- OSE Migration
- TOCOM Migration
- SGX Migration
ASX NTP MIGRATION
- Planning an ASX NTP Migration
- Allowing X_TRADER users to rebuild their workspaces prior to migration weekend
- Copying customer defaults to new gateways prior to the migration weekend
- Updating product limits with the new contract names prior to the migration weekend
- Manual update of Customer Default ‘Connection’ field
- Rebuilding X_TRADER workspaces in advance of the migration
- Rebuilding X_TRADER workspaces on the migration weekend
- CFE Bats Migration
- eSpeed NFI Migration
- Euronext Optiq OEG Migration
TOCOM 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 are different on the TOCOM Gateway. If a user tries to open an old workspace with TOCOM products on the new TOCOM Gateway, the contracts in the old workspace will not correctly resolve. Note that this also includes charts within X_STUDY.
- Before September 16th (pre-migration), make sure your workspace set as start-up does not include TOCOM products. If included, remove the start-up setting.
- After mock on September 18th or go-live on September 20th (post-migration), rebuild the workspace with TOCOM products with new series keys.
- Products will be displayed with the Last Trading Date or SQ date (fixed date for Gold Daily Futures) after migration instead of contract month.
- 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 TOCOM products, as any remaining SSE orders will become unmanaged after the upgrade. This includes all synthetic and native orders submitted for TOCOM contracts on Synthetic Strategy Engine and Autospreader® Strategy Engine servers. After the migration is complete, do the following:
- Start the TOCOM Gateway prior to the first trading session in order to download settlement prices from the exchange.
- Have traders connected to the TOCOM Gateway resubmit their GTC, GTD, and GTDate orders for TOCOM products.
Will spreads in Autospreader that include TOCOM 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?Stop Orders and Best Limit orders will no longer be supported by the exchange. Contact your Account Manager for supported Synthetic SE order types. TT does not support Order with Closing Condition that is introduced by the exchange. Behavior of Market To Limit (MLT) was changed: In case there is no order on the opposite side, the order will be cancelled. Order Types:
- Market To Limit (behavior changed)
- Order with Closing Condition - TT does not support
Do I need to migrate Customer Defaults?If Customer Defaults are customizable from X_TRADER, it needs to be updated after migration. Refer to "How do I migrate Customer Defaults"?
What is the impact to X_TRADER® Plug-ins?
Is there impact to RTD?Links that reference products on the TOCOM Gateway must be updated to map to the updated TOCOM 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 ServicesTrade 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 TOCOM Gateway uses different series keys for all TOCOM products. Following migration, users may see two different Instrument IDs for the same contract via Trade Tracker:
- The Instrument ID for a contract on the previously installed TOCOM Gateway.
- A second Instrument ID for the same TOCOM contract after it gets traded on the new TOCOM Gateway due to the series key change.
What is the X_RISK Impact?
Can I migrate existing workspaces?Yes, the existing workspaces can be used. However, if users have an Alert Manager setting with TOCOM products, they may need to update it with the new products after migration.
What if I currently use an X_RISK Historical Fill Server (HFS)?You can begin recording data from the new TOCOM Gateway following the migration.
Will SODs be carried over or do I have to publish via X_RISK?TOCOM positions will not be carried over to the new system. Users must manually enter SOD records for any outstanding TOCOM positions the morning of the go-live date, Tuesday, September 20. Note: Currently, the Risk Account for the TOCOM sub-account is in FFT3. This will be changed to the Account# after the upgrade, so the Risk Account has to be populated in the Account# field when publishing SODs and Manual Fills on the new TOCOM Gateway flavor (contact your local TAM for new flavors).
How Do I Migrate Traders in TT User Setup?
Can traders use their existing trader IDs on the new TOCOM Gateway?For a TT-hosted environment, the TOCOM Gateway flavor will be changed for the TOCOM migration. Contact your local TAM for the new flavors.
Single Broker TTNET ClientFollow the steps below for each of the existing TOCOM Gateway flavor by using the migration tool in TT User Setup. Procedure summary:
- Advanced Prep - Create new flavors by copying from existing for the mock session on Sep 18th.
- On the day of mock trading - Enable new flavors and disable old flavors and do the mock trading. Update “Connection” in Customer Defaults if it is used.
- Post Go-Live - Delete existing (old) flavors from TT User Setup after the exchange announce the final decision for go-live
- Create new flavors by copying from existing for mock session on Sep 18th. Any time before mock session, go to Server Admin > Migrate Users to New Gateway. Refer to the migration procedure in the Help library. When configuring the migration tool,
- 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)”.
