← Back to X_TRADER® Help Library

Migration Documentation

NYSE Liffe Migration Client Impact

What is the X_TRADER® Impact?

Can I migrate existing workspaces?

No. Even though the same products can be traded, the series keys provided by the exchange are different as a result of the Optiq OEG upgrade. If a user tries to open an old workspace with NYSE Liffe products on the new NYSE Liffe Gateway, the contracts in the old workspace will not correctly resolve. Note that this also includes charts within X_STUDY.

  • Before November 25th (pre-migration)

Make sure your workspace set as start-up does not include NYSE Liffe product. If included, remove start-up setting. 

  • After mock on November 23 or go-live on November 25th (post-migration)

Rebuild workspace with NYSE Liffe products with the new series keys

For X_TRADER user who is customizing Customer Defaults from X_TRADER, refer to “How Do I Migrate Customer Defaults?” and apply the necessary changes. 

How do I manage working orders during migration?

The exchange will not migrate any orders to the new system. TT recommends that traders cancel all working orders, including GTC, GTD, and GTDate orders entered for NYSE Liffe products, as any remaining SSE orders will become unmanaged after the upgrade.

This includes all synthetic and native orders submitted for NYSE Liffe contracts on Synthetic Strategy Engine and Autospreader® Strategy Engine servers.

After the migration is complete, do the following:

  • Start the NYSE Liffe Gateway prior to the first trading session in order to download settlement prices from the exchange.
  • Have traders connected to the NYSE Liffe Gateway resubmit their GTC, GTD, and GTDate orders for NYSE Liffe products.

For NYSE Liffe Gateways connected to Strategy Engines, have traders resubmit their GTC, GTD, and GTDate spread orders to the Autospreader SE and synthetic orders to the Synthetic SE for NYSE Liffe products. 

Will spreads in Autospreader that include NYSE Liffe products have to be deleted in advance of the migration and rebuilt after migration?

Any spread configurations that have products saved within it will need to be rebuilt. After the migration, customers will need to rebuild any Autospreader configurations with the new products.

What Order Types are supported?

Supported Product Types:

  • Futures
  • Options
  • Spreads
  • Strategies
  • CS (View Only)

Supported TIFs

  • Day
  • GTDate
  • GTC
  • IOC
  • FOK

Supported Order Types/Restrictions:

Market:

  • IOC
  • FOK

Limit:

  • IOC
  • FOK
  • Day
  • GTC
  • GTDate

MinVol:

  • GTC
  • GTDate
  • Day

Note the following:

  • NewOrder messages with account type Liquidity Provider can be submitted only for Order Types ‘Market’ and ‘Limit’  on ‘IOC’ or ‘FOK’ TIFs. All other Order Type and TIF combos for Market Maker Logical Accesses would be rejected.
  • MOO is no longer supported on Optiq
  • Stop, Peg and Iceberg types are not supported as of launch but may be added in the future.

Start writing or type / to choose a block

How Do I need to migrate Customer Defaults?

If Customer Defaults are customizable from X_TRADER, these will need to be updated after migration. Refer to How do I migrate Customer Defaults? 

What is the Impact to Algo Design Lab (ADL)?

What is the impact to existing algo templates?

Users will have to change their algo templates that contain NYSE Liffe products:

  • If the Algo Definitions deployed before the migration contain any static Instrument Blocks pointing to affected instruments (i.e., NYSE Liffe instruments with product names or series keys): users must update the templates with valid instruments and re-deploy. This means that any linked Algo Templates will need to be re-built. 
  • If the Algo Definitions deployed before the migration had user-defined Instrument Blocks: Any linked Algo Templates that were using affected Instruments will need to be updated.

How does this affect ‘persisted’ algo templates?

The information above applies to all affected algo templates.

Start writing or type / to choose a block

What is the impact to X_TRADER® Plug-ins?

Is there impact to RTD?

Links that reference products on the NYSE Liffe Gateway must be updated to map to the updated NYSE Liffe product names where applicable.

For more information regarding entering RTD formulas, refer to the XTAPI RTD Tutorial.

What is the impact to Trade Tracker or other X_TRADER® Professional Services

Trade Tracker relies on a combination of series key, TT Gateway Exchange-Flavor and Expiry date to create a unique Instrument ID. After the API upgrade, the new NYSE Liffe Gateway uses different series keys for all NYSE Liffe products.

Following migration, users may see two different Instrument IDs for the same contract via Trade Tracker:

  1. The Instrument ID for a contract on the previously installed NYSE Liffe Gateway, traded prior to the API upgrade.
  2. A second Instrument ID for the same NYSE Liffe contract after it gets traded on the new NYSE Liffe Gateway due to the series key change.

Start writing or type / to choose a block

Start writing or type / to choose a block

What is the X_RISK Impact?

Can I migrate existing workspaces?

