HST Algorithm Flag Support

TT Gateway 7.18.11 or higher supports the exchange's High Speed Trading (HST) algorithm flag on byte 31 of the exchange_info_s API field. To set this flag, populate the Exchange 1 field on the User's Gateway Login Attributes screen in TT User Setup to "3", "4", "5", or "6", where:

  • 3 — Order for HST Activity (Market Making strategy)
  • 4 — Order for HST Activity (Arbitrage strategy)
  • 5 — Order for HST Activity (Directional strategy)
  • 6 — Order for HST Activity (Other strategies)

When populated in TT User Setup, the Order Server sets the flag for all order actions, including Wholesale orders. The algo flag is also set on byte 31 of exchange_info_s when autogiveup=1 or 0 in hostinfo.cfg.