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Configuring the Order Server and ETI Sessions

Overview

Use the parameter descriptions and procedures in this section of the manual to configure Eurex session IDs and associated LF and HF Enhanced Transaction Interface (ETI) session connections on the Eurex Gateway.

To configure the Order Server for ETI, configure the following sections in Exchange-flavorhostinfo.cfg:

  • The [ORDER_SERVER] section, which contains parameters that affect ETI Order Server behavior. These settings apply to all sessions configured on the ETI Order Server.
  • The [OrderServerSession-1] section, which configures the ETI session for a participant’s business unit.

The Exchange-flavorhostinfo.cfg file is installed at <root drive:>ttconfig

Before You Begin

Before configuring the Order Server, obtain the following exchange credentials from Eurex:

  • IP Address and port of the connection gateways for each business unit.
  • An ETI session ID and password for each session you plan to configure.

Configuring Dual-NIC Servers for ETI

When operating an Order Server on a machine with multiple NICs (Network Interface Cards), Eurex Gateways allow the option of routing specific data through specific NICs. To use this feature for an ETI Order Server, configure the following:

  • Set the NetworkInterfaceFeed1 and NetworkInterfaceFeed2 parameters equal to the IP address of the exchange-facing NIC. This dedicates the specific NIC for all ETI transaction data for that Member.
  • To aid with ETI Order Server troubleshooting, set the TCPConsoleInterface in the [ORDER_SERVER] section equal to the IP address of the NIC that faces your internal network.

Configuring ETI Functionality

To configure ETI Functionality

  1. Using a text editor (e.g., Notepad) open hostinfo.cfg.
  2. Configure the [ORDER_SERVER] section. Refer to Configuring the [ORDER _SERVER] Section.
  3. Configure the [OrderServerSession] section. Refer to Configuring [OrderServerSession1].
  4. To configure round robin order routing, refer to Configuring Round- Robin Order Routing.
  5. To configure proxy traders in separate sessions, refer to Configuring Proxy (TTORD) traders in separate sessions.
  6. To add multiple Exchange Members to the gateway, refer to Configuring Multiple Exchange Memberships.
  7. Verify that the Price Server is running. If it is not running, start it. Refer to Testing Price Server Setup.
  8. Stop and restart the Order Server on the Eurex Gateway.

Configuring the [ORDER _SERVER] Section

The settings in this section apply to all sessions on the Order Server. However, for ETI sessions, only the following parameters need to be configured in this section:

[ORDER_SERVER] parameters

Parameter

Description

TCPConsoleInterface

Sets the local IP address referenced by the Order Server Telnet Tool for diagnosing connection issues. To enable this parameter, remove the # sign.

You should set TCPConsoleInterface equal to the NIC that faces your internal network.

TCPConsolePort

Sets the port number the Order Server uses to send orders and receive market data. By default, Eurex Gateways install with TCPConsolePort=25007. To enable this parameter, remove the # sign.

You should set TCPConsolePort equal to an available port only if port 25007 is unavailable.

Example [ORDER_SERVER]

[ORDER_SERVER]

TCPConsoleInterface=10.0.0.1

TCPConsolePort=25007

Configuring [OrderServerSession1]

The [OrderServerSession_1] section configures the business unit’s ETI session connection to the application gateways. This section is also used to configure the multi-session functionality for different business units on the ETI Order Server.

To add a second session and business unit to the gateway, uncomment the [OrderServerSession_2] section. Copy and paste this section for additional sessions, and ensure that the session numbers are unique for each session section (e.g., [OrderServerSession_3], [OrderServerSession_4], etc.)

There is no gateway-enforced limit for the number of sessions configured per Eurex Gateway. Configure the following parameters for ETI sessions:

[OrderServerSession_1] parameters

Parameter

Description

[OrderServerSession_1]

Sets the name of the ETI order session. The session name is a unique, user-defined value. The default is:

[OrderServerSession_1] where “1” is the session identifier and can be a text string of any length. This string can be used to identify whether a session is high-frequency (HF) or low-frequency (LF). To operate, the Eurex Gateway needs at least one LF session for each exchange membership configured on the gateway.

