Try TT Now

Configuring Order 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, 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.

Note

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.

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 TT SGX Gateway routes all order and fill data through the [TTF] session. In this scenario, only the [TTF] section of the hostinfo.cfg file contains connection information. The [TTO_1] section should remain commented-out and the TT SGX Gateway ignores this information.

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.