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NYSE Liffe Gateway

Example: Configuring Order Sessions

Overview

The number of Order Sessions you need is directly related to your ITM setup and the products you want to trade. For example, if each ITM is enabled for one exchange and environment, you will have to setup the maximum of ten Order Sessions for one membership.

Liffe assigns and manages all ITM permissions. Therefore, the scenarios listed below represent examples of potential setups.

Example: Fully Enabled ITMs

In this example, the Liffe provides two ITMs; one for each clearing environment. In addition, Liffe enabled both ITMs for all exchanges.

The exchange provided the following credentials:

ITMs enabled for all exchanges

ITM

Environment

Member Mnemonic

CCG

IP Address

Binary Port

Exchanges

4TD

Financials

FRM

10.1.2.3

10001

Amsterdam

Brussels

Lisbon

London

Paris

4HA

Equities

FRM

10.1.2.4

10001

Amsterdam

Brussels

Lisbon

London

Paris

In addition, the firm's administrator provides the following Member ID (MGT): MB1.

To allow all direct traders sharing a Member ID to submit orders, you must configure two Order Sessions as shown in the following example.

Example Single Direct Trader connecting to both environments

[OrderServerSession_FIN]

SenderCompId=4TD

SenderSubId=FRM

Member=MB1

PrimaryAddress=10.1.2.3

PrimaryPort=10001

#NetworkInterfaceFeed=

Environment=FIN

Exchanges=Amsterdam,Brussels,Lisbon,London,Paris

AccountCodeMapping=DefaultMapping

[OrderServerSession_EQT]

SenderCompId=4HA

SenderSubId=FRM

Member=MB1

PrimaryAddress=10.1.2.4

PrimaryPort=10001

#NetworkInterfaceFeed=

Environment=EQT

Exchanges=Amsterdam,Brussels,Lisbon,London,Paris

AccountCodeMapping=DefaultMapping

Example: Partially Enabled ITMs

In this example, Liffe provides three ITMs: one for Amsterdam (Financials), one for London (Financials and Equities) and one for Paris (Equities).

The exchange provided the following credentials:

ITMs enabled for all exchanges

ITM

Environment

Member Mnemonic

CCG

IP Address

Binary Port

Exchanges

4TD

Financials

FRM

10.1.2.3

10001

Amsterdam

4HA

Financials

Equities

FRM

10.1.2.4

10.2.3.4

10001

10001

London

4DA

Equities

FRM

10.1.2.5

10001

Paris

In addition, the firm's administrator provides the following Member ID (MGT): MB1.

To allow all direct traders sharing a Member ID to submit orders on all available exchanges, you must configure three Order Sessions as shown in the following example.

Note

The exchange provided one ITM for both London Equities and London Financials. To connect to both London Equities and London Financials, you must use the ITM (4HA) in two separate Order Sessions.

Although the exchange provided a total of three ITMs, you must configure four Order Sessions to connect to all enabled exchanges and environments.

Example

[OrderServerSession_Amst_FIN]

SenderCompId=4TD

SenderSubId=FRM

Member=MB1

PrimaryAddress=10.1.2.3

PrimaryPort=10001

#NetworkInterfaceFeed=

Environment=FIN

Exchanges=Amsterdam

AccountCodeMapping=DefaultMapping

[OrderServerSession_London]

SenderCompId=4HA

SenderSubId=FRM

Member=MB1

PrimaryAddress=10.1.2.4

PrimaryPort=10001

#NetworkInterfaceFeed=

Environment=EQT

Exchanges=London

AccountCodeMapping=DefaultMapping

[OrderServerSession_Paris_EQT]

SenderCompId=4DA

SenderSubId=FRM

Member=MB1

PrimaryAddress=10.1.2.5

PrimaryPort=10001

#NetworkInterfaceFeed=

Environment=EQT

Exchanges=Paris

AccountCodeMapping=DefaultMapping

Example: ITMs Enabled Per Exchange/Environment

In this example, Liffe provides a unique ITM for each exchange/clearing environment.

