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X_TRADER®

Algo Behavior When the Algo SE Server is Restarted

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When the Algo SE server is restarted, all algos marked as persisted are loaded and made available for use. Algos that were not tagged as persistent when the algo was deployed will not be available and will need to be re-deployed.

The following tables describes what happens to algo parent orders and their related child orders when X_TRADER loses connectivity to the Algo SE server.

Note: See the TT Algo Strategy Engine System Administration Manual for a complete list of scenarios.

 

ScenarioAction taken to parent orderAction taken to child orders

Algo SE is stopped normally.

Algo SE…

  • Stops algos in Running state.
  • Deletes algo parent orders.

Algo SE takes the following actions to child orders for which the corresponding TT Gateway is available:

  • Deletes child orders of an ASE block.
  • Removes the OMA indicator from all child orders controlled by an OMA.
  • Leaves all non-OMA orders in the market whose Leave Orders on Cancel is enabled.
  • Deletes all non-OMA child orders whose Leave Orders on Cancel is disabled.

X_TRADER detects loss of connectivity to Algo SE while algo instance owner is connected to server.

 

X_TRADER deletes all non-ASE orders if either of the following are true:

  • Client Disconnect Action (parent) is set to Pause, and Leave Orders on Pause (child) is not enabled.
  • Client Disconnect Action (parent) is set to Cancel and Cancel and Leave Orders on Cancel (child) is not enabled.

X_TRADER deletes all ASE child orders if Client disconnect Action is set to either Pause or Delete.

X_TRADER exits normally.

Algo SE…

  • Continues to run algo instances owned by the user if the algo does not rely on Excel links.

  • Leaves Paused algos instances owned by the user in the Paused state.

Algo SE…

  • Leaves child orders working in the market.

 

Tip: The Algo SE server always cancels running algos whose input parameters contain Excel links.