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Configuration Files for 7.17.0

Configuration Files

After installing the Synthetic SE software, you must configure the tt_sse.ini file. You must configure this file for every Synthetic SE Server machine in your network, regardless of which type of network deployment you choose. Additionally, you must configure the rollover settings for the Synthetic SE Fill Server, which are located in the aconfig_local.xml file.

If you deploy Synthetic SE in a multiple-multicast network, you must also configure the following files:

  • ttminclude.cfg, which defines multicast subjects for the TT Gateway Price Servers to which Synthetic SE connects in a multiple-multicast network
  • ttmd.cfg, which controls the TTM Communication Daemon configuration and includes the ttminclude.cfg file.

About the tt_sse.ini File

Synthetic SE uses the tt_sse.ini file, located in <root drive>:ttconfig, to determine how it connects to TT Gateways. This file contains a series of sections that specify the configuration information for each TT Gateway connection.

tt_sse.ini Parameters

The following table describes the parameters used in the tt_sse.ini file.

tt_sse.ini parameters

Parameter

Description

[SEServer]

Marks the beginning of the SE server section.

EnableDynamicConnections

Enables or disables support for dynamic connections:

  • Y (default): Synthetic SE logs into TT Gateways when a user connects to it.
  • N: Synthetic SE logs into TT Gateways during its initialization.

[Synthetic Engine]

Marks the beginning of the synthetic engine section.

RequestUnsolicitedEvents

Enables or disables support for order staging and the X_TRADER Avoid orders that cross configuration option. Valid values include:

  • Y:
    • Enables support for order staging
    • Enables support for the X_TRADER Avoid orders that cross configuration option
  • N (default):
    • Disables support for order staging
    • Disables support for the X_TRADER Avoid orders that cross configuration option
Note

Before enabling this parameter:

[gw-Exchange-Flavor]

Marks the beginning of the configuration section for the specified TT Gateway (e.g. gw-CME-A).

Note
  • If the file contains both a [market-] section and a [gw‑] section for the same market, the parameters in the [gw‑] section override those in the [market-] section for that gateway.
  • The TT Synthetic Strategy Engine can connect to a maximum of 50 TT Gateways.

Member

Group

Trader

(Required) Provides the Member, Group, and Trader IDs (MGTs) for Synthetic SE to use when logging in to the specified TT Gateway.

For more information, refer to the section called Determining TT Gateway Login Credentials with Dynamic Connections Disabled.

Note
  • For TTSIM Gateways, you should not use TTADM/XXX/MGR credentials.
  • Synthetic SE ignores these parameters if the EnableDynamicConnections parameter is Y.

Primary

(Optional) Identifies the primary Synthetic SE in an environment with more than one Synthetic SE for this TT Gateway. In a multiple Synthetic SE environment, the client application (i.e. X_TRADER) routes synthetic orders through the Synthetic SE that enables this parameter.

Possible values include Y and N (default).

For more information about this parameter, see Multiple Synthetic SE Servers for a TT Gateway.

Price_Subscription_Gateway

(Optional) Sets Price Server mapping. By setting this parameter equal to the Exchange-Flavor, or to a comma-separated list of them, to which you want to map, Synthetic SE routes price subscriptions to that Exchange-Flavor. In the following sample configuration, Synthetic SE routes the price subscriptions to CME through CME-A.

[gw-CME]

Member=TTORDPM

Group=XXX

Trader=MGR

Price_Subscription_Gateway=CME-A

Primary=Y

[market-MarketName]

(Used only when EnableDynamicConnections=Y) Marks the beginning of the configuration section for the specified market (e.g. market-CME).

Note
  • If the file contains both a [market-] section and a [gw‑] section for the same market, the parameters in the [gw‑] section override those in the [market-] section for that gateway.
  • The TT Synthetic Strategy Engine can connect to a maximum of 50 TT Gateways.

Primary

(Optional) Identifies the primary Synthetic SE in an environment with more than one Synthetic SE for this market. In a multiple Synthetic SE environment, the client application (i.e. X_TRADER) routes synthetic orders through the Synthetic SE that enables this parameter.

Possible values include Y and N (default).

For more information about this parameter, see Multiple Synthetic SE Servers for a TT Gateway.

Price_Subscription_Gateway

(Optional) Sets Price Server mapping. By setting this parameter equal to the Exchange-Flavor to which you want to map, Synthetic SE routes price subscriptions to that Exchange-Flavor. In the following sample configuration, Synthetic SE routes the price subscriptions to CME through CME-A.

[market-CME]

Price_Subscription_Gateway=CME-A

Primary=Y

Multiple Synthetic SE Servers for a TT Gateway

You can use multiple Synthetic SE Servers to support a single TT Gateway to create a more robust environment. For example, you could distribute traders across multiple TT Synthetic SE Servers. You might also want to allow traders to log into multiple Synthetic SE Servers so that they can still access an Synthetic SE Server in the event that one fails.

If you want to allow a trader to log into multiple Synthetic SE Servers that are all configured to connect to the same TT Gateway(s), it is important that one of the Synthetic SE's indicate to client applications, such as X_TRADER, that it is the primary one to be used for a given TT Gateway.

Example: Configuring Multiple Synthetic SE Servers for Failover

In the following example, you configure one Synthetic SE Server (SSE-A) as the primary destination for client applications, such as X_TRADER, to connect to both Synthetic SE Servers to route orders. Then, you configure another Synthetic SE Server (SSE-B) to serve as the secondary, or backup, destination for client applications to use if SSE-A becomes unavailable.

Example tt_sse.ini (for SSE-A)

[gw-ICE_IPE]

Primary=Y

Example tt_sse.ini (for SSE-B)

[gw-ICE_IPE]

Primary=N

In this scenario, if both Synthetic SE Servers are up and the client application is connected to both, all synthetic ICE_IPE orders will be routed to the one designated as the primary (SSE-A). If the primary Synthetic SE Server becomes unavailable, the client application will submit all synthetic ICE_IPE orders to the backup Synthetic SE Server (SSE-B).

Note

Client applications randomly choose from multiple Synthetic SE Servers associated with a TT Gateway in the following circumstances:

  • Multiple Synthetic SE Servers enable the Primary parameter.
  • No Synthetic SE Servers enable the Primary parameter.
  • When three or more Synthetic SE Servers support the TT Gateway and the primary Synthetic SE Server becomes unavailable.
  • Synthetic SE always synthesizes the stop / if-touched portion of a trailing stop / if-touched order.