NYSE Liffe Gateway

Price Server Files Optiq

Price Server Log File

At startup, the Price Server creates a Price Server logfile named Exchange-Flavor_Mode_PriceServer_Date.log to the <root drive>:ttlogfiles directory where:

  • Exchange-Flavor equals the gateway named chosen at install (e.g., NYSE_Liffe-B).
  • Mode equals the trading environment: PROD (Production) or SIM (Simulation).

The Price Server adds a new entry for each action, including initialization behavior, logins, configuration values, and contract definitions. You can use the Price Server logfile to aid in diagnosing problems related to market data.

Standing Data .xml File

TT Gateways download Standing Data .xml files, via the exchange's FTP server, for each subscribed product group. The exchange provides new versions of the Standing Data files daily and prior to the product open.

Note

To avoid potential firewall impacts, users must take into account that TT Gateways establish the FTP connection in Active mode.

The Standing Data .xml files contain the initial product definition for each product available from the exchange. In addition, TT Gateways receive updated product information intra-day as part of the exchange's multicast feed.

TT Gateways include a tt_nyse_liffe_talk.exe application to manage the Standing Data files. TTChron runs the tt_nyse_liffe_talk.exe application daily which automatically overwrites the previous days' file.

The TT Gateway stores the Standing Data .xml files in the tt:datfiles directory and uses the following naming convention: NYSELIFFE_stdata_tradinghost_exchangecode_DDMMYY.xml where:

  • Tradinghost equals fin for financials, eqt for equities or blear for Bclear instruments.
  • Exchangecode equals the single-character contract code.
  • DDMMYY equals the two-digit day, two-digit month, and two-digit year.
Example Standing Data .xml filename

For example, a standing data file for equities may have the following filename:

nyseliffe_stdata_eqt_A_040510.xml

while the standing data file for a financials product appears as:

nyseliffe_stdata_fin_H_040510.xml

If the TT Gateway cannot process a particular Standing Data file, the gateway logs an error message in the Price Server logfile similar to:

Error Parsing Standing Data File: C:ttdatfiles/standing_datanyseliffe_stdata_eqt_G_040510.xml.