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GAL and Depth Settings

Overview

TOCOM Gateways install with the following Global Attribute List (GAL) and depth settings. For details on these settings and their effect on the TT Gateway, refer to the TT Gateway Architecture SAM Version 7.X.

GAL Settings

The following table lists the GAL settings and default values for the TOCOM Gateway:

GAL Settings

GAL Setting

Default Value

Last-Traded-Quantity

TOCOM Gateways install with this value equal to

1.

Implicit-Outright-Prices

TOCOM Gateways install with this value equal to 1.

Market-Depth

TOCOM Gateways install with this value equal to 1.

Market-Depth.NumDepthLevels

TOCOM Gateways install with this value equal to 5.

Depth Settings

The following table lists the depth settings and default values for the TOCOM Gateway:

Depth Settings

Depth Setting

Default Value

DetailDepth

TOCOM Gateways ignore this parameter and always behave as if DetailDepth=0. The TT Gateway forwards only aggregate depth to client applications.

NumDepthLevels

TOCOM Gateways install with this value equal to 5.

Note

NumDepthLevels may be configured up to 10. If more than 10 are configured, the Gateway will default to 10.