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Connecting to the Exchange

Overview

Exchange connectivity details are provided at: http://www.gmex-group.com/wp-content/uploads/2014/02/GMEX-Connectivity-Guide.pdf

GMEX Gateways reside between the client network and the GMEX exchange and matching engine located in London. All price and order sessions are connected via a single line from the GMEX Gateway to the GMEX ForumMatch FIX 4.4 Trading System and matching engine, while Trade Capture reports are sent to the gateway via a secured FIXML connection to the Eurex FIXML Clearing Interface.

Logical Architecture Diagram

The following diagram shows GMEX Gateway connectivity in the GMEX and Eurex networks:

In this diagram:

  • The Price Server and Order Server on the GMEX Gateway have separate TCP/IP connections to the Exchange Host for Prices and Orders/Fills.
  • When submitted orders are matched and filled, the Exchange Host sends the Fill to the GMEX Gateway and a Trade Capture Report to the Eurex FIXML Clearing interface.
  • The GMEX Gateway processes the Fill and sends it to the Client Workstation.
  • Through an SSL (Secure Socket Layer protocol) encrypted FIXML connection, the Eurex FIXML Clearing Interface sends transactions in Trade Capture Report messages to the FIXML Listener in the GMEX Gateway for approval.
  • The FIXML Listener service on the GMEX Gateway approves the trade and sends the approval to the Eurex Clearing Interface, which sends a Trade Confirmation back to the gateway. The Eurex Clearing Interface also sends the Trade Confirmation to the Exchange Host to record that the trade has cleared.
  • The FIXML Listener on the GMEX Gateway logs the Trade Confirmation and approval in the FIXML Listener logfile. No trade approvals or confirmations are sent to the Client Workstation.

Connectivity Options

Connectivity options include:

  • Customers can connect through TT’s fully managed hosting solution, TTNET. TTNET enables traders to quickly and reliably access the GMEX Exchange and other major exchanges through TT’s proven high-performance global market connectivity solution. The GMEX Gateways in TTNET are co-located with the exchanges’ matching engine in London.
  • If you choose to obtain your own connectivity to GMEX (e.g., leased line or VPN, etc.), refer to: http://www.gmex-group.com/wp-content/uploads/2014/02/GMEX-Connectivity-Guide.pdf