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 220.127.116.11 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 18.104.22.168 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
- 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 Name||Tag Value||Exchange Name||Tag Value||Exchange Name||Tag Value|
|BM&FBOVESPA*||CME or BVMF||Euronext Lisbon||NYSE_Liffe||Montreal* Exchange||Montreal or MX|
NASDAQ OMX Copenhagen
|CBOE Futures Exchange*||CBOE or CFE||European Climate Exchange||ICE_IPE|
NASDAQ OMX Stockholm
|CCX Chicago Climate Futures Exchange||ICE_IPE||European Energy Exchange||ICE_IPE|
NASDAQ OMX Helsinki
CME Group - CBOT*
|CBOT or CME||GovEx||Eris_GovEx|
NASDAQ OMX Iceland
|CME Group - CME||CME||ICE Futures Canada||ICE_IPE|
NASDAQ OMX NLX
|CME Group - NYMEX||CME||ICE Futures Europe||ICE_IPE||NYSE Liffe||NYSE_Liffe|
|Dubai Mercantile Exchange||CME||ICE Futures U.S.||ICE_IPE||NYSE Liffe US*||NYSE_Liffe_US or eCBOT|
|EBS||EBS||Intercontinental Exchange (ICE)||ICE_IPE||Osaka Security Exchange||OSE|
|Eris_GovEx||Kansas City Board of Trade||CBOT||Singapore Exchange (SGX)||SGX|
|eSpeed||eSpeed||London Metal Exchange||LME||Sydney Futures Exchange||SFE|
|Eurex||Eurex||London Stock Exchange||LSE||Tokyo Commodity Exchange (TOCOM)||TOCOM|
|CME Group - NYMEX||CME||MEFF||MEFF||Tokyo Financial Exchange||TFX|
|Euronext Amsterdam||NYSE_Liffe||Minneapolis Grain Exchange||CBOT|
|Euronext Brussels||NYSE_Liffe||Montreal* Climate Exchange||Montreal 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).