No. Even though the same products can be traded, the series keys provided by the exchange are different as of the Optiq OEG upgrade. If a user tries to open an old workspace with NYSE Liffe products on the new NYSE Liffe Gateway, the contracts in the old workspace will not correctly resolve.

What if I currently use an X_RISK Historical Fill Server (HFS)?

You can begin recording data from the new NYSE Liffe Gateway following the migration.

Will SODs be carried over or do I have to publish via X_RISK?

NYSE Liffe positions will not be carried over to the new system. Users must manually enter SOD records for any outstanding NYSE Liffe positions. This can be done in the morning of go-live date, Monday, November 25.

Important Note:

  • Ensure to publish on the new GW flavor (contact your local TAM for new flavors)

Start writing or type / to choose a block

How do I migrate product limits under Gateway Login?

The Migrate Users to New Gateways steps will migrate all Product Limits copied to a new flavor, if necessary. Customers in TTNET will be migrating to new gateway flavors as a result of this upgrade.

For adding/editing Product Limits, refer to the following Help. https://www.tradingtechnologies.com/help/tt-user-setup/gateway-login-risk-administration/creating-product-limits-for-gateway-logins/

Are there changes to Product Group Permissions?

  • No, there is no change is required for Product Group Permissions setting in TTUS.

Start writing or type / to choose a block

How Do I Migrate Traders in TT User Setup?

Can traders use their existing trader IDs on the new API?

No. Since Euronext is issuing new sessions to customers for use on Optiq, customers must create new gateways logins, or modify existing logins as necessary.

Customers should create new order sessions, which may be added to the NYSE Liffe Gateway as described below in the “What is the TT Gateway Impact” section. 

Updates to Customer Defaults should be completed following the migration, (e.g., updating Account Types if necessary).

Single Broker TTNET Client

Follow the steps below for each of the existing GW flavors by using migration tool in TTUS.

Step Summary:

  1. Advanced Prep - Create new flavors by copying from existing for the Go-Live weekend 
  2. On or after November 22nd - Enable new flavors and disable old flavors. Update “Connection” in Customer Defaults if it is used.
  3. Post Go-Live - Delete existing (old) flavors from TTUS after the exchange announces the final decision for go-live

Start writing or type / to choose a block

1. Create new flavors by copying from existing prior to the go-live on November 25th. Prior to the go-live, go to Server Admin > Migrate Users to New Gateway.

Uncheck “Delete Gateway Logins related to source gateway” to leave existing (old) flavors, and use “Set all to unavailable (unchecked)” and “Set all to manual (unchecked)”.

For the description of each parameters, refer to https://www.tradingtechnologies.com/help/tt-user-setup/server-administration/migrating-users-to-a-new-gateway/

This image has an empty alt attribute; its file name is ZvirbzAAKdvhbbpRn5sCvGD2cFp9TOc9dQlkwc3FpCjnn1WslkFSDfcYuWLqIr9qGaQkgTdLvptIB2g9ZKha-wkDSB_83-gt8-0GQAZ9BemfuL2WxbEMg-M6wWBmxdYc2Alj0Pmc

2. Disable old flavors and enable new flavors 

After the close on November 22nd, disable the old Gateway flavors and enable the new flavors from User Admin > User’s Gateway Login Attributes > Filter on a flavor > Select All Rows > Edit.

Filter on the old GW flavors and disable

Uncheck “Available to User” “Available to FIX Client” “Automatically Login” and Save.

Filter on the new GW flavors and enable

Check “Available to User” “Available to FIX Client” “Automatically Login” and Save

This image has an empty alt attribute; its file name is 2vADAZOEkbO99HwdSwM-_a_R6bO8le360pLaft-NJBg0iyN_fWv3lcEX8eudIwgvNGIGsHhX9fHTPK1zQIQxYDuk5CU6Wgw5-DR6hTW19glg4xXJFFBfAjA-zwQF3Lu0rH6gViD_

The step above covers Gateway Login, Gateway Login Product Limit, Account Based Product Limit, and Customer Defaults, except for the “Connection” field in Customer Defaults. The “Connection” field has to be updated manually. To find out if “Connection” is configured, go to User Admin > X_TRADER Customer Defaults, and ensure “Conn Gateway” and other  “Conn xxxx” fields are empty.

Start writing or type / to choose a block

This image has an empty alt attribute; its file name is q729FoFFfEpwElgZCwE8HUiv3gFDtHqB_eQ_pnsyvqUN9WXANw6HIlWvYtzws_1qvfCHW_CwJtKkLVcUWo0CitBcQmKSneV64oP9bMPvmFFJV2wPVIsaLhgAjLJghm8VRQYbe8h9

3. Delete existing (old) flavors from TTUS after the exchange announces the final decision for go-live.

Start writing or type / to choose a block

ASP (MultiBroker) Client

The steps are the same as above for Single Broker TTNET, except that migration of the existing GW flavors to the new GW flavors will be handled by TT. Refer to the above for details. 

