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NYSE Liffe Gateway

GAL and Depth Settings

Overview

TT Gateways install with the following Global Attribute List (GAL) and depth settings. For details on these settings and their effect on the TT Gateway, refer to the TT Gateway Architecture SAM Version 7.X.

GAL Settings

The following table lists the GAL settings and default values for the TT Gateway.

GAL Settings

GAL Setting

Default Value

Last-Traded-Quantity

TT Gateways install with Last-Traded-Quantity equal to 1.

By default, the TT Gateway only sends price information relevant to the last trade..

Implicit-Spread-Prices

TT Gateways install with Implicit-Spread-Prices equal to 0.

The TT Gateway does not provide implieds for spreads.

Implicit-Outright-Prices

TT Gateways install with Implicit-Outright-Prices equal to 2.

The TT Gateway provides implied for outrights but does not merge them into the inside market best bid and ask prices and quantities..

Non-Tradable-Prices

TT Gateways install with Non-Tradable-Prices equal to 1.

The TT Gateway displays both normal and off-ticking prices.

Depth Settings

The following table lists the default values related to market depth on the TT Gateway.

Depth Settings

Depth Setting

Default Value

Market-Depth

TT Gateways install with Market-Depth equal to 1.

The TT Gateway supplies aggregate Market Depth.

NumDepthLevels

TT Gateways install with NumDepthLevels equal to 20.