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hostinfo.cfg file

Overview

The OSE Gateway uses hostinfo.cfg (located in <root directory>:ttconfig) to configure its connection parameters and behavior. If this file is not configured or used properly, the OSE Gateway will not function correctly. You must configure the hostinfo.cfg file at the time of installation, and again later, if any changes are made to network setup or trader logon IDs.

Warning

Before modifying existing [TTF] and [TTO_#] sections, all working orders must be deleted. When adding [TTO_#] sections, working orders do not need to be deleted.

The default hostinfo.cfg on OSE Gateways includes the following sections that contain parameters which affect the behavior of the OSE Gateway:

  • [Global]
  • [PriceServer]
  • [TTP]
  • [TTF]
  • [TTO_1] (optional)

Section: [Global]

This section configures connection information, levels of logging, and heartbeating for the OSE Gateway.

The following table lists this section’s parameters and their descriptions:

[Global] section parameters

Parameter

Description

AccessIP

Identifies the IP address that the Gateway uses to connect with the Exchange.

AccessIPSecondary Identifies the secondary IP address that the Gateway uses to connect with the Exchange if the primary IP address fails to connect.

AccessPort

Identifies the port that the Gateway uses to connect with the Exchange.

AccessPortSecondary Identifies the secondary port that the Gateway uses to connect with the Exchange if the primary port fails to connect.

LogLevel

Sets the level of detail that the OSE Gateway provides to its log files. This parameter has three available settings and are listed from the least detailed to the most:

  • Low: This level is the least verbose and logs only required and important messages.
  • Normal: This level logs important and normal messages.
  • Verbose: This level logs all messages.

By default, OSE Gateways install with logging level set to Normal.

HeartbeatInterval

sets the maximum amount of time, in seconds, between heartbeats before the Exchange logs out the Order Server (TTO) connection. To maintain connectivity, the OSE Gateway sends heartbeats to the Exchange at regular intervals.

By default, this parameter is not present an the Gateway behaves as if it is set to 20.

Warning: Do not add this parameter to the hostinfo.cfg file or, if it is already present, alter its setting, unless told by a member of TT to do so. Setting HeartbeatInterval lower than the Exchange-recommended value of 20 will cause delays in order processing.

ResubmitOnStartup

Sets whether the Gateway automatically resubmits inactivated trades for all Order Server IDs resulting from Order Server disconnection from the Exchange.

Before reconnection, inactivated orders will reside in the Order Book in Working status. Trades will be automatically resubmitted once reconnected to the Exchange.

Working quantity of orders that were partially filled prior to disconnection will be resubmitted once reconnected to the Exchange.

Available settings are:

  • ResubmitOnStartup=0: Do not automatically resubmit inactivated orders.
  • ResubmitOnStartup=1: Automatically resubmit inactive orders.

By default, OSE Gateways install with ResubmitOnStartup=0 commented out.

Note

By default, this setting installs with ResubmitOnStartup=0. Setting this parameter to any alphabetical character will result in this parameter behaving as if 0. Entering any positive numerical value other than 0 results in this parameter behaving as if 1.

ResubmitOnSessionDown

Sets whether the Gateway automatically resubmits inactivated trades for a particular Order Server ID when the ID is disconnected. Trades will be resubmitted under a different Order Server ID. This parameter is only valid if there are two or more Order Server IDs configured.Resubmitted orders that were partially filled prior to disconnection will retain their working quantities.By default, this parameter is not present and the Gateway behaves as if 0.

Available settings are:

  • ResubmitOnSessionDown=0:Do not automatically resubmit inactivated orders.
  • ResubmitOnSessionDown=1: Automatically resubmit inactive orders.

Note: Setting this parameter to any alphabetical character will result in this parameter behaving as if 0. Entering any positive numerical value other than 0 results in this parameter behaving as if 1.

Section: [PriceServer]

This section configures the Price Server to subscribe to the real time price data on the ITCH API price feed. The OSE Gateway only uses one [PriceServer] section.

This section contains the following parameters:

[PriceServer] section parameters

Parameter

Description

MulticastGroup=<OSE_group_number>

Sets the multicast group(s) for real time price and market data subscriptions (e.g, MulticastGroup=OSE-1). All available multicast groups in hostinfo.cfg are enabled by default.

NetworkInterface=x.x.x.x

Unless your Primary NIC is in the exchange network, uncomment (remove the #) for this parameter and enter the NIC IP address.

Section: [TTP]

This section sets the user ID and password for the Price Bridge (OM API) on the Price Server. The OSE Gateway only uses one [TTP] section.

