All Gateways Documentation
- General Gateway Architecture
- Installation And Initial Setup
- Tools And Utilities
- Automating And Scheduling Processes
- Aconfig And System Architecture
- Configuring Miscellaneous System Behavior
- Product Tables
Configuring Server Component Behavior
- Server Component Logging
- Configuring the Order Server
- Order and Fill Server Architecture
- Performance Measurements
- Enabling the Enhanced Order/Fill Delivery
- Troubleshooting and Recovery
- Enhanced Order/Fill Delivery Enhancement: FAQ
- Account-Based Risk
- Operator ID
- Using the Operator ID Assistant
- Using the Eurex Password Assistant
- Avoid Orders That Cross
- Order Passing Support
- Expired Order Status Identification
- Configuring the Price Server
- Price Server: Architecture
- Market Data Users
- Market Data FAQ
- Price Server: FAQs
- Fill Server: Overview
- Fill Server Rollover
- Fill Server: Start of Day Records
- Modifying Fills
- Fill Server: Troubleshooting
- Configuring the Fill Server
- Configuring the Key Server
- Configuring GAL Settings
- TT Logging
- Disaster Recovery
- TT Order Keys
- System Files
The following results were produced by conducting wire-to-wire tests between a Version 7.14.6 and Version 7.15 of the TT Eurex Gateway. The enhancement is part of TT Gateways and client applications core functionality. Therefore, similar performance results will be seen by other TT Gateways that support the Enhanced Order/Fill Delivery architecture.
The following is a definition of the wire-to-wire tests for orders and fills:
- Wire-to-Wire for orders: Total processing time from the time an order packet hits the gateway until the corresponding packet leaves the gateway on its way to the exchange.
- Wire-to-Wire for fills: Total processing time between the fill execution report hitting the gateway from the exchange and matching that up to the corresponding TT fill packets leaving the gateway on its way to the client application.
Due to additional updates in the Order Server, single traders experience performance gains when routing orders through an X_TRADER workstation. The performance gains increase when single traders use multiple trading applications:
- A trader using X_TRADER only: Order confirmations and fills travel up to 15% faster.
- A trader using X_TRADER, X_TRADER API and Autospreader SE: Up to 40% faster.
- X_TRADER, XTAPI and Autospreader SE, X_RISK and a Back Office FIX Adapter: Up to 66% faster.
The performance gains increase as more users share order and fill data. The following table shows the reduction in latency for subsequent users when compared to Version 7.14 gateways:
TT Gateway 7.14
TT Gateway 7.15
Testing with five (5) Users
Testing with ten (10) Users
The following results show that when sharing order and fill data between an increasing number of connected client applications to 7.15 gateways, the bandwidth utilization will remain the same. By comparison, the bandwidth utilization steadily increases if using 7.14 version of the Gateway.
Number of Clients
TT Gateway 7.14
TT Gateway 7.15