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
Price Server: FAQs
If I miss a snapshot and the product is thinly traded, am I going to see stale data until the product trades again?
The PFX algorithm will send out periodic snapshots even if the product hasn’t been traded during each period. The time between the snapshots is optimized by TT for each TT Gateway. This setting, as with all other PDD parameters, should not be changed unless instructed to do so by TT support.
Levels of Depth
Can I display more than 25 levels of depth on my trading application screen?
It is not possible to get more than 25 levels of aggregate or implied depth.
PFX, XTAPI, and FIX Clients
If I am running XTAPI 7.4 or earlier, can I get inside market information with XTAPI’s Guaranteed Price Delivery feature from a PFX-capable gateway running in CoreAPI mode?
Guaranteed price feed functionality for inside market data is not available from a PFX-capable gateway, even if it’s running in CoreAPI mode. The interface is still present in XTAPI 7.4 and you will be able to see inside market information. However, there is a possibility that you may miss some inside market activities.
If I am running XTAPI 7.5 or later, can I get inside market information with XTAPI’s Guaranteed Price Delivery feature from a PFX-capable gateway running in either PFX or CoreAPI mode?
No. The interface for guaranteed price delivery of Inside Market data has been removed from XTAPI 7.5 and higher.
What changes do I need to make to my XTAPI application in order to consume PFX prices?
Rebuild your application with XTAPI 7.5.0 or higher. No other changes are required.