Autospreader® Strategy Engine Documentation
- Product Description And Architecture
- Installing The Autospreader SE Software
- Configuring Autospreader SE
Configuring the System
After installing the Autospreader SE, you must configure the tt_ase.ini located in <root drive>:ttconfig. This file contains information related to logins and memberships.
TT User Setup Requirements
Administrators can use TT User Setup 7.17.0 or higher to manage trader logins for Autospreader SE.
Configuring an Alias
The ExchNameAlias setting in the X_TRADER aconfig.xml file allows you to customize how Autospreader SE appears in the Guardian Exchange tree. Customizing the Autospreader SE name allows you, for example, to provide location-based identifications (e.g., ASE-A (Chicago) or ASE-B (London)). For more information, refer to the TT Gateway Architecture SAM 7.X.
X_TRADER impliedconfig.cfg Compatibility
Autospreader SE contains an impliedconfig.cfg file that must match the impliedconfig.cfg file on the X_TRADER client machines that want to use Autospreader SE. If the two files are not identical, attempts to launch certain spreads from the X_TRADER Autospreader fail.
If an X_TRADER release includes updates to its impliedconfig.cfg file, you must upgrade the Autospreader SE Server. TT strongly recommends that you monitor the Customer Advisories that specifically mention impliedconfig.cfg compatibility between X_TRADER and Autospreader SE.
Custom Pricing Models
Autospreader SE 7.2.2 does not support custom pricing models created and installed in X_TRADER. Any custom pricing models defined in existing X_TRADER Autospreader configurations will be unavailable when launching spreads to Autospreader SE.
Order Book Sharing
Traders who want to share, view and modify synthetic orders working on an Autospreader SE will need to do all of the following:
- Log onto the same Autospreader SE with the same Member and Group IDs
- Log onto the same TT Gateway(s) with the same Member and Group IDs
Using the suggested Trader IDs, if Trader A logs into CME-D as TTORDPM/001/ 001 as well as Autospreader SE (using ASE1/001/001) and submits a synthetic order for CME-D, Trader B must log into CME-D with MemberID=TTORDPM/GroupID=001 as well as Autospreader SE (using ASE1/001/001) in order to see the synthetic order on Autospreader SE.
If the X_TRADER that routed the order to Autospreader SE loses connectivity to the Autospreader SE Server, it automatically deletes all of the child orders that were submitted on its behalf by Autospreader SE by sending order cancel messages directly to the TT Gateway on which the child orders reside. When Autospreader SE becomes available, it deletes all remaining parent synthetic orders.
Autospreader SE supports administrative access to the Autospreader SE Server and its spread orders so that administrators can monitor spreads. However to view or delete the spread orders, you must log into the Autospreader SE Server and into the corresponding TT Gateways associated with the child orders that make up the spread orders. For example, if an administrator logs in to an Autospreader SE Server and a TT Gateway using TTADM/XXX/MGR, the administrator would be able to access all spread orders on the Autospreader SE for that TT Gateway.
Suppose a trader submits spread orders to Autospreader SE for the instruments offered by TT CME-A Gateway. If you are an administrator who wants to view or delete these orders, you must log into the Autospreader SE Server and the TT CME-A Gateway with the same administrative credentials. Likewise, if the trader uses Autospreader SE to submit spread orders for the TT CME-A and ICE Gateways, you would also need to log into the TT ICE Gateway with the same credentials to access the orders.
Using Spread Driver with Autospreader SE
TT Spread Driver does not support aliases for Autospreader SE Servers. If you configure an alias for a server, you should alert those configuring Spread Driver to ensure that the alias name is not used in the Spread Driver’s Autospreader Name field.
For more information about using Spread Driver with Autospreader SE, refer to the “Using Spread Driver with Autospreader SE” document, located on the TT Customer Portal.