Configuring Order and Fill Server Connections

Overview

For LME Gateway 7.18, this section lists the parameters that must be set to establish and maintain the Order and Fill Server connection to the exchange.

Note: After an upgrade to LME Gateway 7.18.25 and higher, the following parameters are no longer used and should be removed from your LME<flavor>hostinfo.cfg file: InvestmentDecisionCountry= ExecutionDecisionCountry= DEA= TradingCapacity= ClientID= CustomerAccount= InvestmentDecisionWithinFirm= ExecutionDecisionWithinFirm= AlgoOrHumanDetail=

Section: [OrderServerSession]

Example [OrderServerSession_#] section in the hostinfo.cfg file

The [OrderServerSession] section configures the connection information for the FIX order session. The following table lists this section’s parameters and descriptions:

[OrderServerSession] section parameters

Parameter

Description

[OrderServerSession_#]

This is the user-defined section heading. By default, installation sets this to [OrderServerSession_1].

ExchangeIP

Sets the exchange-provided IP address or Fully Qualified Domain Name (FQDN)  that the TT LME Gateway uses to establish connectivity to the Exchange. Enter a FQDN if a DNS resolver is configured in hostinfo.cfg.

ExchangePort

Sets the exchange-provided port that the TT LME Gateway uses to establish connectivity to the Exchange.

GatewayCompany

Identifies the name of the firm that connects to the exchange for order data and is supplied by LME. A unique GatewayCompany value is required for each order session. This field supplies the value of the FIX tag 49 (SenderCompID) in all outbound messages for the connection.

Member

Identifies the client’s Member login. This seven-character maximum variable must match the Member portion of the MemberGroupTrader ID defined in TT User Setup. The Member ID is not provided by the exchange. The value must be different from GatewayCompany and unique across all order sessions or else the Order Server will not start.

Note

If there is a duplicate Member parameter configured on a multi-session TT LME Gateway, the Order Server will not start. This value must be unique per [OrderServerSession_#].

ExchangeCompany

Identifies the name of the exchange host that sends messages to the TT LME Gateway. This field supplies the value of the FIX tag 56 (TargetCompID) in all inbound messages to the TT LME Gateway.

SessionPassword

Sets the password the Order Server uses to connect to the exchange for order data. This is assigned by the exchange. This field supplies the value of FIX tag 96 (Raw Data) in the Session Startup request message sent to the exchange.

FAXKey

Identifies the exchange-assigned key used to encrypt the SessionPassword.

InvestmentDecisionCountry

Sets the ISO Country Code to identify the location of the person making the investment decision. Sent to the exchange as Tag 10048. This is a required parameter.

ExecutionDecisionCountry

Sets the ISO Country Code to identify the location of the person making the execution decision. Sent to the exchange as Tag 10049. This is a required parameter.

DEA

Indicates if the user has direct electronic access. Valid values are "Y" (user has direct electronic access) or "N" (user does not). Sent to the exchange as Tag 10050. This is a required parameter.

TradingCapacity

Sets the type of trading capacity. Valid values are: DEAL (dealing on own account), MTCH (matched principal), or AOTC (any other capacity). Sent to the exchange as Tag 10051.

ClientID

Sets a user-defined client identifier. Enter a value up to 40 characters in length. Sent to the exchange as Tag 448.

CustomerAccount

Sets a user-defined customer account identifier.

InvestmentDecisionWithinFirm

Sets the unique ID of the trader or algo making the investment decision. Enter a user-defined value up to 40 characters. Sent to the exchange as Tag 452 (Party Role) = 300.

ExecutionDecisionWithinFirm

Sets the identity of the user making the order execution decision. Enter a unique ID of the trader or algo executing the order. Enter a user-defined value up to 40 characters. Sent to the exchange as Tag 452 (Party Role) = 301.

AlgoOrHumanDetail

Sets whether the order was placed by a person or algo. Enter a trader ID or algo ID up to 40 characters.

ReconnectionInterval

Sets the amount of time, in seconds, that the Server waits before attempting to reconnect to the exchange.

By default, this parameter is not present and the Gateway behaves as if ReconnectionInterval=1.

ReconnectionAttempts

Sets the number of concurrent FIX login attempts made by the Gateway. If the Gateway is rejected after the specified number of attempts, it will shutdown.

By default, LME Gateways install with ReconnectionAttempts=10.

HeartbeatInterval

Sets the frequency, in seconds, that the Price Server sends a heartbeat to the exchange and expects Heartbeats from the exchange. In order to maintain a connection, the Price 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 being set to the default value. By default, LME Gateways install with this parameter set to 30.