- Enter the existing gateway flavor in the "Source Gateway" field, and enter the new gateway flavor in the "Target Gateway" field as shown:
- Disable old flavors and enable new flavors and do the mock trading session. Later (sometime after day session close on September 16th and before mock session on 18th) when you are preparing for mock session, 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 gateway flavors and disable: Uncheck Available to User, Available to FIX Client, and Automatically Login and Save.
- Filter on the new gateway flavors and enable: Check Available to User, Available to FIX Client, and Automatically Login and Save
Note: This process covers Gateway Login, Gateway Login Product Limit, Account Based Product Limit, and Customer Defaults except for the “Connection” field, which 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. If you used the "Connection" setting, then it will have to be updated to point to the new connection flavor:
- Delete existing (old) flavors from TT User Setup after the exchange announces the final decision for go-live.
MultiBroker ASP ClientThis procedure is the same as Single Broker TTNET except for migrating the existing TOCOM Gateway flavors to the new TOCOM Gateway flavors (step #1 above), which will be handled by TT. Refer to "Single Broker TTNET Client" above for the step details. Summary:
- On the day of mock - Enable new flavors and disable old flavors and do the mock trading. Update “Connection” in Customer Defaults if it is used.
- Post Go-Live - Delete existing (old) flavors from TT User Setup after the exchange announces the final decision for go-live.
How do I migrate Customer Defaults?Updates to Customer Defaults should be completed following the migration. If the “Restrict user from editing their local Customer Defaults” option is checked, it is all controlled in TT User Setup. The Sub Account in FFT3 is no longer required, but Account Type is now required. Refer to the following list:
- Account Type: The Account Type is ignored on the current TOCOM system, but it has to be populated with the appropriate Account Type in the new system: A1~A3, Agency; P1~P3, House; G1, Giveup Agency; G2, Giveup House.* Give Up and FFT3 fields are required for G1~2* Please contact your local TAM for customizing Account Type mapping
- Account# (up to 10 characters): The Sub-Account is no longer required in FFT3, and Risk Account (where Account Based Risk is imposed) is changed from FFT3 to Account#.
- Update other fields as necessary
How do I migrate product limits for Gateway Logins?The Migrate Users to New Gateways steps will migrate all Product Limits copied to the new flavor. For adding/editing Product Limits, refer to the Help library.
How do I migrate Account Based Risk?As the exchange no longer requires the sub-account in FFT3, the Risk Account (where Account-Based Risk check is imposed) is now changed to the Account# field. Any risk limit configured with sub-account has to be configured with the value in Account#. All TOCOM products have new series keys, therefore you will have to migrate any Contract-Specific Overrides under Account Based Risk. From the User Admin window, select Contract Limits to check if contract limits have been set up for any products. Contract Limits change can only be updated after migration by editing each limit (mass edit is not available).
Are there changes to Product Group Permissions?No, TOCOM has only one group named “TOCOM”. There is no change required for Product Group Permissions in TT User Setup.
What is the impact to API Applications?
Are there changes to various API fields?The following table lists changes in TOCOM 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.
|Change||Description||TT API||X_TRADER® API|
|Series Key||Any inbound or outbound messages for TOCOM instruments with the new series keys or product names are impacted.||InstrumentKey SeriesKey||Key SeriesKey|
|LongSeriesName||Any inbound or outbound messages for TOCOM instruments with the new series keys or product names are impacted.||InstrumentDetails||SeriesName|
|Timestamps||TOCOM forwards timestamps in Japan Standard Time (JST). TOCOM Gateways populate fill time and date using the data received from the timestamp_match field on the BD1. FIX Adapter configurations need to be adjusted to remove the -9 hrs bias that is currently in place for production TOCOM.||TransactionDateTime||Date|
What is the impact to TOCOM products?Series keys are updated for all TOCOM 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 TOCOM platform.
How does this migration impact existing FIX Adapter users?
What is the FIX Client Impact?
If a FIX client application is currently identifying instruments using the Security ID method (FIX tags 55, 48, and 207), and as a result of the change in values it plans to start using the Alternate Secuirty ID method, the application must include tag 167 in addition to tags 55, 10455, and 207.
Administrators must determine how the new values will affect their FIX Clients and be prepared for those changes when products are migrated.
Note: If a FIX client is using Tag 18203 (ExchangeGateway) for order routing, check your broker for the new flavor
Critical changes to SecuritAltID (10455) and SecurityID (48)
The content value semantics for these FIX tags will change when connecting to the new TOCOM Gateway. Please refer to the following table.
|Next J-GATE TOCOM
exchange instrument alias
exchange instrument alias
exchange security ID
*Note: The new TOCOM Gateway will not no longer include the contract month in Tag 10455.