Step Summary:

  1. After close of trading on November 22nd - Enable new flavors and disable old flavors. Update “Connection” in Customer Defaults if it is used.
  2. Post Go-Live - Delete existing (old) flavors from TTUS after the exchange announces the final decision for go-live.

How do I migrate product limits under Gateway Login?

The Migrate Users to New Gateways steps will migrate all Product Limits copied to the new flavor.

For adding/editing Product Limit, refer to the following Help. https://www.tradingtechnologies.com/help/tt-user-setup/gateway-login-risk-administration/creating-product-limits-for-gateway-logins/

Start writing or type / to choose a block

What is the impact to API Applications?

Are there changes to various API fields?

The following table lists changes in NYSE Liffe Gateway behavior that may impact X_TRADER® API and TTAPI applications. Users should familiarize themselves with the following changes and determine the impact on existing X_TRADER API and TTAPI applications.

Start writing or type / to choose a block

Start writing or type / to choose a block

What is the impact to NYSE Liffe products?

Series keys are updated for all NYSE Liffe products.

What is the minimum version of TTAPI/X_TRADER API?

There are no dependencies that are version specific due to the upgrade to the new NYSE Liffe platform.

Start writing or type / to choose a block

How does this migration impact existing FIX Adapter users?

What is the FIX Client Impact?

No impact is expected, though users should note that the Series Key will change as a result of this upgrade. TT recommends that customers perform testing in simulation (DDE) prior to November 25 to ensure that their applications do not encounter issues. Administrators must determine how the new values might affect their FIX Clients and be prepared for those changes when products are migrated.

If a FIX client is using Tag 18203 (ExchangeGateway) for order routing, check your broker for the new flavor.

Is there impact to FIX Adapter logins in TT User Setup?

You must update all FIX Adapter Client and Server Gateway Logins with correct logins as necessary. Euronext is issuing all new sessions to customers for use on the Optiq OEG API, so new gateway logins with new flavors are required. 

Start writing or type / to choose a block

What is the FMDS Impact?

What configuration changes are required to FMDS?

None.

How do I modify the FMDS.cfg file?

Since the contract names are not changing, no modification to the FMDS.cfg file is necessary.

How do I convert an existing FMDS database?

Since the contract names are not changing, no database conversion is necessary.

Required steps for FMDS to provide access to historical data

After the upgrade, and once the price server downloads contracts, customers must take the following actions in order to display historical data:

  1. Open the FMDS Management Console window.
  2. On the Connection tab, in the Service Control section, click the blue stop buttons next to the TTFMDSFeed and the TTFMDSResp fields to shut down the FMDS feed and responder.
  3. On the Connection tab, in the Service Control section, click the blue start buttons next to the TTFMDSFeed and the TTFMDSResp fields to restart the FMDS feed and responder.
  4. After the NYSE Liffe Gateway starts and new products are downloaded, open the command line console and enter the following command to verify that the expected NYSE Liffe products and instruments are subscribed to (i.e., check the Dynamic Manifest):

    <root drive>:\tt\fmds\bin\fmdsconsole --host<IP Address> --getdm

  5. If applicable, shutdown and restart any X_STUDY® applications running in your environment.

What is the recommended FMDS Version?

TT recommends users upgrade to FMDS Version 7.6.1 or higher.

What is the TT Gateway Impact?

New order sessions, Logical Accesses, are required

NOTE:Customers utilizing the X_TRADER Platform should request Logical Accesses for the FIX API.

For Explanation on Logical Access, segment breakdown, etc. please see the section beginning on p96 of the “How the Market Works” document from the exchange.

One Logical Access can only apply to one segment. Using the same connection across multiple Optiq segments will not be possible.

Logical Access requirements are as follows: 

  • To send messages to an instrument hosted on any segment, the client requires a Logical Access on that specific segment. For instance, to send messages to an instrument hosted on the Equity Derivatives segment, the client requires a Logical Access on Equity Derivatives. 
  • The same Logical Access for a segment can be used to send orders for Central Order Book (COB), wholesales and Request for Cross (RFC). 
  • Logical Accesses are assigned a Functional Access Role. The list of such roles for Derivatives contains: Trading, Market Making, and RiskGuard.  Customers utilizing 7x should request Trading sessions for the FIX API.

Individual Optiq Segments are comprised of one or several Optiq Partitions. An Optiq Partition is a technical subdivision of an Optiq Segment. Each Partition relies on an optimized technical environment, physically independent from one another, and connected via a routing system to other partitions within the segment. 

One Logical Access will give access to all Partitions belonging to the same Optiq Segment. 

