aconfig.xml file using the Aconfig Utility. After a new installation or upgrade to a PFX-capable TT Gateway version, the parameter can be configured as part of the PFX migration procedure. By default, the TT Gateway installs with PFX enabled (PFXEnabled=true). Please contact your Technical Account Manager to switch modes on the Gateway.

Warning

If PFXEnabled is set to “false”, the Price Server will not start.

For more information regarding PFX architecture and migration, refer to the TT Gateway Architecture System Administration Manual.