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
In Version 7.X, Trading Technologies Messaging (TTM) provides the network communication for all TT products. For further information on TTM, to the TT Trading Systems - Network Administration Manual.
Because specific exchanges can require third-party middleware, refer to the SAM specific to your TT Gateway to determine whether you need additional setup packages.
Traders use X_TRADER® to access and trade on the world’s exchanges. Installing X_TRADER® on your TT Gateway is optional but can be useful for troubleshooting purposes.
TT Gateways are typically positioned between the trader network and an exchange machine that contains software produced exclusively by or for the exchange to which the TT Gateway connects. This exchange machine is most often situated at the client site. Certain exchanges may separate this machine from the trader network by a Network Address Translating (NAT) router or firewall.
When setting up a TT Gateway, you must configure exchange connectivity information (i.e., specify IP addresses and ports), and depending on whether the network hosting the TT Gateway consists of a LAN, WAN, subnet, or combination thereof, you may also need to setup TT’s WAN Routing. For details on WAN Routing, refer to the TT Trading Systems – Network Administration Manual Version 7.X.
Each TT Gateway uses the following server components:
- Fill Server: Receives fill data from the Order Server and delivers it to the appropriate TT client applications. To configure certain Fill Server behaviors, you use the AConfig Utility.
- Guard Server: Verifies software licenses, authenticates user logins, and monitors workstation connectivity and server status. Additionally, the Guard Server synchronizes and maintains product tables and risk parameters within the TT architecture, and publishes encryption parameters.
- Key Server: Generates and manages unique key assignments for each order submitted from the X_TRADER® workstation to the exchange. TT applications track these orders and all relevant information about them via this unique key. To configure the range of keys available to the Key Server, you use the AConfig Utility.
- Order Routers: Order Routers deliver order requests from the Order Server to the exchange. Any order and quote responses received from the exchange travel back through an Order Router to the Order Server. For details on how a particular TT Gateway uses Order Routers, refer to the SAM specific to that TT Gateway.
- Order Server: Manages the delivery of order requests from X_TRADER® to the Order Router and communicates the exchange’s responses and outcomes back to the X_TRADER® workstation. The Order Server also receives fill information from the exchange and passes it to the Fill Server.
- Price Server: Receives price updates and market depth data from the exchange and delivers them to the X_TRADER® workstation. The Price Server can also configure product tables according to product data that it receives from the exchange.
- Historical Price Server (HPS): Resident within the Price Server, the HPS records product data for any product to which the Price Server subscribes. HPS will supply this historical data to any client application that requests it.
You can manually start and stop most server components through the Windows Services dialog box. You access this dialog box through Administrative Tools in the Control Panel. Other server components, such as Order Routers, are managed through TTChron, a scheduling program included with TT Gateways. If you use the Service dialog box to manually stop a TT Gateway process, TTChron will not restart that service until one or the other occurs:
- You restart TTChron
- The next scheduled start time (in ttchron.ini)
Server components produce log files critical to troubleshooting TT Gateway operations. If a server component ever fails, it creates an *.rpt file and a mini-dump file (*.mdmp):
- The *.rpt file
- The date and time at which the server component creates the *.mdmp
- The full name of the *.mdmp file
- Whether the server component generated the file because of a failure or in response to a request by the TTK program
- The *.mdmp file contains callstack data associated with either a status request sent by the TTK program or a server component failure
If you call TT support, TT may request these log files. You can use Guardian (a utility that installs with the TT Gateway) to collect and zip these log files automatically.
For all hardware specifications refer to TT Trading Systems - Hardware and Software Requirements. This document includes TT Gateway sizing instructions and any requirements specific to the type of TT Gateway that you install.
TT Gateways install with four common configuration files, located in <root drive>:ttconfig. You use these files to configure gateway behavior:
- aconfig.xml: Sets various global parameters, TT’s list of exchangenames, and contains the default schema that configures the behavior of TT machines on your network. For more information, refer to the section called AConfig Utility.
- aconfig_local.xml: Sets customized parameters that affect the behavior of the local machine, such as the range of keys available to the Key Server, Fill Server rollover times, exchange start times, and Guard Server login checking. This file also sets TTM connection settings. To configure aconfig_local.xml, you use the AConfig Utility. For more information, refer to the section called AConfig Utility.
- ttchron.ini: Configures the behavior
of the TTChron utility. You can edit ttchron.ini so that TTChron:
- Schedules the startup and shutdown times for gateway processes and server components. By adjusting times, you can set the order in which gateway server components start up.
- Monitors all gateway processes such that if a process stops (i.e., if its “heartbeat” is lost), TTChron re-starts it. If a process is running when it is not scheduled to do so, TTChron shuts it down.
For more information, refer to the section called TT Chron.
- ttclean.ini: Configures the behavior
of TTClean. You can edit ttclean.ini so that TTClean automatically:
- Archives files
- Purges files or directories
- Renames directories
For more information, refer to the section called TTClean.
Additionally, TT Gateways install with their own unique configuration files. For information on these types of files, refer to that TT Gateway’s System Administration Manual.
Each TT Gateway installs with a set of common tools that you can use to maintain, monitor, and control the TT Gateway:
- AConfig Utility tool: Use this tool to view and edit the aconfig.xml and aconfig_local.xml files. For further details, refer to AConfig Utility.
- fKill: Immediately stops a process whose Process Identifier (PID) you specify. For further details, refer to fKill.
- Guardian: Sets product, trader, and risk information, generates and manages log files, risk manages traders, and configures TT network communications. For additional Guardian features, refer to Guardian's Help System.
- TTChron: Reads a file named ttchron.ini to manage and control the starting and stopping of TT Gateway services and server components. You can interact and schedule all server components in the ttchron.ini file. For further details on TTChron, refer to TT Chron.
- TTK: Interacts
with TTChron to:
- Suspend (put on hold) any process listed in a server or service section in ttchron.ini
- Resume previously suspended processes
- Reinitialize TTChron
For further details about TTK, refer to TTK.
- TTClean: Reads a file named ttclean.ini to locate and then archive, rename, and/or delete specified files and directories. TTClean enables you to manage disk capacity by automating archiving and clean-up procedures. For further details on TTClean, refer to TTClean.
Server Admin: Interacts with TT machines to collect log files, broadcast messages,
reset the exchange tree and, identify active connections. For further
details, refer to TT Server Admin (Deprecated in TT
Gateways Version 7.15 and higher).
TT Gateways Version 7.15 and higher no longer include TT Server Admin however, you can perform many of the same tasks with TT User Setup.
In addition, upgrading a Gateway to Version 7.15 automatically removes TT Server Admin from the server machine.