Trader and Firm Identification
The exchange provides the following credentials:
- User ID (ETI)
- password (ETI)
- connection gateway IP addresses (ETI)
- Session IDs (ETI)
User ID and Member-Group-Trader ID (MGT)
In order to trade on the new T7 architecture, Eurex provides all exchange traders with an additional credential (User ID).
The Eurex Gateway sends the User ID to the exchange instead of the MGT for trader identification on ETI orders.
Each TTORD trader must be mapped to a direct trader’s account. If a TTORD trader submits a trade with a different account, the Eurex Gateway rejects the transaction. For ETI, these values can be user-defined:
Operator IDs and Passwords
In the TT system, the User ID is mapped to exchange traders and proxy (TTORD) trader MGTs using the Operator ID field in TT User Setup 7.4.8 or higher. As part of the new trading architecture (T7), you need to configure an Operator ID for each Exchange Trader and mapped TTORD trader in the TT system.
Failure to configure an Operator ID will result in the inability to route orders to the Eurex T7. Procedures for configuring the MGT Operator ID and doing a mass edit to automatically assign the same operator ID to the mapped TTORDs and Users are found in the section titled, “Editing a User's Gateway Login Attributes” in the TT User Setup Online Help or TT User Setup User Manual.
At startup, the Order Server queries TT User Setup for the Operator ID and password for each trader. After these are downloaded to the Order Server from TT User Setup, the Order Server uses the Operator ID and password to log in traders and route orders to the exchange via ETI. Because the Operator IDs are downloaded to the Order Server, the gateway does not process Operator IDs on order actions sent from client trading applications.
Exchange Trader Passwords
The exchange trader passwords for ETI are configured in TT User Setup and obtained by the Order Server at start up.
If the password is missing or corrupt, the gateway rejects the trader logins and logs an error message to the Audit Trail in X_TRADER indicating an error in the password configuration.
Because the Eurex Gateway obtains Trader login and Password information directly from TT User Setup 7.4.8 or higher at startup, it is no longer required to login all Exchange Traders to the exchange prior to logging in any TTORD proxy traders after a clean install and initial configuration of the gateway. If you are using TT User Setup versions prior to 7.4.8, you still need to log in Exchange Traders before TTORD traders log in.
Enabling Auto Login (Priming the Gateway)
After a clean install or upgrade installation of Eurex Gateway 7.16.9 or higher, you may need to “prime” the gateway for automatic login by initially logging in each Exchange Trader.
When do I need to prime the gateway?
For Exchange Traders with ETI logins, you must prime the gateway if the following is true:
- You upgraded to Eurex Gateway 7.16.9 or higher.
- You are using TT User Setup 7.4.7 or 7.4.8.
- You have added ETI passwords for each Exchange Trader.
In this scenario, priming is required before trading via ETI sessions because the ExchangeTraderLogin.dat file on the gateway will not include the newly added ETI passwords.
20.03.2013 11:02:54.693 | 12704 | INFO | 10098022 | Rejected | sts:8207 C A B O Eurex-C FUT FDAX 1213 0.0 FDAX122013 88.0 L T:10 W:0 X:0 E:0 F:0 Gene Lu TTGXVZZZ001 TTGXVZZZ001 RK:G Lu B:0 C:0 GLU A1 GTD 00:00:00.000 No:0 sndr:172.17.19.63 order_id: sok:0300BQ005 Disc:0 Min:0 Trig:0 Mod:0 H:0 Key:0 OldNo:0 C:0 I:10 ActionOrig:A (Lean) SenderSubID:4294967295 RTT:0 | unknown trader TTGXVZZZ001
The Operator ID is used by the gateway to populate Tag 50 (SendersubId) for all order actions. The Operator ID corresponds to the exchange trader credentials (User ID) of the user who acted on the order.
Order Session Identification
Eurex Gateways display the exchange credential used to route all orders and fills through the exchange. This includes all order modifications and exchange rejects, but does not include actions on Hold orders and position reserve orders.
Currently, the order session ID is available in the following locations:
- Audit logs (appears in the ExchangeCredentials column)
- Order Server logfile
- FIX Adapter 7.8 (Tag 18216 (ExchCred))
The ETI session ID appears in the log files and send-recv logs for all order actions entered via the Enhanced Transaction Interface (ETI).