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Configuring Order Sessions

Overview

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

  • For each Member configured in the Hostinfo.cfg file, configure at least one FIX session for order and real-time fills processing.
  • TTORDs mapped to the direct trader (Member) can perform order actions.
  • 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 Multi-Session and Multi-Member.

Order Routing

Fenics 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

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 [OrderServerSession_1] section.

To configure an order session

  1. Open <root drive:>tt\config\<Exchange-flavor>Hostinfo.cfg in a text editor (e.g., Notepad).
  2. Configure the following parameters in the [OrderServerSession_1] section:
    [OrderServerSession_trade#] section parameters

    Parameter

    Description

    [OrderServerSession_1]

    This is the section heading for a single order session. Multiple sections can be added. Each section must have the "OrderServerSession" prefix included in the section heading. Each order session section name must be unique (e.g., [OrderServerSession_2], [OrderServerSession_3], etc.).

    Member

    Identifies the client’s Member login (the "M" of their MGT Fenics Gateway login) for routing orders through this session on the TT Gateway. Each [OrderServerSession_#] section must have a unique Member value.

    ExchangePrimaryIP

    Sets the IP address that the Fenics Gateway uses to connect to the FIX Order Gateway in the Fenics "Red" (primary) network. The exchange assigns this value. The combination of IP and port cannot be the same as the combination of IP and port configured for the backup network.

    ExchangePrimaryPort

    Sets the port that the Fenics Gateway uses to connect to the FIX Order gateway in the Fenics "Red" (primary) network. The exchange assigns this value.

    ExchangeBackupIP

    Sets the IP address that the Fenics Gateway uses to connect to the FIX Order Gateway in the Fenics "Black" (backup) network. The exchange assigns this value. The combination of IP and port cannot be the same as the combination of IP and port configured for the primary network.

    ExchangeBackupPort

    Sets the port that the Fenics Gateway uses to connect to the FIX Order gateway in the Fenics "Black" (backup) network. The exchange assigns this value.

    UseExchangeRedNetwork

    Sets whether the Order Server connects to the Fenics platform "Red" (primary) network using the ExchangePrimaryIP and ExchangePrimaryPort settings. When set to "true", the Order Server connects to the Red network. If "false", the Order Server connects to the "Black" (backup) network (the ExchangeBackupIP and ExchangeBackupPort must be populated).

    By default, this parameter is commented-out and the Order Server connects to the primary network.

    ExchangeCompany

    Identifies the name of the exchange host that sends messages to the Fenics Gateway. This field supplies the value of the FIX Tag 56 (TargetCompID) in all inbound messages to the Fenics Gateway. Enter the Target CompID provided by the exchange. The default value is XBGC.

    GatewayCompany

    Identifies the FIX Order Session ID of the firm sending messages from the Fenics Gateway. This field populates the value of FIX Tag 49 (SenderCompID) in all outbound messages for this session. Enter the "Counterparty CompID" credential provided by the exchange.

    Username

    Sets the primary trader ID for the session, which is required for routing orders to the exchange. Set this parameter equal to the exchange-provided "Username" credential. Sent to the exchange as FIX Tag 553. Order Server automatically performs user login using this parameter.

    UserPassword

    Defines the password needed for the primary trader ID. Set this parameter equal to the exchange-provided  "Password" credential. Sent to the exchange as FIX Tag 554.
  3. Add all new trader login IDs using TT User Setup.
  4. Verify that the Price Server is running. Refer to Testing Price Server Setup.
  5. Stop and restart the Order Server on the Fenics Gateway. Log in to Guardian as an Administrator and, using the View Status function, verify that an Order Router appears listing the new connection.

Example: Order Session

Example Hostinfo.cfg File configured with order sessions

[OrderServerSession_1]

Member=BGCXX

ExchangePrimaryIP=172.123.4.567

ExchangePrimaryPort=16540

ExchangeBackupIP=172.123.4.568

ExchangeBackupPort=16541

#UseExchangeRedNetwork=true

ExchangeCompany=XBGC

GatewayCompany=f77xu2

Username=f77xu2

Userpassword=FNCxusty