Connection Failure and Recovery

Overview

The points of potential systems failure when using the eSpeed Gateway include the eSpeed Gateway, the exchange host, and all network devices in-between. This chapter’s discussion is restricted to total software and/or hardware failure, its specific impact on eSpeed Gateways, and available options for disaster recovery.

Fills

All fills are sent from the eSpeed Gateway exchange host via point-to-point network communication to the particular eSpeed Gateway that hosts that trader. Because eSpeed Gateway keeps an electronic record of fills for the trading day, if a trader misses a fill (due to being off line or a disastrous disconnect), the TT Gateway can always download it later.

Additionally, the eSpeed Gateway stores all fills received from eSpeed Gateway. When the TT Gateway receives a fill, the TT Gateway writes the event to the bof.tbl, fill.tbl, and GwnameFillServer_*.log files. X_TRADER® uses this stored fill information to populate its Fill Window. eSpeed Gateways that use different Exchange-Flavors do not receive this fill information.