Try TT Now

Configuring the Order and Fill Server Connections

Order and Fill Sessions

You must configure and establish a unique connection for each order and fill session:

  • For each Member configured in the Hostinfo.cfg file, configure at least one FIX session for order and real-time fills processing and one STP session for recovering fills. The STP session is required for reconciling fills in the event of a disaster recovery scenario.
  • Configure one STP session to process fills for multiple order sessions, provided this is configured appropriately at the exchange side.
  • TTORDs mapped to the direct trader (Member) can perform order actions. However, orders entered through a FIX order session can be modified or canceled only through the same FIX order session.

For information related to configuring multiple order sessions, refer to Configuring Multiple Sessions.

Order Routing

Note

Orders for both Eris and GovEx contracts can be routed through the same FIX order session if users have Eris and GovEx memberships. However, each exchange will reject an order if the FIX order session routing the order does not have permissions enabled at that corresponding exchange.

Eris/GovEx Gateway order routing is based on the Member portion of the direct trader's member-Group-Trader ID (MGT) configured in TT User Setup. This is the same value used for the Member parameter configured in Hostinfo.cfg.

Each FIX order session is selected based on the Member value of the user placing the order.

Configuring an Order Session

Although the Eris/GovEx Gateway uses Order Routers, they run as threads within the Order Server and not as separate processes on the gateway. To configure each Order Router’s TCP connection to the exchange as an order session in Hostinfo.cfg, you must configure the parameters in the [order_session_trade0] section.

To configure an order session

  1. Open <root drive:>ttconfigHostinfo.cfg in a text editor (e.g., Notepad).
  2. Configure the following parameters:
    [order_session_trade#] section parameters

    Parameter

    Description

    [order_session_trade0

    This is the section heading for a single order session. Subsequent order sessions can be numbered sequentially (e.g., [order_session_trade1], [order_session_trade2], etc.). The “_trade0” can also be renamed to a user-defined title (e.g., [order_session_Eris1], [order_session_Eris2]).

    sendercompid

    Identifies the FIX Order ID of the firm sending messages from the Eris/GovEx Gateway. This field populates the value of Tag 49 (SenderCompID) in all outbound messages for this session. Enter the FIX Order ID provided by the exchange.

    TargetCompId

    Identifies the name of the exchange host that sends messages to the Eris/GovEx Gateway. This field supplies the value of the Tag 56 (TargetCompID) in all inbound messages to the Eris/GovEx Gateway. Enter the TargetCompID provided by the exchange. The default value is ER

    Member

    Identifies the client’s Member login for routing orders through this session. This variable must match the Member portion of the Member-Group-Trader ID (MGT) defined in TT User Setup.

    The Member ID is user-defined and must be equal to or less than 12 characters. Each [order_session_trade#] section must have a unique Member value.

    Password

    Sets the password the Order Server uses to connect to the exchange for order data. This must match the password distributed by the exchange.

    ExchangeIP

    Sets the IP address that the Eris/GovEx Gateway uses to connect this order session to the exchange. The exchange assigns this value.

    ExchangePort

    Sets the port that the Eris/GovEx Gateway uses to connect to the exchange. The exchange assigns this value.

    STPSet this parameter to the name of the STP session that will be used to recover fills for this order session. For example, STP=order_session_ftp0
    A1=4I G1=3I G2=4I M1=1I M2=2A P1=1I P2=2A U1=1I

    Sets the account code mapping for populating FIX Tags 582 (CustOrderCapacity) and Tag 528 (OrderCapacity) for determining the CTI/Origin values for all orders that get sent through the order session.

    The first digit of the value (e.g., for A1 listed on the left, it’s 4) is the CTI value and the second digit is the origin value (origin of the order or fill). For example, if a parameter has a value of 4I, it has a CTI value of 4 and an Origin value of I.

    Note: If you change the default CTI/Origin mappings listed in the left column, you must stop and restart the Order Server before the changed mappings become active.