The exchange provided the following credentials:

ITMs enabled for all exchanges

ITM

Environment

Member Mnemonic

CCG

IP Address

Binary Port

Exchanges

4TD

Financials

FRM

10.1.2.3

10001

Amsterdam

4AE

Equities

FRM

10.1.1.1

10001

Amsterdam

4BF

Financials

FRM

10.1.2.3

10001

Brussels

4BE

Equities

FRM

10.1.1.3

10001

Brussels

4PF

Financials

FRM

10.1.1.4

10001

Lisbon

4PE

Equities

FRM

10.1.1.5

10001

Lisbon

4LF

Financials

FRM

10.1.1.6

10001

London

4LE

Equities

FRM

10.1.1.7

10001

London

4EF

Financials

FRM

10.1.2.5

10001

Paris

4EE

Equities

FRM

10.1.2.6

10001

Paris

In addition, the firm's administrator provides the following Member ID (MGT): MB1.

To allow all direct traders sharing a Member ID to submit orders on all available exchanges, you must configure ten Order Sessions as shown in the following examples.

Example Amsterdam

[OrderServerSession_Amst_FIN]

SenderCompId=4TD

SenderSubId=FRM

Member=MB1

PrimaryAddress=10.1.2.3

PrimaryPort=10001

#NetworkInterfaceFeed=

Environment=FIN

Exchanges=Amsterdam

AccountCodeMapping=DefaultMapping

[OrderServerSession_Amst_EQT]

SenderCompId=4AE

SenderSubId=FRM

Member=MB1

PrimaryAddress=10.1.1.1

PrimaryPort=10001

#NetworkInterfaceFeed=

Environment=EQT

Exchanges=Amsterdam

AccountCodeMapping=DefaultMapping

Example Brussels

[OrderServerSession_Bruss_FIN]

SenderCompId=4BF

SenderSubId=FRM

Member=MB1

PrimaryAddress=10.1.2.3

PrimaryPort=10001

#NetworkInterfaceFeed=

Environment=FIN

Exchanges=Brussels

AccountCodeMapping=DefaultMapping

[OrderServerSession_Bruss_EQT]

SenderCompId=4BE

SenderSubId=FRM

Member=MB1

PrimaryAddress=10.1.1.3

PrimaryPort=10001

#NetworkInterfaceFeed=

Environment=EQT

Exchanges=Brussels

AccountCodeMapping=DefaultMapping

Example Lisbon

[OrderServerSession_Lisb_FIN]

SenderCompId=4PF

SenderSubId=FRM

Member=MB1

PrimaryAddress=10.1.1.4

PrimaryPort=10001

#NetworkInterfaceFeed=

Environment=FIN

Exchanges=Lisbon

AccountCodeMapping=DefaultMapping

[OrderServerSession_Lisb_EQT]

SenderCompId=4PE

SenderSubId=FRM

Member=MB1

PrimaryAddress=10.1.1.5

PrimaryPort=10001

#NetworkInterfaceFeed=

Environment=EQT

Exchanges=Lisbon

AccountCodeMapping=DefaultMapping

Example London

[OrderServerSession_London_FIN]

SenderCompId=4LF

SenderSubId=FRM

Member=MB1

PrimaryAddress=10.1.1.6

PrimaryPort=10001

#NetworkInterfaceFeed=

Environment=FIN

Exchanges=London

AccountCodeMapping=DefaultMapping

[OrderServerSession_London_EQT]

SenderCompId=4LE

SenderSubId=FRM

Member=MB1

PrimaryAddress=10.1.1.7

PrimaryPort=10001

#NetworkInterfaceFeed=

Environment=EQT

Exchanges=London

AccountCodeMapping=DefaultMapping

Example Paris

[OrderServerSession_Paris_FIN]

SenderCompId=4EF

SenderSubId=FRM

Member=MB1

PrimaryAddress=10.1.2.5

PrimaryPort=10001

#NetworkInterfaceFeed=

Environment=FIN

Exchanges=Paris

AccountCodeMapping=DefaultMapping

[OrderServerSession_Paris_EQT]

SenderCompId=4EE

SenderSubId=FRM

Member=MB1

PrimaryAddress=10.1.2.6

PrimaryPort=10001

#NetworkInterfaceFeed=

Environment=EQT

Exchanges=Paris

AccountCodeMapping=DefaultMapping