Configuring Order and Fill ServerConnections

Overview

For eSpeed Gateway 7.17.79 and higher, the Hostinfo file which needs to be configured with appropriate production credentials to establish the connection for Orders.   It includes sections for:

  • Exchange credentials such as IP, Port and Password section should be filled with informations received from the exchange.
  • The field “Exchange Company” should be set to “NFI” or can be commented.
  • GatewayCompany field should be filled with “SenderComp” value from the exchange
  • Member field should be filled with TTUS field Direct Trader Member

 

Example - Hostinfo File

 

[location]

Country=

StateProvince=

 

[OrderSession_1]

Member=

ExchangePrimaryIP=

ExchangeBackupIP=

ExchangePort=

ExchangeCompany=XBGC

GatewayCompany=

SessionPassword=

Location Parameters (eSpeed platform)

To aid in routing messages and enhance customer support, eSpeed Gateways include a [Location] section that allows users to set the location of the Order Server. The gateway forwards the location information to the exchange as FIX Tag 142 (SenderLocationID) and echoed in messages from the exchange as FIX Tag 143 (TargetLocationID).

To provide the correct location information, users must populate the Country and StateProvince parameters with the respective 2-digit ISO code. For example, a trading desk whose eSpeed Gateways reside in Chicago would populate the [Location] section as shown below.

Example [Location] section

[Location]

Country=US

StateProvince=IL

Warning

Both the Country and StateProvince parameters require a two digit code. The Order Server exits if the either the Country or StateProvince parameter does not contain a value or contains a value that is not two-digits in length.

Order Server Parameters

The following table describes the [OrderSession_#] parameters:

[OrderSession_#] parameters

Parameter

Description

[OrderSession_#]

Sets the section header where # equals a whole number. You should increment the # sequentially for each new order session.

ExchangePrimaryIP

Sets the IP address that the eSpeed Gateway uses to connect the order session to the exchange.

ExchangeBackupIP

Sets then backup IP address that the eSpeed Gateway uses to connect the order session to the exchange.

ExchangePort

Sets the port assignment that the eSpeed Gateway uses to connect the Price Server to the exchange.

ExchangeCompany

Sets the value provided as TargetCompID (FIX Tag 56). By default, eSpeed Gateway install with TargetCompID set equal to XBGC.

Warning

Do not change this value unless instructed by TT to do so.

GatewayCompany

Set this equal to the exchange-provided firm ID. eSpeed Gateways send this value as SenderCompID (FIX Tag 49).

SenderSubID

Set this equal to the exchange-provided SenderSubID The exchange provides this value as the direct trader ID. N/A for NFI.

SessionPassword

Sets this equal to the exchange-provided direct trader ID password.