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FIX Adapter System Administration

Network Configuration

Deployment, Load Balancing, and Scalability

TT recommends that you run only one TT FIX Adapter on a machine, as each TT FIX Adapter can host multiple traders and connect to multiple markets. Do not install any additional TT software or FIX-based client software on a TT FIX Adapter host machine.

You must situate the TT FIX Adapter so that it can:

  • Access the network segment that hosts the TT Gateway to which it connects
  • Be accessed by the FIX-based client applications that trade through it

For optimal performance, TT recommends that you use separate TT FIX Adapters for FIX price and order sessions.

Sample Network Configurations

TT FIX Adapters can support multiple traders over multiple sessions. Thus, one instance of the TT FIX Adapter can connect to one or more TT Gateways and host multiple traders.

The following shows how you can deploy a TT FIX Adapter in different network environments.

Supported TT Gateways

TT FIX Adapter supports the following TT Gateways:

  • BrokerTec, version 7.13.0 or higher
  • BVMF, version 7.15 or higher
  • CFE, version 7.16 or higher
  • CME, version 7.13 or higher
  • Eris_GovEx, version or 7.16.9 higher
  • eSpeed version 7.17.35.10 or higher
  • Eurex, version 7.13.0 or higher
  • ICE, version 7.14.1 or higher
  • LME, version 7.13.0 or higher
  • LSE, all versions
  • MEFF, version 7.13.0 or higher
  • MX, version 7.16 or higher
  • NASDAQ OMX EU, version 7.17.20.9 or higher
  • NYSE_Liffe, version 7.15 or higher
  • NYSE_Liffe_US, version 7.16 or higher
  • OSE, version 7.14 or higher
  • SFE, version 7.13.0 or higher
  • SGX, version 7.13.0 or higher
  • TFX, version 7.14 or higher
  • TT Synthetic Strategy Engine (SSE), version 7.2.10 or higher
  • TOCOM, version 7.13.0 or higher
  • TTSIM, version 7.2 or higher

Notes:

  • The TT Xetra Gateway supports trading activity via X_TRADER only. Customers are advised that serious issues can occur when trading on the TT Xetra Gateway via FIX Adapter, or when connecting a Drop Copy FIX Adapter to a TT Xetra Gateway.
  • The MEFF Gateway does not fully support MEFF options contracts. As a result, TT FIX Adapter does not support MEFF options contracts.
  • Connectivity to TT Synthetic Strategy Engine (SSE) is only supported for staged orders.  Additionally, the FIX Adapter Server user's Gateway Logins must be the same or a subset of those used by the TT Synthetic Strategy Engine (SSE).
Exchange NameTag ValueExchange NameTag ValueExchange NameTag Value
BM&FBOVESPA*CME or BVMFEuronext LisbonNYSE_LiffeMontreal* ExchangeMontreal or MX
BrokerTecBTecEuronext ParisNYSE_Liffe

NASDAQ OMX Copenhagen

NASDAQ_OMX_EU
CBOE Futures Exchange*CBOE or CFEEuropean Climate ExchangeICE_IPE

NASDAQ OMX Stockholm

NASDAQ_OMX_EU

CCX Chicago Climate Futures ExchangeICE_IPEEuropean Energy ExchangeICE_IPE

NASDAQ OMX Helsinki

NASDAQ_OMX_EU

CME Group - CBOT*

CBOT or CMEGovExEris_GovEx

NASDAQ OMX Iceland

NASDAQ_OMX_EU
CME Group - CMECMEICE Futures CanadaICE_IPE

NASDAQ OMX NLX

NASDAQ_OMX_EU
CME Group - NYMEXCMEICE Futures EuropeICE_IPENYSE LiffeNYSE_Liffe
Dubai Mercantile ExchangeCMEICE Futures U.S.ICE_IPENYSE Liffe US*NYSE_Liffe_US or eCBOT
EBSEBSIntercontinental Exchange (ICE)ICE_IPEOsaka Security ExchangeOSE

Eris

Eris_GovExKansas City Board of TradeCBOTSingapore Exchange (SGX)SGX
eSpeedeSpeedLondon Metal ExchangeLMESydney Futures ExchangeSFE
EurexEurexLondon Stock ExchangeLSETokyo Commodity Exchange (TOCOM)TOCOM
CME Group - NYMEXCMEMEFFMEFFTokyo Financial ExchangeTFX
Euronext AmsterdamNYSE_LiffeMinneapolis Grain ExchangeCBOT
Euronext BrusselsNYSE_LiffeMontreal* Climate ExchangeMontreal or MX

* Use the value corresponding to the TT Gateway to which TT FIX Adapter connects

Some exchanges might list some products on other exchanges. For example, the European Climate Exchange lists products on ICE_IPE. For those products, you must specify ICE_IPE in Tag 207 (SecurityExchange).

The BM&F BOVESPA exchange lists products on both CME and BVMF. If you have a TT CME Gateway, you must specify CME in Tag 207 (SecurityExchange). If you have a TT BVMF Gateway, you must specify BVMF in Tag 207 (SecurityExchange).