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Configuring Order and Fill Server Connections

Overview

To create a Order API connection, you must provide connection information in the [Global] section of the hostinfo.cfg file. Also, to configure the initial Order Session, you must configure the UserId and UserPassword parameters in the [TTF] section of the hostinfo.cfg file.

To provide improved performance, OSE Gateways support multiple Order Sessions. To enable multiple Order Sessions, you must contact the Exchange for additional Order APIs and properly configure the hostinfo.cfg file.

Multiple Order Sessions greatly improve TT Gateway performance and alter how the OSE Gateway processes orders and fills.

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 ID, 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.