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TT User Setup

How to Set Up an Order Routing TT FIX Adapter Server and Corresponding FIX Adapter Clients

You are viewing TT User Setup Version 7.17 and higher. For earlier versions, click here

Note: In X_TRADER ASP, TTNET administrators create the FIX Adapter servers (not the buy-side and broker administrators).

In this tutorial, you will learn how to set up IDs for an Order Routing TT FIX Adapter Server as well as FIX Adapter client users that will connect to it. After creating the IDs, you will then be able to assign the FIX Adapter Clients to the FIX Adapter Server. The following example demonstrates these tasks.

Example: ClearCo is an FCM that hosts two TT Gateways (CME-A and Eurex-A). AB Asset Management is one of their customers.

Three traders (BOB, BILL, and MIKE) at AB Asset Management would like to use their own FIX application to route orders to these TT Gateways. Traders BOB and BILL must have the ability to see each others orders. Trader MIKE does not share an order book with anyone.

The traders will be mapped as follows:

AB-BOB -> TTORDAB/001/001

AB-BILL -> TTORDAB/001/002

AB-MIKE -> TTORDAB/002/001

Based on these requirements, ClearCo needs to set up a new Order Routing FIX Adapter Server (CCOR) and three FIX Adapter client users (AB-BOB, AB-BILL, and AB-MIKE).

Complete all of the sections in both of the following topics:

Creating TT FIX Adapter Servers

Creating an Order Routing TT FIX Adapter Server in TT user Setup consists of the following tasks:

Creating a FIX Adapter Server username

To create a FIX Adapter Server username...

  1. Select (Users) from the TT User Setup Control Panel.

    The Users window appears.

  2. From the Users window, click New.

    The New User window appears.

  3. On the User Settings Logintab, enter data in the following fields:
    1. Username: The name of the FIX Adapter Server (limited to 11 characters).
    2. Displayname: A more detailed description of the TT FIX Adapter Server (not limited to 11 characters).
    3. User group: An identifier used to categorize users (e.g., Chicago).
    4. Password/Confirm password: The password associated with this username, which is used to authenticate TT FIX Adapter Servers.
    5. Click the Password New expires option.

    The following figure shows the Login section for the new FIX Adapter Server, CCOR.

    TT recommends that you ensure the Password never expires option is checked.

  4. From the User Settings window, click Contact Information, and enter data in the following fields:.
    1. Country: The location of the TT FIX Adapter Server machine.
    2. Zip: The Zip code in which the TT FIX Adapter Server machine is located. Zip is necessary only if the Country selected is the United States.
  5. From the New User window, click the FIX Adapter tab. If a version requirement message appears, click OK.

    If FIX client users have been created, they appear in the Available FIX client users or The following FIX client users can connect to this FIX Adapter table. If FIX client users have not been created, these tables are empty.

  6. Select Order Routing Server in the FIX Adapter Role field.
  7. Click the applicable FIX Adapter Version radio button.
  8. Continue to the next section.

Assigning TT Gateway Credentials

When creating an Order Routing TT FIX Adapter, you must designate the credentials (called gateway logins) used to login to the TT Gateways. TT FIX Adapter Server logs into each TT Gateway once and acts on behalf of all FIX Adapter client users. Thus, the gateway logins (MGTs) that the TT FIX Adapter Server uses to log into the TT Gateways must have the authority to act on behalf of all FIX Adapter client users. Specifically, the MGTs TT FIX Adapter Server uses to log into the TT Gateways must have permissions to view all orders and fills of all FIX Adapter client users.

In our example:

  • TT FIX Adapter client user AB-BOB will route orders as TTORDAB/001/001 and will need to see all orders/fills for this MGT.
  • TT FIX Adapter client user AB-BILL will route orders as TTORDAB/001/002 and will need to see all orders/fills for this MGT.
  • TT FIX Adapter client user AB-MIKE will route orders as TTORDAB/002/001 and will need to see all orders/fills for this MGT.

The credentials that have permissions to view all of these orders and fills is TTORDAB/XXX/MGR

You could also use a higher-level MGT, such as TTADM/XXX/MGR, for the TT Gateway logins; however, TT does not recommend this approach because of its impact on performance. TT FIX Adapter could spend a considerable amount of time processing order and fill updates for which the FIX clients have neither interest nor permission to see.

To assign credentials to the FIX Adapter Server user...

  1. On the New User or Edit User window for the CCOR user, click the Gateway Logins tab.
  2. If the gateway login to which you want to map does not exist, click New.

    The New Gateway Login window appears.

    If the gateway login already exists, click the Assign Existing Logins button, and select the appropriate MGT(s).

  3. On the Gateway Login Info tab, enter a Member, Group, and Trader. The following figure shows a new gateway login (TTORDAB/XXX/MGR) for the new TT FIX Adapter server user, CCOR.

  4. Click Add Gateways.

    The Select Gateway window appears.

    A TT FIX Adapter Server must be configured to connect to the TT Gateways from which the associated FIX Adapter client users will require fills.

  5. Hold down the Ctrlkey, click CME-A and Eurex-A gateway options, and click Select.
  6. On the New Gateway Login window, click Save.

    TT User Setup returns to the Gateway Login tab of the New User or Edit User window.

  7. Save and close the New User or Edit User window.
  8. Continue to the next section.

Creating TT FIX Adapter Client users

Creating a TT FIX Adapter client user in TT user Setup that connects to an Order Routing TT FIX Adapter consists of the following tasks:

Creating a FIX Adapter Client username

To create a client username...

