CFE Gateway Documentation
Account Code Mapping
Description
For CFE, all submitted orders must contain an account type that is mapped to an exchange account code, which is sent by the Gateway in Tag 47. The account type entered in X_TRADER® for an order action is mapped to an account code that is sent to CFE. The exchange rejects any order submitted without an account code.
The CFE Gateway rejects any order submitted with an invalid account type. The mapping of account types to account codes can be configured in the hostinfo.cfg file.
Configuring Account Code Mapping
Users may optionally set unique account code mapping for any Order Session by listing the pairings as shown in the example below.
|
Example Configuring Unique Account Code Mapping |
|---|
|
[OrderServerSession_#] ExchangeIP=$exchange_ip ExchangePort=$exchange_port SenderCompId=$sender_company_id TargetCompId=$target_company_id Password=$password Member=$member_id A1=A G1=H U1=C |
In the example above, A1 now maps to Customer Segregated Account (A), G1 maps to House non-segregated account (H) and U1 maps to Customer (C). All other account codes map according to the default values. In addition, Order Sessions without unique account code mappings will use the default mappings listed in the Account Code Mapping Table below.
Account Code Mapping Table
CFE Gateways use the following default exchange account code mapping:
| TT Acct Type | Tag 47 |
Account Code Mapping |
OCC Clearing Account Type |
CTI Code |
Origin Code |
|---|---|---|---|---|---|
|
A1: First Agent |
E: House Non-Segregated Account |
A1=E |
F (Firm) |
1 |
2 |
|
A2: Second Agent |
F: House Non-Segregated Account |
A2=F |
F (Firm) |
2 |
2 |
|
A3: Third Agent |
O: House Non-Segregated Account |
A3=O |
C (Customer) |
2 |
1 |
|
M1: First Market Maker |
M: Market Maker Account |
M1=M |
M (Market Maker) |
2 |
6 |
|
P1: First Principal |
D: Customer Segregated Account |
P1=D |
C (Customer) |
1 |
1 |
|
P2: Second Principal |
A: Customer Segregated Account |
P2=A |
C (Customer) |
3 |
1 |
|
P3: Third Principal |
C: Customer |
P3=C |
C (Customer) |
4 |
1 |
|
U1: Unallocated |
L: Non-member/house orders |
U1=L |
F (Firm) |
4 |
2 |
Account Code Mapping 7.18 (CFE Bats)
The following table shows the mapping of TT Account types with the new CTI code and Order Capacity for CFE Bats. It also provides a reference to the corresponding old CFE Account types.
| TT Account Type | Old- CFE Account Type | New- CTI Code | New - Order Capacity | CFE BATS Derivation (C=0, F=1) |
| A1 | E | 1 | Firm | 11 |
| A2 | F | 2 | Firm | 21 |
| A3 | O | 2 | Customer | 20 |
| A4 | H | 3 | Firm | 31 |
| M1 | M | 2 | Firm | 21 |
| P1 | D | 1 | Customer | 10 |
| P2 | A | 3 | Customer | 30 |
| P3 | C | 4 | Customer | 40 |
| U1 | L | 4 | Firm | 41 |
| The derivation is the combination of CTI and Order Capacity. | ||||
New CTI code values:
1 - Member
2 - Proprietary
3 - On Behalf of Other Traders
4 - Other