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Configuring Synthetic SE with Dynamic Connections Enabled

Overview

Beginning in version 7.17, Synthetic SE supports a more dynamic mode of operation. This dynamic mode is the default and must be disabled to revert to the static mode described in Determining TT Gateway Login Credentials with Dynamic Connections Disabled.

Note

If you upgrade to Synthetic SE 7.17 and need to continue to use static TT Gateway connections, you must disable dynamic connections.

Configuration Details

When configured to use dynamic connections (EnableDynamicConnections=Y), Synthetic SE connects to TT Gateways dynamically based on the users that are connected to it. With dynamic connections, you do not need to configure a static list of TT Gateways to which Synthetic SE will connect. Additionally, Synthetic SE is optimized to open order and fill connections only when necessary.

Consequently, you need only provide specific settings for the Primary and Price_Subscription_Gateway parameters. If the values of these parameters are the same for all TT Gateways, you can (and should) specify them using a [market-] section instead of specifying them redundantly in separate [gw-] sections. For example, if you configure a Synthetic SE that is located in Tokyo in an environment where:

  • The Eurex-A gateway is located in Frankfurt
  • The Eurex-B gateway is located in London
  • The OSE-A, OSE-B, TFX-A, TFX-B, TOCOM-A, TOCOM-B, TSE-A, and TSE-B gateways are located in Tokyo

the configuration file would look like:

Example tt_sse.ini

[market-OSE]

Primary=Y

[market-TFX]

Primary=Y

[market-TOCOM]

Primary=Y

[market-TSE]

Primary=Y

Notice that you need not specify a section for either the Eurex-A or Eurex-B gateways because the default for the Primary parameter is N, and a Synthetic SE in Tokyo would not be a primary for a market located in Frankfurt. If however, non-coalesced prices for Eurex were only available through the TT Eurex-U Gateway, you would need to add the following to this configuration file:

Example tt_sse.ini

[market-OSE]

Primary=Y

[market-TFX]

Primary=Y

[market-TOCOM]

Primary=Y

[market-TSE]

Primary=Y

[market-Eurex]

Price_Subscription_Gateway=Eurex-U

Even though this Synthetic SE is not a primary for Eurex, synthetic orders might get routed through this Synthetic SE in the event that the primary Synthetic SE for either of these Eurex gateways is not available.

So unless you have specific settings for the Primary or Price_Subscription_Gateway parameters, you do not need anything in your configuration file at all when using this mode.