Additional sessions require unique names (e.g., [OrderServerSession_2], [OrderServerSession_LF_Session], etc.)

Warning

If the order session names are not unique, the Order Server will not route any orders through the ETI interface.

Member

Sets the synthetic TT member ID used for routing orders within the TT system. Configure a single member per session to assign the session to an exchange membership (business unit). The member value must be defined as part of a valid Member-Group-Trader ID in TT User Setup.

The same Member value can be configured in different ETI sessions. This allows the same user to route orders through multiple sessions configured for the same business unit (round-robin order routing).

The Order Server also supports the configuration of different TT synthetic memberships that belong to the same business unit (e.g., configuring TTORD traders in separate sessions with different Member values). However, a trader is only allowed to route to sessions that belong to his TT synthetic membership.

Note

TT requires configuring one LF session per synthetic Member.

BusinessUnitSets the exchange member credential for routing and managing orders. This value is provided by Eurex as part of their exchange credentials. Eurex assigns session IDs based on exchange membership (i.e., business unit for T7). Configure one BusinessUnit parameter per [OrderServerSession_1] section. To receive trade reversals or to log trade confirmations to the Order Server logfile, TT recommends configuring one LF session per BusinessUnit.
SessionIdSets the ETI session ID for routing orders to the exchange. Enter the value provided by Eurex as part of their exchange credentials. Eurex provides low-frequency (LF) and high-frequency (HF) session IDs. Add additional low or high-frequency sessions (i.e., [OrderServerSession_1] sections) based on the projected throughput of the gateway. Current TPS (transaction-per-second) figures are 50 for LF and 150 for HF sessions. Only one SessionId parameter can be configured per [OrderServerSession_1] section in hostinfo.cfg.
SessionPasswordThe exchange-provided session ID password. Configure one password per session.
NetworkInterfaceFeed1

If you do not use the default NIC IP address and port as determined by the binding order on your machine, this parameter sets the Order Server’s local IP address to route orders to an application gateway. Note the following when configuring NetworkInterfaceFeed1:

  • This parameter is not required if your server only uses one NIC card.
  • This parameter is optional if your machine uses a dual-NIC card.
  • This parameter is required if your machine has more than one NIC card and the default NIC does not have a route to the exchange (e.g., it faces your internal network).

By default, this parameter is blank and the Eurex Gateway uses the default NIC IP address and port.

NetworkInterfaceFeed2

If you do not use the default NIC IP address and port, this parameter sets the ETI Order Server’s local IP address to route orders to an application gateway. Note the following when configuring NetworkInterfaceFeed2:

  • This parameter is not required if your server only uses one NIC card.
  • This parameter is optional if your machine uses a dual-NIC card.
  • This parameter is required if your machine has more than one NIC and the default NIC does not have a route to the exchange (e.g., it faces your internal network).

By default, this parameter is blank and the Eurex Gateway uses the default NIC IP address and port.

ConnectionGw1Sets the exchange-provided IP Address of a connection gateway that dynamically provides IP Addresses to an application gateway. The Order Server receives an IP Address from the connection gateway and automatically connects to an application gateway in the Eurex network. Eurex provides two connection gateway IP Addresses as part of their exchange credentials. Configure ConnectionGW1 using the first connection gateway IP Address provided by Eurex. At least one connection gateway IP Address must be configured on the Eurex Gateway.

TT recommends configuring both parameters (ConnectionGW1 and ConnectionGW2) on the Order Server in order to support exchange-failover of the connection gateways. If one connection gateway loses connectivity or is shutdown, the Order Server automatically routes all orders via the second configured connection gateway.

ConnectionGw2Sets the exchange-provided IP Address of the second connection gateway to connect to per session.

