To provide improved performance, TT SGX 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 TT SGX Gateway processes orders and fills.
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.
TT SGX Gateways 7.17 and higher support multi-membership environments. For more information regarding multi-membership environments, refer to hostinfo.cfg: Multi-Member and the TT Gateway Architecture System Administration Manual Version 7.X.
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 information on configuring the [TTF] and [TTO_#] sections, refer to hostinfo.cfg: Multi-Member.