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Configuring Order and Fill Server Connections

OVERVIEW

You must configure and establish a unique connection for each FIX Order Session on the TT SFE Gateway. Note: Before you begin, you are required to procure FIX Order Entry sessions from the exchange for use on the ASX NTP platform. 

For SFE Gateway 7.18, the ExchangeBackupIP and ExchangeBackupPort parameters are required. The default Exchange Port is "6980" or "25xx/26xx" depending on connectivity location. Shared Order Groups and Purge/Retain orders are also optional. By default the Gateway will Retain orders.  For more information about connecting to ASX NTP, refer to the ASX NTP Connectivity Guide. For assistance in configuring order sessions, please contact your local TAM.

ASX FIX Order Entry Gateways

Each user is permissioned to interact with the New Trading Platform via one primary and one secondary FIX Order Entry (FIX OE) gateway. Primary FIX OE gateways are located in the Australian Liquidity Centre (ALC). Secondary (backup) FIX OE gateways are located in the ASX Disaster Recovery site at Bondi Junction. The primary FIX OE gateway is active and available for the TT SFE Gateway to connect to. The secondary FIX OE gateway is unavailable unless the primary FIX OE gateway fails. 

Primary Gateway Failure

In the case of an unexpected disconnection from a primary FIX OE gateway, the TT SFE Gateway cycles between the primary and backup IPs each time a reconnect is unsuccessful. If the primary IP/port is not working, the TT SFE Gateway waits for 10 seconds (by default), then reconnects to the backup IP/port. If backup IP/port is not working, the TT SFE Gateway waits for 10 seconds and reconnects to the primary IP/port again.

In the [OrderServer] section of the hostinfo, the ReconnectInterval is configurable (default is 10 sec).

SECTION: [ORDERSERVERSESSION] PARAMETERS

The SFE Gateway 7.18 maps the Order Server parameters as illustrated in the following list.

Parameter Description
[OrderServerSession] Section name
GatewayCompany Sets Tag 49 (SenderCompId) on all FIX messages that the TT SFE Gateway sends to the FIX host for that connection. This is a required parameter.
SessionPassword Sets the value of FIX Tag 544 (Password) in the login message of the TT SFE Gateway. Passwords must be a minimum of 8 characters in length. Passwords are valid for 90 Days, and when reset must be different to the previous 12 passwords used. Maps to FIX Tag 925 (NewPassword). The account will lock after 6 failed attempts.  This is a required parameter.
ExchangeIP Sets the IP address of the target FIX Order Entry ID to which this order session connects.This is a required parameter.
ExchangePort Sets the default port number on the FIX host to which this order session connects. The default port is one of the following:  6980 (ALC Co-lo) or  25xxx (ASX NET GiC). This is a required parameter.
ExchangeBackupIP Sets the backup IP address of the target FIX Order Entry ID to which this order session connects. If the primary server is not able to connect, the SFE Gateway reconnects the backup IP and port after 10 seconds. This is a required parameter.
ExchangeBackupPort Sets the backup default port number on the FIX host to which this order session connects.If the primary server is not able to connect, the SFE Gateway reconnects the backup IP and port after 10 seconds. The default port is one of the following: 6980 (ALC Co-lo) or  26xxx (ASX NET GiC)This is a required parameter.
SharedOrder If enabled determines how FIX Tag 76 (Desk ID) on all outgoing new order messages are set. If set to enable sharing, set SharedOrder equal to the group ID. This value must be an equal integer. By default, this parameter is commented out, meaning traders cannot share orders. Please see the Exchange guide for SOG functionality and Member Units. http://www.asx.com.au/documents/products/asx-administration-and-risk-terminal-user-guide.pdf
Member Sets which orders route through a particular order session. The Member parameter can equal any alphanumeric value up to 11 characters in length. Note: If there is a duplicate Member parameter configured on a multi-session TT SFE Gateway, the Order Server will not start. This value must be unique per FIX-based Gateway.

DisableGTC_GTDate

Disables GTC and GTDate order routing at the Member level. Set DisableGTC_GTDate=Y (yes) to disable GTC and GTDate order routing or set DisableGTC_GTDate=N (no) to enable GTC and GTDate order routing.

When set to "Y", the gateway rejects GTC and GTDate orders. By default, this parameter is hidden and the gateway behaves as if DisableGTC_GTDate=N (gateway allows GTC and GTDate order routing).

ReconnectInterval

Sets the amount of time, in seconds, that the Order Server waits before attempting to reconnect to the exchange.

By default, this parameter is hidden and TT SFE Gateways install with this parameter set to 10.

EnableExternalOrderFiltering

Enables the gateway to properly determine when to drop unsolicited orders.

Valid values are true or false. This setting is enabled (true) by default whether or not the parameter is present.

Account Code Mapping

The mapping of account types to account codes is configured in the [OrderServerSession] section using the A1 and P1 parameters. Uncomment these parameters to configure account code mapping. Set these parameters to one of the available account types:

  • 1 = Customer (Client)
  • 2 = Non Customer (House)

A1 is mapped to "1" (Customer / Client) by default, and P2 is mapped to "2" (Non Customer / House) by default. All other account codes are mapped to "1" (Customer / Client) by default.

Example

Example: Order Session configured for connecting to ALC Colo: