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NYSE Liffe Gateway

Configuring Order and Fill Server Connections

Overview

To establish the order and fill connections, you must provide the proper credentials in each [OrderServerSession_X] section of the hostinfo.cfg file.

Parameters

To establish the Order Session connection, add your credentials to the following parameters in the hostinfo.cfg file:

  • SenderCompId: Set this equal to the exchange-provided ITM you wish to use for routing through this particular Order Session. This value must be unique for each Order Session.

    Example: SenderCompId=4TD

    Note

    You must work with the exchange to properly permission the Order Session's ITM for the trading environment (Equities or Financial) set by that session's Environment parameter.

  • SenderSubId: Set this equal to the firm's member mnemonic. Multiple Order Sessions may use the same member mnemonic for the SenderSubId parameter.

    Example: SenderSubId=FRM

  • Member: Set this equal to the direct trader's Member portion of their Member, Group, Trader ID (MGT). TT Gateways use this value to route traders' orders through a particular order session. Since the exchange uses a separate environment for Financials and Equities, you can use the same Member parameter in multiple Order Sessions. This allows traders to map to a separate order session for each environment.

    Example: Member=MB1

  • PrimaryAddress: Set this equal to the exchange's Common Customer Gateway (CCG) IP address.

    Example: PrimaryAddress=10.1.2.3

  • PrimaryPort: Set this equal to the exchange's Common Customer Gateway (CCG) port assignment. The exchange may provide two separate port assignments. TT Gateways use the Binary Port provided by the exchange.

    Example: PrimaryPort=10001

  • Environment: Set this equal to the same environment permissioned for the session's ITM (Equities or Financial).

    Example: Environment=EQT

    -or-

    Example: Environment=FIN

  • Exchanges: Set this equal to the exchanges enabled for the ITM listed in the [ExchangeCodeMappings] section in the hostinfo.cfg file.

    Example: Exchanges=London,Paris