    The account settings are:

    • A1 = 1st Agent
    • G1 =1st Give Up
    • G2 = 2nd Give Up
    • M1 = 1st Market Maker
    • M2 = 2nd Market Maker
    • P1 = 1st Proprietary
    • P2 = 2nd Proprietary
    • U1 = Unallocated

    The associated numeric values for CTI are:

    • 1: Member Trader
    • 2: Proprietary
    • 3: On Behalf of Other Traders
    • 4: Customers

    The associated numeric values for Origin are:

    • I: Customer
    • A: Firm or House (Non-customer)
  3. Configure the connection to the Eris STP service for fills. Refer to Configuring a Recovery Session.
  4. Add all new trader login IDs using TT User Setup 7.4.8 or higher.
  5. Verify that the Price Server is running. If it is not running, start it. Refer to Testing Price Server Setup. Stop and restart the Order Server on the Eris. Log in to Guardian as an Administrator and, using the View Status function, verify that an Order Router appears listing the new connection.

Configuring a Recovery Session

To establish an Order Server connection to the Eris STP service for fills and trade completion information, you must configure the parameters in the [order_session_stp0] section of the Hostinfo.cfg file.

To configure a fill session

  1. Open <root drive:>ttconfigHostinfo.cfg in a text editor (e.g., Notepad).
  2. Configure the following parameters:
    [order_session_stp0] section parameters

    Parameter

    Description

    [order_session_stp0]

    This is the section heading for a single connection to the STP service for recovering fills. You can configure one STP session for multiple order sessions.

    sendercompid

    Identifies the FIX STP ID of the firm sending messages from the Eris/GovEx Gateway. This field populates the value of Tag 49 (SenderCompID) in all outbound messages for this session. Enter the FIX STP ID provided by the exchange.

    targetcompId

    Identifies the name of the STP service host that sends fill and trade completion messages to the Eris/GovEx Gateway. This field supplies the value of the Tag 56 (TargetCompID) in all inbound messages to the Eris/GovEx Gateway. Enter the TargetCompID provided by the exchange. The default value is ER

    password

    Sets the password the Order Server uses to connect to the STP service for fill data. This must match the password distributed by the exchange.

    ExchangeIP

    Sets the IP address that the Eris/GovEx Gateway uses to connect this order session to the exchange. The exchange assigns this value.

    ExchangePort

    Sets the port that the Eris/GovEx Gateway uses to connect to the exchange. The exchange assigns this value.

    type

    Defines a type of recovery session to distinguish between the order and fill (STP) connections. Valid values are order and stp.

Example: Order and Recovery Sessions

Example Hostinfo.cfg File configured with order and recovery sessions

[order_session_trade0]

sendercompid=ER_TTORD1

TargetCompId=ER

Member=PER2

Password=12345678

ExchangeIP=172.123.4.567

ExchangePort=126

# CustOrderCapacity tag 582 / OrderCapacity tag 528 Mapping

# Example A1 populates 582=4|528=IA1=4I

G1=3I

G2=4I

M1=1I

M2=2A

P1=1I

P2=2A

U1=1I

[order_session_stp0]

ExchangeIP=172.123.4.567

ExchangePort=12686

sendercompid=ER_TTMD1

TargetCompId=ER

Password=87654321

type=stp

Verifying Order Sessions

You can verify the connectivity status of each order session using the View Status option in Guardian. Each order session appears in Guardian as a separate Order Router. The session name appears as the sendercompid (FIX Tag 49 SenderCompID).

Configuring the Order Server Start Parameter

You can configure a start parameter to reset all sequence numbers when starting the Order Server via the Services dialog box. Currently, the Eris/GovEx Gateway supports the following parameter:

Order Server Startup Command Line Parameter
ParameterDescription
-r

This parameter enables the Order Server to reset the sequence numbers for all or specific order sessions on the Eris/GovEx Gateway.

  • To reset all FIX sessions, use the format: OrderServer.exe -r all
  • To reset a single FIX session, use the format: OrderServer.exe -r <Member>
  • To reset multiple FIX sessions, use the format: OrderServer.exe -r <Member1>;<Member2>

    For multiple order sessions, enter a semi-colon delimiter between each Member ID listed.

NOTE: A space is required between -r and the parameter settings (e.g., -r all)

To configure the Order Server start parameter

  1. Click on the Start menu, select Administrative Tools, and then Services
  2. Right-click the Order Server service and select Properties
  3. In the Start parameters: field, configure the -r parameter.
  4. After configuring the parameter, click Start
  5. Click OK