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LSE Gateway Documentation

  • TT Gateway And The Exchange
    • Exchange Information
    • LSE Gateway Architecture
    • Trader and Firm Identification
    • LSE/IDEM Exchange API Mapping MiFID II
    • Gateway Files
    • File Management
  • Installing And Upgrading
    • Preparing to Install
    • Installing with the Graphical User Interface
    • Installing with the Command Line Interface
    • Upgrading
  • Configuring Global Settings
    • Initial Configuration
    • Configuring the Trading Environment
    • Verifying Connectivity
  • Configuring Market Data
    • Understanding the Price Feed
    • HSVF Market Data Configuration
    • Number of Orders at Price
    • Support for Market Depth
    • Calculating Volume at Price (VAP)
    • Configuring Product Subscriptions
    • Support for Settlement Prices
    • Support for Implied Prices
  • Configuring Order Management
    • Understanding Order Management
    • Configuring the Order Server and Order Routers
    • Account Code Mapping
    • Support for Market On Open (MOO) Orders
    • Supported Order Types
    • Support for Cross Orders
  • Disaster Recovery
    • Single Gateway Failure
    • Price Server Failover
    • Recovery Behavior: Secondary LSE Gateway
    • Exchange Host Failure and Recovery

LSE Gateway Architecture

Diagram Overview

In the Gateway Systems – Logical Architecture diagram, the following TT Gateway components are displayed:

  • Fill Server
  • Guard Server
  • Key Server
  • Order Server and Order Routers
  • Price Server

For a description of each server component, refer to the TT Gateways Architecture SAM Version 7.X.

Logical Architecture Diagram

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