Both connection gateway parameters are required to support exchange-failover for ETI. If both ConnectionGW1 and ConnectionGW2 parameters are configured, the Order Server routes all orders via the second connection gateway if the first one is shutdown or loses connectivity.

portSets the port address where the Order Server sends/receives orders and confirmations to/from the application gateway. The default value is 19008.
LogSendReceiveSets whether the gateway logs messages to the send-receive log. Valid values are 1 and 0, where:
  • 1: enables logging
  • 0: disables logging

The default value is 0.

SendRegulatoryIDRefer to

Algo Labeling

AlgoRange

Refer to Algo Labeling

Example A single ETI order session for one exchange membership (business unit)

[OrderServerSession_1]

Member=TTGXV

BusinessUnit=TTGXV

SessionId=92501234

SessionPassword=tLu&nx3dsabc

NetworkInterfaceFeed1=172.17.19.60

NetworkInterfaceFeed2=172.17.19.61

ConnectionGw1=193.029.089.099

ConnectionGw2=193.029.089.064

port=19008

LogSendReceive=0

SendRegulatoryID=1

AlgoRange=5

Configuring Round- Robin Order Routing

Round-robin order routing for multiple sessions is based on the synthetic TT membership (Member parameter) configured in each session.

For example, your firm (BusinessUnit parameter) can configure one Member for two LF sessions and a different Member for two HF sessions plus one LF session (one LF session per Member is required). Based on the Member parameter, the Gateway will select one of these pools of sessions and apply round-robin order routing to the sessions in each pool.

To configure round-robin order routing

  1. In hostinfo.cfg, copy and paste the [OrderServerSession_1] section and rename it as [OrderServerSession_2]
  2. To use round-robin order routing for the same traders in multiple sessions, configure the same business unit (BusinessUnit) and TT membership (Member) in the additional session.
  3. In [OrderServerSession_2],configure a different SessionId and SessionPassword
  4. To create another pool of sessions for round robin order routing, configure a different TT Member in each session for the same BusinessUnit
    • Copy and paste the [OrderServerSession_1] section and rename it as [OrderServerSession_#] where # is the number or name of each additional session.
    • Configure the Member parameter for the traders using these sessions.
    • Ensure the same BusinessUnit value is configured for each session.
    • Configure different SessionId and SessionPassword parameters in each additional session.
  5. Save the changes and close hostinfo.cfg.

Round-Robin Configuration Example

The following example shows a round-robin configuration in hostinfo.cfg.

Example Different TT memberships in two different pools of sessions (LF and HF) for the same business unit

[OrderServerSession_1_LF]

Member=TTGXV

BusinessUnit=TTGXV

SessionId=95201230

SessionPassword=tLu&ni3dsaaa

NetworkInterfaceFeed1=172.17.19.60

NetworkInterfaceFeed2=172.17.19.61

ConnectionGw1=193.029.089.099

ConnectionGw2=193.029.089.064

port=19008

LogSendReceive=0

[OrderServerSession_2_LF]

Member=TTGXV

BusinessUnit=TTGXV

SessionId=95201229

SessionPassword=tLu&ni3dsaab

NetworkInterfaceFeed1=172.17.19.60

NetworkInterfaceFeed2=172.17.19.61

ConnectionGw1=193.029.089.099

ConnectionGw2=193.029.089.064

port=19008

LogSendReceive=0

[OrderServerSession_3_HF1]

Member=TRAXV

BusinessUnit=TTGXV

SessionId=95201228

SessionPassword=tLu&ni3dsaac

NetworkInterfaceFeed1=172.17.19.60

NetworkInterfaceFeed2=172.17.19.61

ConnectionGw1=193.029.089.099

ConnectionGw2=193.029.089.064

port=19008

LogSendReceive=0

[OrderServerSession_4_HF2]

Member=TRAXV

BusinessUnit=TTGXV

SessionId=95201227

SessionPassword=tLu&ni3dsaad

NetworkInterfaceFeed1=172.17.19.60

NetworkInterfaceFeed2=172.17.19.61

ConnectionGw1=193.029.089.099

ConnectionGw2=193.029.089.064

port=19008

LogSendReceive=0

[OrderServerSession_5_TRAXV_LF]

