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Configuring the Synthetic SE Fill Server

Overview

The Synthetic SE Fill Server manages functions related to synthetic staged order summary fills within the TT Synthetic SE Gateway. Additionally, the Synthetic SE Fill Server responds to requests for historical fill data from X_TRADER and FIX Adapter.

Configuring a Rollover Time

The rollover time determines when the Synthetic SE Fill Server switches from one trading session to the next. By default, the Synthetic SE Fill Server is configured to rollover at midnight in the server machine's time zone. You can change the rollover time by updating the parameters in the aconfig_local.xml file, as described in the following table.

Locations: Standard Time Settings: AConfigCoreServerExchange-SpecificExchange-flavorTimeZoneStandard Daylight Savings Time Settings: AConfigCoreServerExchange-SpecificExchange-flavorTimeZoneDaylight

Parameter

Description

Exchange-Day-Start

Function: In the exchange's time zone, sets the time in military format (including seconds) at which the exchange starts a new trading day for the associated time observance in whose section the value resides. After a roll-over, the Fill Server stores all fills received prior to this time with those of the previous day’s date, while all fills received after this time are filed as the present day’s fills. X_TRADER® continues to display fills from the previous day until it is closed and then restarted. At this time, it displays only those fills that were received on the current trading day.

Warning

If you change this value on particular TT Gateways (i.e., CME), you must restart the Order, Price, and Fill Servers. Refer to the SAM specific to the TT Gateway that you run to determine whether this is the case.

Start

Function: Sets the start date for the associated time observance in whose section the value resides. Thus, when in the Daylight section, it sets the date at which Daylight time begins, whereas when it is in the Standard section, it sets the date at which Standard time begins.

The format is two-digit Month (MM), Week (1 – 5), Day (0 – 6 for Sunday – Saturday), and military time (including seconds). When designating the week, the use of 5 indicates the last occurrence of the day in the particular month if there are fewer than five weeks.

In the example below, the Fill Server is set to recognize standard time in October (10) on the fifth or last Sunday (0) at 2 AM (2:00:00).

Example parameter in the Standard section:

10,5,0,2:00:00

Bias

Function: For the time observance in whose section it is listed, sets the time difference in military format between GMT and the time zone in which the exchange runs.

This entry can be entered as a positive number or as a negative number. Positive numbers indicate that the time is behind GMT (e.g., USA time would be entered as positive), and negative numbers indicate that the time is ahead of GMT (e.g., France would have a negative number). Technically, biases are not in military time because the number entered must be in the range of -15:59:59 to 15:59:59.

For more information, refer to the TT Gateways System Administration Manual.

Scheduling Run Times for the Synthetic SE Fill Server

If you plan to support staged orders, you must ensure that the Synthetic SE Fill Server is running.

To configure a runtime schedule for the Synthetic SE Fill Server:

  1. Navigate to the <root>ttsyntheticSE directory.
  2. In a text editor, open the ttchron.ini_master file.
  3. Find the configuration section for the Fill Server, and copy the entire section:

    [win32-svc-sse-EFillServer]

    schedule=B@00:30-23:30/7

    tags=SyntheticSE

  4. Close the file.
  5. Navigate to the <root>ttconfig directory.
  6. In a text editor, open the ttchron.ini file.
  7. Paste the Fill Server configuration section.
  8. Save and close the ttchron.ini file.