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FIX Adapter System Administration

(DC) Specifying Gateway Settings

Overview

Each TT FIX Adapter configuration contains bias settings that apply to all TT Gateways to which TT FIX Adapter connects.

Gateway Bias Settings

A drop copy TT FIX Adapter configuration provides the following bias settings.

The following table describes the settings.

Field Name

Description

Convert Timestamps to UTC

Whether TT FIX Adapter should convert order and fill timestamps to Universal Time Codes (UTC).

When enabled, TT FIX Adapter converts the timestamp provided in Tag 60 (TransactTime) of Execution Report (8) messages to UTC using the offsets provided in the UTC Time Biases table.

Default: Enabled

UTC Time Biases

(Displayed only when Convert Timestamps to UTC is enabled)

Time biases to use when converting the order and fill timestamps received from exchanges to UTC. You can set biases for the following:

  • SOD/DSOD Records
  • Manual Fills
  • MarketName

Start-of-Day (SOD) records, detailed start-of day (DSOD) records, and manual fills can be injected into the TT system through X_RISK, or a custom X_TRADER® API application. The timestamps of SOD/DSOD records and manual fills use the local time of the machine from which they are injected.

Note: FACT provides default values for each market. These values assume your gateway system synchronizes its clock with the corresponding exchange's local time. If the gateway clock differs from the exchange local time, you must adjust the values shown in the table accordingly.

Standard Time Start - Date (M,W,D) Standard Time Start - Time (HH:MM:SS)

Date and time for the beginning of Standard Time (ST), as follows:

  • For SODs, DSODs, and manual fills, enter date/time of the start of Standard Time (ST) for the time zone of the local machine that injected them.
  • For a given market, enter date/time of the start of Standard Time (ST)

Enter the date value in the form: month,week,day and the time value in the form: HH:MM:SS.

Standard Start Bias (HH:MM:SS)

UTC offset during Standard Time (ST), as follows:

  • For SODs, DSODs, and manual fills, enter the UTC offset for the time zone of the local machine that injected them.
  • For a given market, enter the UTC offset during Standard Time (ST)

Enter the value in the form: HH:MM:SS.

Daylight Savings Time Start - Date (M,W,D) Daylight Savings Time Start - Time (HH:MM:SS)

Date and time for the beginning of Daylight Savings Time (DST), as follows:

  • For SODs, DSODs, and manual fills, enter date/time of the start of Daylight Savings Time (SDT) for the time zone of the local machine that injected them.
  • For a given market, enter date/time of the start of Daylight Savings Time (DST)

Enter the date value in the form: month,week,day and the time value in the form: HH:MM:SS.

Daylight Savings Time Bias (HH:MM:SS)

UTC offset during Daylight Savings Time (DST), as follows:

  • For SODs, DSODs, and manual fills, enter the UTC offset for the time zone of the local machine that injected them.
  • For a given market, enter the UTC offset during Daylight Savings Time (DST)

Enter the value in the form: HH:MM:SS.

Additional settings

The following figure shows the additional gateway settings.

The following table describes the settings.

Field Name

Description

Gateway

TT Gateway Exchange-Flavor name.

Market Name

Alternate name for a market on a TT Gateway. This value overrides the market name that TT FIX Adapter delivers and expects in Tag 207 (SecurityExchange) and Tag 308 (UnderlyingSecurityExchange). This parameter can be especially useful for TT FIX Gateways whose default market names are FIX, FIX-A, …, FIX-Z.

If you set this value, you must use the same name in the Market field of the following FACT configuration tables:

  • Load/Ignore Products (Global settings)
  • UTC Time Biases (Gateway settings)
  • Price Conversion (FIX Session/Additional Options/Market Data settings)

Notes:

  • Do not edit this information unless TT Support personnel instruct you to do so.
  • TT plans to deprecate this functionality in a subsequent release of TT FIX Adapter.

How to modify TT Gateway settings

To modify the TT Gateway settings:

  1. In the Configurations Tree Navigation pane, select Gateway Settings for the desired configuration.

    The Gateway Settings appear in the Settings pane.

  2. Select the Convert Timestamps to UTC check box, if necessary.
  3. If you need to add a market to the table, scroll to the bottom of the table and, in the Bias Settings For column, type the name of the TT Gateway Flavor defined in TT User Setup.
  4. If you need to define custom market names, with TT Support approval, click More and supply the necessary values.
  5. Update the values as needed.