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Configuring Order Sessions

Example

Example Order Server Sessions

[OrderSession_1]

Member=NFXTrader

ExchangePrimaryIP=10.0.0.1

ExchangeBackupIP=10.0.0.2

ExchangePort=1001

ExchangeCompany=NFX

GatewayCompany=FRMID

Parameters

The [OrderSession_#] section configures the connection information for the FIX order session. To trade NFX 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 NFX Gateway uses to connect this order session to the exchange. The exchange assigns this value.

ExchangeBackupIP

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

The exchange assigns this value.

ExchangePort

Sets the port that the NFX 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 NFX Gateway. This field supplies the value of the Tag 56 (TargetCompID) in all inbound messages to the NFX Gateway.

This value should match the specific exchange as listed below:

NFX products: Set ExchangeCompany=NFX

GatewayCompany

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

Account Code Mapping

For NFX, all submitted orders must contain an account type that is mapped to an exchange account code. The account type entered in X_TRADER® for an order action is mapped to an account code that is sent to the exchange by the NFX Gateway. The mapping of account types to account codes is not configurable on the NFX Gateway.

Account Code Mapping

TT Account Type

NFX Order Capacity (Tag 528)

NFX Cust Order Capacity (Tag 582)

A1A=Agency1 = Member trading for their own account

P1

P=Principal1 = Member trading for their own account

A2

A=Agency2 = Clearing Firm trading for its proprietary account

P2

P=Principal2 = Clearing Firm trading for its proprietary account

A3

A=Agency3 = Member trading for another member

P3

P=Principal3 = Member trading for another member

A4

A=Agency4 = Other
U1P=Principal4 = Other

Multi-Session and Multi-Member

The NFX Gateway supports multiple sessions per firm, as well as multiple members (firms) on a single gateway. When configuring multiple sessions/members:

  • Use unqiue [OrderSession_#] section names
  • Ensure that unique Member parameters and exchange connection credentials are configured per session.

Example

[OrderSession_1]

Member=NFXTrader

ExchangePrimaryIP=10.0.0.1

ExchangeBackupIP=10.0.0.2

ExchangePort=1001

ExchangeCompany=NFX

GatewayCompany=FRMID

[OrderSession_2]

Member=NFXTrader2

ExchangePrimaryIP=10.0.0.3

ExchangeBackupIP=10.0.0.4

ExchangePort=1002

ExchangeCompany=NFX

GatewayCompany=FRMID