Configuring Order Sessions

Overview

For NASDAQ_OMX_EU Gateway 7.18.25 and higher, these sections list the parameters that must be set to establish and maintain the Order and Fill Server connection to the exchange. NASDAQ_OMX_EU Gateway 7.18.25 supports Genium INET 5.0.

Section: [server_settings]

[server_settings] section parameters

Parameter

Description

[server_settings]

By default, this parameter is not present in hostinfo.cfg.  Add the [server_settings] section when configuring the UseDefaultMIFID  parameter in this section

UseDefaultMIFID

To support MiFID II compliance, NASDAQ_OMX_EU Gateway 7.18.25 includes a UseDefaultMIFID parameter in hostinfo.cfg. When enabled, this parameter configures the Order Server to send default values for MiFID II tags. Valid values:

  • 1: Sends default MiFID values.
  • 0: Does not send default MiFID values.

By default, this parameter is not present and the Order Server does not send default MiFID II tag values.

Note: If users have not upgraded to TT client application versions (7.17.80)  to support configuration of the MiFID II fields, you can enable UseDefaultMIFID  to send MiFID default values. However, clients need to upgrade all relevant client software prior to January 3, 2018, at which time proper population of these tags will be required for regulatory purposes.

Example

Example Order Server Sessions

[OrderSession_1]

Member=NLXTrader

ExchangePrimaryIP=10.0.0.1

ExchangeBackupIP=10.0.0.2

ExchangePort=1001

ExchangeCompany=NLX

GatewayCompany=FRMID

# AccountCode Mapping

A1=U

A2=H

G1=S

M1=N

M2=M

[OrderSession_2]

Member=NordicTrader

ExchangePrimaryIP=10.0.0.3

ExchangeBackupIP=10.0.0.4

ExchangePort=1001

ExchangeCompany=GENIUM

GatewayCompany=FRMID

Parameters

The [OrderSession_#] section configures the connection information for the FIX order session. To trade both NLX and Nordic products, you must configure a minimum of two order session.

The following table lists this section’s parameters and descriptions:

[OrderSession_#] section parameters

Parameter

Description

[OrderSession_#]

This is the user-defined section heading where # uniquely identifies the order session.

Member

Sets the user-defined member whose orders route through this order session.

This value must be unique for each order session.

ExchangePrimaryIP

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

ExchangeBackupIP

Sets the backup IP address that the NASDAQ_OMX_EU Gateway uses to connect if the primary IP address is not reachable.

The exchange assigns this value.

ExchangePort

Sets the port that the NASDAQ_OMX_EU Gateway uses to connection to the exchange. The exchange assigns this value.

ExchangeCompany

Identifies the name of the exchange host that sends messages to the NASDAQ_OMX_EU Gateway. This field supplies the value of the Tag 56 (TargetCompID) in all inbound messages to the NASDAQ_OMX_EU Gateway.

This value should match the specific exchange as listed below:

  • NLX products: Set ExchangeCompany=NLX
  • Nordic products: Set ExchangeCompany=GENIUM

GatewayCompany

Identifies the name of the firm that sends messages from the NASDAQ_OMX_EU Gateway. This field supplies the value of the Tag 49 (SenderCompID) in all outbound messages for that connection.

Considerations

When configuring the Order Sessions, any misconfiguration will prevent the Order Server from starting. Prior to configuring Order Sessions, please review the following considerations: