Eurex Gateway Documentation
- TT Gateway And The Exchange
- Installing And Upgrading
- Configuring Global Settings
Configuring Market Data
- Understanding The EMDI Price Feed
- Configuring the Price Server Connection to EMDI
- Configuring Price Server Product Subscriptions
- Configuring Price Server Product Subscriptions By Membership Type
- Calculating VAP on Eurex Gateways
- Support for Number of Orders and Market Depth
- Support for Phelix Products
- Configuring ETI Order Management
- Connecting To The Eurex Clearing Interface
- Disaster Recovery
Persistent and Non-Persistent Order Types: ETI
Exchange and Gateway Behavior
Persistent orders get written to the exchange database and saved during an exchange outage. These orders have the longest round trip time, but are the most reliable. Persistent orders always remain working after a session disconnect, session logout, or exchange outage. To speed up processing time, the exchange only maintains a record of all persistent orders.
The persistent flag set by the Order Server determines the behavior of GTC (Good-Till-Cancel) and GTDate (Good-Through-Date) orders in the market. GTC and GTDate orders are always persistent; the exchange does not support non-persistent GTC and GTDate orders.
The Eurex Gateway does not process any unsolicited persistent orders entered outside the TT system.
GTC and GTDate orders persist as incomplete orders if the order table and order tbl.bak files are removed, but are only visible if you login to the gateway as an Administrator (not visible to traders in the TT order book).
Non-persistent orders (which includes only lean orders on HF sessions) have a shorter round-trip time and do not get written to the exchange database. Eurex deletes all non-persistent orders in the event of a session disconnect regardless of the reason: exchange host failure, network outage, exchange event, or normal gateway shutdown.
The Eurex Gateway does not support sending standard (non-lean) orders as non-persistent. The gateway only flags lean orders as non-persistent and these orders are not available through the exchange GUI.
The Eurex Gateway does not process any unsolicited non-persistent orders entered outside the TT system.
For more details about order persistence on ETI sessions, refer to Lean Orders, Standard Orders, and Order Persistence and Gateway Order Routing .
Configuring Order Persistence: ETI
The Eurex Gateway allows sending GTD orders as persistent when this configuration is enabled in TT User Setup using the using the Persist all orders setting.
Order persistence is configured per user in TT User Setup 7.4.3 or higher and applies to any TT client application or Strategy Engine; e.g., X_TRADER®, X_TRADER® API, FIX Adapter, Algo SE, etc.