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. TOCOM is issuing all new sessions to customers for use on the Next J-GATE API, so new gateway logins are required.
What is the impact to Timestamps?FIX Adapter configurations need to be adjusted to remove the -9 hrs bias that is currently in place for production TOCOM. TOCOM Gateways populate fill time and date using the data received from the timestamp_match field on the BD1.
What is the FMDS Impact?
What configuration changes are required to FMDS?The migration impacts FMDS customers currently connecting to TOCOM Gateways in the following manner:
- You can use the TOCOM schedule for the changed TOCOM series keys.
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 dataAfter the upgrade, and once the price server downloads contracts, customers must take the following actions in order to display historical data:
- Open the FMDS Management Console window.
- 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.
- 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.
- After the TOCOM Gateway starts and new products are downloaded, open the command line console and enter the following command to verify that the expected TOCOM products and instruments are subscribed to (i.e., check the Dynamic Manifest): <root drive>:\tt\fmds\bin\fmdsconsole --host<IP Address> --getdm
- 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?
How do I configure the Order Server:Please refer to the TOCOM Gateway Order Server configuration topic in the help library.
How do I configure the Price Server?The TOCOM 7.18.Gateway requires a combination of the ITCH and OM price feeds to deliver market data. These feeds are utilized as follows:
- Price Server: The ITCH API is used to deliver streaming, real time price data.
- Price Bridge: The OM API requires a Market Information ID, similar to previous versions of the TOCOM Gateway, which is used to deliver certain reference prices such as Settlement and Open/Close.
## PRICE SERVER CONFIGURATION ##
MulticastGroup=TOCOM-1Price Server Failover: In order to enable hot failover for TOCOM Price Servers between TOCOM System 1 and System 2, customers must configure a pair of TOCOM Gateways using the same flavor. When configuring Price Server failover, the following should be considered:
- The secondary TOCOM Gateway and Price Server must be the same version and configured with the same Exchange-Flavor and multicast channels as the primary TOCOM Gateway.
- Any changes made in the aconfig.xml and aconfig_local.mxl files (e.g., enabling PFX) need to be made on both TOCOM Gateways.
- The hostinfo.cfg file on both the primary and secondary TOCOM Gateways must be configured with the following:
- The same settings for the [PriceServer] section parameters.
- Identical product subscriptions. For example, if the primary Gateway is subscribing to MulticastGroup=TOCOM-1, the secondary Gateway must be subscribed to that as well.
- To configure the secondary TOCOM Gateway so that only the Price Server runs, comment out the Order Server and Fill Server sections in the ttchron.ini file on the secondary TOCOM Gateway.
- Identical MulticastGroups.cfg files are required on both the primary and secondary TOCOM Gateways.
## PRICE BRIDGE CONFIGURATION ##
AccessIP=<Primary IP Address>
AccessIPSecondary=<Secondary IP Address>
UserId=<Market Information ID>
UserPassword=<Password>Options for configuration of the Price Server and Price Bridge for failover purposes are as follows:
- In order to support hot failover of the Price Server, each should have a Price Bridge configured with a unique Market Information ID in the hostinfo.cfg.
- If customers do not wish to run the Price Server in hot failover mode, the primary Price Server may be configured as follows:
- Configure the Price Bridge with a Market Information ID on the primary Price Server
- Configure the Price Bridge on the secondary Price Server using the same Market Information ID as the primary Price Server, but comment out the Price Bridge section in TTChron on the secondary server. In this case, should failover to the secondary Price Server occur, Settlements, Open/Close and Price Limit prices will be missing on the secondary. When this occurs, the customer may perform a manual failover of the Price Bridge by enabling it in in TTChron after disabling it on the primary.
How do I migrate an existing TOCOM Gateway to a new TOCOM Gateway on the same machine?If you use the same server-class machine for the new gateway, you have to first uninstall the existing TOCOM Gateway before you install the new TOCOM Gateway. Before beginning the installation, you must first do the following:
- Cancel all working orders including GTC, GTD, and GTDate orders.
- Uninstall the TOCOM Gateway:
- Stop all TT services running on the TOCOM 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 TOCOM Gateway Help to complete the installation and initial configuration of the TOCOM Gateway.
Can I use Auto-SOD with the TOCOM Gateway?If Auto-Calculate-SOD was enabled on the existing TOCOM Gateway, ensure that it is enabled on new TOCOM Gateway after installation.
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 TOCOM products:
- If the Algo Definitions deployed before the migration contain any static Instrument Blocks pointing to affected instruments (i.e., TOCOM 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.