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Configuring Order and Fill Server Connections

Overview

You must configure and establish a unique connection for each FIX Order Session.

Section: [OrderServer] Parameters

Order Server Parameters

Parameter

Description and Differences

[OrderServer]

Defines the number of FIX Order Server sessions used by the SFE Gateway.

Sessions

Sets the FIX order session section used by the SFE Gateway.

This parameter has been deprecated in TT SFE Gateways Version 7.15 and above.

Note

To configure multiple order routers add each [order_session#] section to this parameter in a comma-separated list.

LogAllOrdersandFills

This parameter has been deprecated in TT SFE Gateways Version 7.15 and above.

Sets whether the Gateway logs every order and fill. The settings are:

  • 0: The Gateway logs only faulty order and fill transactions.
  • 1: The Gateway logs all order and fill transactions.

By default, SFE Gateways install with this parameter set to 1.

Note

On 7.2.1 the values were Y and N. In 7.3.0 the values are 1 and 0. By default, this is set to 1.

Section: [OrderServerSession] Parameters

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

  • ASX 24 distributes LocalCompany as GatewayCompany.
  • ASX 24 distributes PrimaryIP as ExchangeIP.
  • ASX 24 distributes PrimaryPort as ExchangePort.
Order Server Parameters

Parameter

Description and Differences

[OrderServerSession]

Section name

GatewayCompany

Sets Tag 49 (SenderCompId) on all FIX messages that the SFE Gateway sends to the FIX host for that connection.

GatewaySessionID

Sets Tag 50 (SenderSubID) on all FIX messages that the SFE Gateway sends to the FIX Host for that connection.

SessionPassword

Sets the value of Tag 96 (RawData) in the login message of the SFE Gateway.

ExchangeIP

Sets the IP address of the FIX host to which this order session connects.

ExchangePort

Sets the port number on the FIX host to which this order session connects.

LogFixMessagesToDisk

This parameter has been deprecated in TT SFE Gateways Version 7.15 and above.

Sets whether the TT SFE Gateway generates FIX log files:

  • 1: The Gateway generates FIX log files.
  • 0: The Gateway does not generate FIX log files.
Note

On 7.2.1 the values were Y and N. In 7.3.0 the values are 1 and 0. By default, this is set to 1.

MessageCacheFile

This parameter has been deprecated in TT SFE Gateways Version 7.15 and above.

Sets the name of the file the TT SFE Gateway uses to store FIX messages. The default value is MessageCache.

SharedOrder

Determines how Tags 5030 and 5029 on all outgoing new order messages are set. If To enable sharing, set SharedOrder equal to the group ID. This value must be an equal integer.

A numerical value between 1 and 50 should be assigned to the SharedOrder parameter. A corresponding number must also be assigned to the individual ASX 24 Gateway. If the SharedOrder parameter and ASX 24 Gateway do not have matching values, trades placed through that ASX 24 Gateway may be rejected by the Exchange.

By default, this parameter is commented out, meaning traders cannot share orders.

RetainOrdersOnDisconnect

Specifies whether orders are retained or purged after session disconnect from the exchange by setting FIX Tag 18 on new orders. If a session disconnect from the TT Gateway to the ASX 24 Gateway occurs, orders will not be purged. The connection from the ASX 24 Gateway to ASX Trade 24 must break in order for this parameter to be in effect. This parameter has the following values:

  • R: Orders are retained on session disconnect.
  • P: Orders are purged on session disconnect.

By default, this parameter is not present in the hostinfo.cfg file and orders will be submitted with 18=R.

Note

If RetainOrdersOnDisconnect=P, orders will be purged by the exchange. These orders will not be available in the next trade order download.

Member

Sets which orders route through a particular order session. The Member parameter can equal any alphanumeric value up to 11 characters in length.

Refer to Using the Member Parameter for more information.

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.