This section contains the following parameters:

[TTP] section parameters

Parameter

Description

UserId

Sets the user ID for the Price Server connection. You can find the value for this parameter in the Price API ID (MFTTXXXYY). For this field, UserId equals XXXYY where XXX is the clearing member code and YY equals the sequence number. This value must be different across each OSE Gateway.

UserPassword

Sets the password for the Price Server connection. For more information, refer to the section called Passwords on page 10.

Configuring Orders and Fills

To provide improved performance, the OSE Gateway supports multiple Order Sessions. To enable multiple Order Sessions, you must contact the Exchange for additional Order Sessions and configure the hostinfo.cfg file as described below. Multiple Order Sessions greatly improve TT Gateway performance and alter how the OSE Gateway processes orders and fills.

When using a single Order Session, the OSE Gateway routes all order and fill data through the [TTF] session. In this scenario, only the [TTF] section of the hostinfo.cfg contains connection information. The [TTO_1] section remains commented-out and the OSE Gateway ignores this information.

When using two Order Sessions, the OSE Gateway routes all orders through the [TTO_1] session while the [TTF] session processes fills and some order data (i.e., market state changes, stop triggers, etc.). You must uncomment and configure the [TTO_1] section to enable the second Order Session.

If you add additional Order Sessions, the OSE Gateway automatically load balances order routing between each [TTO_#] session while the [TTF] session continues to receive fills and order data.

For further information on configuring order and fill processing, refer to the sections below.

Section: [TTF]

You must configure the [TTF] section of the hostinfo.cfg file to set the user ID and password for the Order Server, which connects to the Exchange via the Order Session.

When using a single Order Session, the OSE Gateway routes all order and fill data through the [TTF] session. In this scenario, only the [TTF] section of the hostinfo.cfg contains connection information. The [TTO_1] section remains commented-out and the OSE Gateway ignores this information.

Tip

By default, OSE Gateways use the TTF Order Session to process both order and fill data. During heavy trading, this limits the performance of the OSE Gateway. To improve performance, TT recommends using multiple Order Sessions. Even adding one additional TTO Order Session shows a significant improvement over using a single TTF Order Session and no TTO Order Sessions. Please contact the Exchange for information on obtaining additional order APIs.

This section contains the following parameters:

[TTF] section parameters

Parameter

Description

AccessIP

Identifies the IP address that the Gateway uses to connect with the Exchange.

AccessIPSecondary

Identifies the secondary IP address that the Gateway uses to connect with the Exchange.

AccessPort

Identifies the port that the Gateway uses to connect with the Exchange.

AccessPortSecondary

Identifies the secondary port that the Gateway uses to connect with the Exchange.

UserId

Sets the User ID for orders and fills. You can find the value for this parameter in the Order API ID (TTOXXXYY). For this field, UserId equals XXXYY where XXX is the clearing member code and YY equals the sequence number. Each OSE Gateway must use a unique User ID.

UserPassword

Sets the password for the fill server connection. For more information, refer to the section called Passwords on page 25.

Note

The [TTF] section may optionally be used to set the connection IP and port for the TTF Order Sessions. Setting these parameters in the [TTF] section will override the default values that were specified in the [Global] section.

Section: [TTO_#]

The [TTO_#] section sets the user IDs and passwords for additional Order Sessions. By default, OSE Gateways install with this section commented-out.

If you use two Order Session IDs, you must uncomment and configure the [TTO_#] section for the second session. If you use more than two Order Session IDs, you must add and configure [TTO_#] sections for each additional one.

Note

If you only use one Order Session, do not uncomment and configure [TTO_#] sections in the hostinfo.cfg file. You should only configure the default [TTF] section.

This section contains the following parameters:

[TT0_#] section parameters

Parameter

Description

[TTO_#]

Section name. In the first [TTO_#] section, # is 1. For every [TTO_#] section after the first, you must increment this number by one.

AccessIP

Identifies the IP address that the Gateway uses to connect with the Exchange.

AccessIPSecondary

Identifies the secondary IP address that the Gateway uses to connect with the Exchange.

AccessPort

Identifies the port that the Gateway uses to connect with the Exchange.

AccessPortSecondary

Identifies the secondary port that the Gateway uses to connect with the Exchange.

UserId

You can find the value for this parameter in the Order API ID (TTOXXXYY). For this field, UserId equals XXXYY where XXX is the clearing member code and YY equals the sequence number. This value must be unique on each OSE Gateway.

UserPassword

Sets the password for this section. For more information, refer to the section called Passwords on page 25.

Note

The [TTO_#] section may optionally be used to set the connection IP and port for the TTF Order Sessions. Setting these parameters in the [TTO_#] section will override the default values that were specified in the [Global] section.