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Configuring an Order and Fill Server Connection

Introduction

The SGX_OTC Gateway Order Server uses the FIX protocol for all messaging to and from the exchange. You must configure and establish a unique connection for each FIX Order Session.

Parameters

To establish an Order and Fill Server connection to the exchange, you must configure the following parameters in each [OrderServerSession] section of the hostinfo.cfg file:

[OrderServerSession] section parameters

Parameter

Description

[OrderServerSession]

This is the user-defined section heading. This must exactly match the title listed in the Sessions parameter in the [OrderServer] section.

Member

Sets the user-defined member whose orders route through this order session. When configuring multiple order sessions, you can add a Member parameter to load balance traders’ orders.

By default, this parameter is commented-out and the SGX_OTC Gateway routes orders through the first order session that contains matching login information.

The Member parameter can be set to 12 characters or less.

Note

The Member parameter must be unique per order session.

ExchangeIP

Sets the IP address that the SGX_OTC Gateway Order Server uses to connect to the Titan OTC server.

ExchangePort

Sets the port that the SGX_OTC Gateway Order Server uses to connect to the Titan OTC server.

ReconnectionAttempts

Defines the length of time in seconds the Order Server will attempt to reconnect with the exchange host in the event of a disconnect. By default, this parameter is set to 5.

GatewayCompany

Identifies the name of the firm that sends messages from the SGX_OTC Gateway. This field supplies the value of the Tag 49 (SenderCompID) in all outbound messages for that connection. Provided by the exchange.

GatewaySessionId

Maps the trader id for all messages sent from the SGX_OTC Gateway to the exchange host. This field supplies the value of the Tag 50 (SenderSubID) in all outbound messages for that connection. Provided by the exchange.

ExchangeCompany

Identifies the name of the exchange host that sends messages to the SGX_OTC Gateway. This field supplies the value of the Tag 56 (TargetCompID) in all inbound messages to the SGX_OTC Gateway

The default value is SGX.

SessionUserName

Sets the username the Order Server uses to connect to the exchange for order data. Each order session requires a unique username.

SessionPassword

Sets the password the Order Server uses to connect to the exchange for order data. This must match the password distributed by the exchange. If needed, you must contact the exchange to request a password change.