Within the same Optiq segment, the load balancing process may result in instruments being assigned a different Partition, and as such different routing information, from one day to another. 

How do I configure the Order Server:

 API

Sample configuration for Logical Accesses in the hostinfo.cfg file, where 2 sessions are configured, one connecting to Segment 11 and the other to Segment 12:

[OrderServerSession_1]

PrimaryPort=123456

SenderCompId=0009999

SegmentID=11

LogicalAccessID=22222

CancelOnDisconnect=Y

Member=16G

LogSendReceive=1

A1=1:9

A2=1:8

A3=1:10

G1=1:10

G2=2:10

G3=2:10

M1=6:9

M2=6:8

M3=6:10

P1=2:9

P2=2:8

P3=2:9

U1=1:10

[OrderServerSession_2]

PrimaryPort=45678

SenderCompId=0008888

SegmentID=12

LogicalAccessID=33333

CancelOnDisconnect=Y

Member=16G

LogSendReceive=1

A1=1:9

A2=1:8

A3=1:10

G1=1:10

G2=2:10

G3=2:10

M1=6:9

M2=6:8

M3=6:10

P1=2:9

P2=2:8

P3=2:9

U1=1:10

The Member ID is configured by the customer. When LA’s across Segments are assigned to the same Member, orders will be routed to the correct LA based on the product being traded. So, a trade routed on an Index Derivative will use the associated LA for Segment 11, while a trade routed on an Equity Derivative will be routed on Segment 12.

The Logical Access ID provided by the exchange is always 8 characters, with any leading 0’s required. For instance, if the ID is 12345, 00012345 would be used.

Account Code Mappings

For details from the exchange on Account Type and Clearing Instruction, please see p49 of the Euronext Migration Guidelines v2.

Old to new Field Mappings:

This block contains unexpected or invalid content.ResolveConvert to HTML

Old Account CodeNew Account Code(Type)Old Clearing InstructionNew Clearing Instruction
A: Allocation1: Client- : 0: Undefined 0: Undefined / Process Normally
C: Customer2: HouseM: 8: Manual 8: Manual 
G: Giveup to a single firm6: Market Maker (Liquidity Provider)A: 9: Automatic 9: Automatic Posting Mode
H: House
N: 4008: Automatic and Account Authorisation 10: Automatic Give-Up Mode (formerly 4010 on CCG)
M: Market Maker
B: 4009: Manual and Account Authorisation 
N: Non-Segregated
G: 4010: Give-up to single firm
S: Segregated


U: Unassigned


New Account Type Mappings:

Account Type (7x)Account Type (OEG) / Tag 6399Clearing Instruction / Tag 577
A119
A218
A3110
G1110
G2210
G3210
M169
M268
M3610
P129
P228
P3210
U1110

Start writing or type / to choose a block

How do I configure the Price Server?

There is no change to the Price Server configuration.

How do I migrate an existing NYSE Liffe Gateway to a new NYSE Liffe Gateway on the same machine?

If you use the same server-class machine for the new gateway, you have to first uninstall the existing NYSE Liffe Gateway before you install the new NYSE Liffe Gateway.

Before beginning the installation, you must first do the following:

  • Cancel all working orders including GTC, GTD, and GTDate orders.
  • Uninstall the NYSE Liffe Gateway:
    • Stop all TT services running on the NYSE Liffe Gateway.
    • Move <root drive:>\tt to <root drive:>\tt_backup
    • Uninstall all gateway child components: TTChron, TT Guardian, TT Messaging.
    • Delete <root drive:>\tt
  • Refer to the NYSE Liffe Gateway Help to complete the installation and initial configuration of the NYSE Liffe Gateway.

Can I use Auto-SOD with the NYSE Liffe Gateway?

If Auto-Calculate-SOD was enabled on the existing NYSE Liffe Gateway, ensure that it is enabled on new NYSE Liffe Gateway after installation.

Start writing or type / to choose a block

Start writing or type / to choose a block

What is the impact to Strategy Engines (SEs) connected to the new NYSE Liffe Gateway?

What SEs are impacted?

Autospreader® SE, Algo SE, and Synthetic SE servers connected to NYSE Liffe Gateways in your trading environment are not impacted.

Do I have to make configuration changes to the SE servers?

No configuration changes for Synthetic SE will be needed, unless the gateway flavor will be changed as a result of the migration.

What about working orders on SEs for NYSE Liffe contracts?

Prior to migrating to the new NYSE Liffe Gateway, traders must delete all working synthetic orders submitted for NYSE Liffe contracts on a Synthetic Strategy Engine, Algo SE, or Autospreader® Strategy Engine server.

NOTE: As before, Euronext does not support Stop orders natively. Customers who utilize this functionality may need to consider adding a Synthetic Strategy Engine (Synthetic SE) to their environment. For further information regarding Synthetic SE, please reference the TT website.