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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. However, 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 Multiple Sessions.

Order Routing

GMEX 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

Although the GMEX Gateway uses Order Routers, they run as threads within the Order Server and not as separate processes on the gateway. 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 [Order_Session_1] section.

To configure an order session

  1. Open <root drive:>ttconfigHostinfo.cfg in a text editor (e.g., Notepad).
  2. Configure the following parameters in the [OrderSession_1] section:
    [order_session_trade#] section parameters

    Parameter

    Description

    [OrderSession_1]

    This is the section heading for a single order session. Subsequent order sessions can be numbered sequentially (e.g., [OrderSession_2], [OrderSession_3], etc.).

    ExchangePrimaryIP

    Sets the IP address that the GMEX Gateway uses to connect this order session to the exchange. The exchange assigns this value.

    ExchangePort

    Sets the port that the GMEX Gateway uses to connect to the exchange. The exchange assigns this value.

    ReconnectionInterval

    Defines the length of time in seconds the Order Server will attempt to reconnect with the exchange host in the event of a disconnect. The minimum recommended value to enter is “15.” By default, this parameter is set to 35.

    GatewayCompany

    Identifies the FIX Order ID of the firm sending messages from the GMEX Gateway. This field populates the value of Tag 49 (SenderCompID) in all outbound messages for this session. Enter the FIX Trade Gateway ID provided by the exchange.

    HeartbeatInterval

    Sets the frequency, in seconds, that the Order Server sends a heartbeat to the exchange and expects Heartbeats from the exchange. HeartbeatInterval is established as part of Logon. In order to maintain a connection, the Order Server must send and receive a heartbeat to and from the exchange at the HeartbeatInterval specified. Setting HeartbeatInterval to a value less than 1 will result in the parameter using the default value.By default, the GMEX Gateway installs with this parameter set to 30.

    ExchangeCompany

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

    Member

    Identifies the client’s Member login for routing orders through this session. Each [Order_Session_#] section must have a unique Member value.

    Enter the exchanged-provided member ID. This value must be the same as the member ID used for configuring the corresponding FIX session.
  3. Add all new trader login IDs using TT User Setup.
  4. Verify that the Price Server is running. If it is not running, start it. Refer to Testing Price Server Setup. Stop and restart the Order Server on the GMEX 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 and FIXML sessions

[OrderSession_1]

ExchangePrimaryIP=172.123.4.567

ExchangePort=16540

ReconnectionInterval=35

GatewayCompany=T_TTECH1

HeartbeatInterval=30

ExchangeCompany=T-FORUM

Member=TTGXV