#Note: one LF session is required per TT Member

Member=TRAXV

BusinessUnit=TTGXV

SessionId=95201225

SessionPassword=tLu&ni3dsaae

NetworkInterfaceFeed1=172.17.19.60

NetworkInterfaceFeed2=172.17.19.61

ConnectionGw1=193.029.089.099

ConnectionGw2=193.029.089.064

port=19008

LogSendReceive=0

In this example, two LF sessions are configured with one TT synthetic membership (e.g., Member=TTGXV) and two HF sessions and one LF session are configured with a different TT synthetic membership (e.g., Member=TRAXV) for the same business unit (BusinessUnit=Your Firm’s Exchange Membership ID).

For traders mapped to TTGXV, the Gateway uses round-robin order routing to select one of the sessions configured with Member=TTGXV. For traders mapped to TRAXV in this example, the Gateway uses round-robin order routing to select one of the HF sessions or LF session configured with Member=TRAXV. The session IDs and passwords are different for each session, but the connection parameters are the same.

Configuring Proxy (TTORD) traders in separate sessions

The Order Server supports the configuration of multiple TT synthetic memberships that belong to the same exchange membership. This allows proxy traders to use separate sessions belonging to the same exchange membership (business unit).

To configure proxy (TTORD) traders in separate sessions

  1. In hostinfo.cfg, copy and paste the [OrderServerSession_1] section and rename it as [OrderServerSession_2]
  2. In [OrderServerSession_2],configure a different member parameter for the proxy trader in this session for the same exchange membership. The BusinessUnit is the same in both sessions.
  3. Save the changes.

Refer to the following example.

Example A proxy trader (mapped to TTMEM in TT User Setup) configured in a separate session for the same business unit

[OrderServerSession_1]

Member=TTGXV

BusinessUnit=TTGXV

SessionId=95201230

SessionPassword=tLu&ni3dsabc

NetworkInterfaceFeed1=172.17.19.60

NetworkInterfaceFeed2=172.17.19.61

ConnectionGw1=193.029.089.099

ConnectionGw2=193.029.089.064

port=19008

LogSendReceive=0

[OrderServerSession_2]

Member=TTMEM

BusinessUnit=TTGXV

SessionId=95201229

SessionPassword=tLu&ni3dsaab

NetworkInterfaceFeed1=172.17.19.60

NetworkInterfaceFeed2=172.17.19.61

ConnectionGw1=193.029.089.099

ConnectionGw2=193.029.089.064

port=19008

LogSendReceive=0

Configuring Multiple Exchange Memberships

Use the following procedure to add exchange memberships (business units) and sessions to the Eurex Gateway.

To configure multiple exchange memberships:

  1. In hostinfo.cfg, copy and paste the [OrderServerSession_1] section and rename it as [OrderServerSession_2]
  2. In the [OrderServerSession_2] section, enter the exchange-provided membership ID (business unit).
  3. Enter the unique, exchange-provided SessionId and SessionPassword for this particular Exchange Member.
  4. Configure a different TT synthetic member ID using the Member parameter.
  5. Save and close the hostinfo.cfg.

The following example shows a multi-member configuration in hostinfo.cfg.

Example Different business units and TT members in two different sessions

[OrderServerSession_1]

Member=TTGXV

BusinessUnit=TTGXV

SessionId=95201230

SessionPassword=tLu&ni3dsaaa

NetworkInterfaceFeed1=172.17.19.60

NetworkInterfaceFeed2=172.17.19.61

ConnectionGw1=193.029.089.099

ConnectionGw2=193.029.089.064

port=19008

LogSendReceive=0

[OrderServerSession_2]

Member=TT2

BusinessUnit=TRAXV

SessionId=95201229

SessionPassword=tLu&ni3dsaab

NetworkInterfaceFeed1=172.17.19.60

NetworkInterfaceFeed2=172.17.19.61

ConnectionGw1=193.029.089.099

ConnectionGw2=193.029.089.064

port=19008

LogSendReceive=0