  1. Select (Users) from the TT User Setup Control Panel.

    The Users window appears.

  2. From the Users window, click New.

    The New User window appears.

  3. On the User Settings Logintab, enter data in the following fields:
    1. Username: The name of the FIX Adapter Client user. In FIX, this is also known as RemoteCompID.
    2. Displayname: A more detailed description of the TT FIX Adapter Client user (typically the full name of the client).
    3. User group: An identifier used to categorize users (e.g., FIX Adapter CCOR).
    4. Password/Confirm password: The password associated with this username, which is used to authenticate TT FIX Adapter Client users.
    5. Click the Password New expires option.

      Note: Because FIX Adapter Client users are unable to update an expired password using the same procedure as an X_TRADER user, TT recommends that you ensure the Password never expires option is checked.

    The following figure shows the Login section for the new FIX Adapter Client, AB-BOB.

  4. From the New User Window, click the Trade Permissions tab.

    The Trade Permissions tab appears.

  5. Check Direct Market Access (DMA) order creation.
  6. Repeat this procedure to create users AB-BILL and AB-Mike.
  7. Continue to the next procedure.

Assigning TT Gateway Credentials

When creating a TT FIX Adapter Client user that connects to an Order Routing TT FIX Adapter, you must designate one or more sets of credentials (gateway logins) that will be used to route orders.

In our example:

  • TT FIX Adapter Client user AB-BOB will route orders as TTORDAB/001/001.
  • TT FIX Adapter Client user AB-BILL will route orders as TTORDAB/001/002.
  • TT FIX Adapter Client user AB-MIKE will route orders as TTORDAB/002/001.

To assign these credentials to each of the FIX Adapter client users...

  1. On the New User or Edit User window, click the Gateway Logins tab.
  2. For our example, Client user AB-BOB uses the TTORDAB/001/001 MGT, Client user AB-BILL uses the TTORDAB/001/002 MGT, and Client user AB-MIKE uses the TTORDAB/002/001 MGT. Because none of these MGTs have been created, you must add new gateway logins.
    1. Click New to open the New Gateway login where you can enter gateway login information as follows:

      After creating one gateway login, you can use the Save and Add New button on the New Gateway Login window (or the Copy button on the Gateway Logins window) to quickly create another similar gateway login.

      Because AB-BOB and AB-BILL use the same Member and Group, they will share an order book.

    2. Click Map to Exchange Traders to open the Map Exchange Traders to window where you can select the CME-A and Eurex-A Exchange traders.
    3. Use the transfer arrow buttons (>, <, >>, <<) to move the CME-A and Eurex-A Exchange Traders from the Available Exchange Traders pane to the Selected Exchange Traders pane. If the exchange traders do not exist, click Create and create them.

    4. Click Done.
    5. On the New Gateway Login window, click the Assign Accounts button.

      The Assign Accounts window appears.

    6. Use the transfer arrow buttons (>, <, >>, <<) to move the account(s) from the Available Accounts pane to theSelected Accounts pane. If the account does not exist, click Create Accounts to create it.

      The Selected Accounts are the account numbers that the FIX client must use to place orders using this TTORD.

    7. Click Done.
    8. From the Gateway Login Info tab, set the credit and product limits as needed, and then click Save.

      The following figure shows how the newly created gateway logins display in the New User or Edit User window.

  3. On the New User or Edit User window, click Save.
  4. Continue to the next section.

Assigning a TT FIX Adapter Server to a FIX Adapter Client user

To assign the TT FIX Adapter Servers to which a FIX Adapter Client user can connect...

  1. On the New User or Edit User window, click the FIX Adapter tab. If a version requirement message appears, click OK.

  2. Use the transfer arrow buttons (>, <, >>, <<) to select the FIX Adapter Server users to which each client can connect. For our example, move the CCOR Server from the Available Fix Adapters list to the This FIX Client user can connect to the following FIX Adapter Servers list.
  3. If checked, the Enabling Debug Loggingfor Orders and Enabling Debug Logging for Prices options prompt the selected TT FIX Adapter Server to generate verbose debugging information.

    Because a significant increase in the log file size will affect performance, only check these options when troubleshooting.

  4. Repeat this procedure for each FIX Adapter Client user.
  5. Save and close the Userswindow.
  6. Continue to the next section.

Running the TT user Setup Diagnostic Checks

Use the Diagnostics Check utility after adding or modifying users to confirm that all of the data in TT user Setup is consistent and valid. Invalid data can cause FIX Adapter Client Logins to fail.

To run the Diagnostic Check...

  1. From the TT user Setup Control Panel, open the User Admin menu and click Diagnostic Checks.

    The Diagnostic Checks window appears.

  2. Click Configure diagnostic check.
  3. From the Configure Diagnostics window, check any FIX Adapter-related options (L, M, and N), and then click OK.

  4. From the Diagnostics Checks window, click the Run/Refresh Diagnostic Checks button. Any issues will be listed by issue type and will includes a summary of the issue.

    For a detailed explanation of an issue type, click explain this.

  5. Resolve any issues discovered through the diagnostic check.
  6. To run other diagnostic checks, re-open the Configure Diagnostics window and select your typical diagnostic checks (or click Sync selection with automatic diagnostics to select only the checks that are configured to run automatically). After the diagnostic checks are selected, click OK and then click Run/Refresh Diagnostic Checks.

When all the issues are resolved, you are finished with this tutorial.