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hostinfo.cfg:

Overview

The TT SGX 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 TT SGX 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 TT SGX Gateways includes the following sections that contain parameters which affect the behavior of the TT SGX Gateway:

  • [Global]
  • [TTP]
  • [TTF]
  • [Traders] (SGX Gateways 7.15 and lower)
  • [TTO_1] (optional)

Section: [Global]

This section configures connection information, levels of logging, and heartbeating for the TT SGX 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 TT SGX 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, TT SGX 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 TT SGX Gateway sends heartbeats to the exchange at regular intervals.

By default, the value is set to 5.

Warning: Setting this value higher than 5 is not recommended by the exchange and may cause buffer overflow errors.

PollingInterval

Set the length of time, in N milliseconds, the Gateway waits before requesting new data from the exchange after receiving a “no new broadcast” message. The TT Gateway consistently requests data from the exchange. If the exchange responds with new data, the Gateway continues to request and receive updates. However, if the exchange sends a message showing that there is no new data available, the Gateway will wait N milliseconds before sending a new request.

Due to the variety in network configurations, TT cannot recommend setting PollingInterval equal to any one particular value. Therefore, TT recommends leaving this parameter set to its default value.

By default, this parameter is set to 20. TT recommends referencing the hostinfo.cfg_master file for the appropriate default value.

If the parameter is missing or contains an invalid value, the Gateway behaves as if set to 1.

The following considerations can assist your TAM in changing this parameter, if needed. Only change this parameter if told to do so by a TAM or TT personnel.

Setting to a low value (i.e., 50 milliseconds or less), can result in loss of data and disconnection caused by a buffer overflow on the Exchange end.

Setting to a higher value (i.e., 50 milliseconds or more) can result in latency issues caused by the Order Server polling the Exchange interface too aggressively.

Warning: Do not alter this parameter unless told by a member of TT to do so.

AccountHandling

For 7.16 and lower, sets whether the omnibus account is retrieved from the FFT2 field.

By default, this setting is commented out. To enable this setting, AccountHandling must be set to Omnibus. If the parameter contains an invalid value, omnibus handling is not enabled.

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, TT SGX 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. 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: [TTP]

This section sets the user ID and password for the Price Server. The TT SGX 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 TT SGX Gateway.

UserPassword

Sets the password for the price server connection.

Configuring Orders and Fills

To provide improved performance, the TT SGX 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 TT SGX Gateway processes orders and fills.

When using a single Order Session, the TT SGX 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 TT SGX Gateway ignores this information.

When using two Order Sessions, the TT SGX 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_2] section to enable the second Order Session.

If you add additional Order Sessions, the TT SGX 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’s initial Order Session.

Tip

By default, TT SGX Gateways use the TTF Order Session to process both order and fill data. During heavy trading, this limits the performance of the TT SGX Gateway. To improve performance, TT recommends using multiple Order Sessions. Even adding one TTO Order Session shows a significant improvement over 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 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 pirmary port fails to connect.

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 TT SGX Gateway must use a unique User ID for its [TTF] section.

UserPassword

Sets the password for the TTF Order Session connection.

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, TT SGX 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. TT SGX Gateways can be configured with as many as 50 [TTO_#] sessions. Customers should take note of any Exchange-imposed restrictions prior to configuring their [TTO_#] sessions (e.g., TPS to minimum bandwidth recommendations). For more information, refer to Order/Messaging Throughput.

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

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 pirmary port fails to connect.

[TTO_#]

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

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 TT SGX Gateway.

UserPassword

Sets the password for this section.

Note

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

Section: [Traders] - 7.15.X and below

In SGX Gateways 7.16.0 and later, the [Traders] section is no longer used.

If this section is still present in the hostinfo.cfg file, it will be ignored.

In SGX Gateways 7.15.X and below, the TT SGX Gateway uses the [Traders] section in the hostinfo.cfg file to identify and map direct traders. You must specify each set of trader ID data on a separate line.

Note

You must list all direct traders in the [Traders] section of the hostinfo.cfg file. If the direct trader is not listed, they will not be able to submit orders.

[Traders] section parameters

Parameter

Description

Member;Group; Trader

For each direct trader, users must define the Member, Group and Trader.

Note

As of Version 7.14.1, Trader IDs do not need to be unique across each TT SGX Gateway in the same environment.