MX Gateway Documentation
- TT Gateway And The Exchange
- Installing And Upgrading
- Configuring Global Settings
Configuring Market Data
- Understanding the Price Feed
- Configuring the Price Server Connection
- HSVF Market Data Configuration
- Configuring the Price Server Connection 7.18
- Number of Orders at Price
- Support for Market Depth
- HSVF Market Data Configuration 7.18
- Calculating Volume at Price (VAP)
- Configuring Product Subscriptions
- Support for Settlement Prices
- Support for Implied Prices
- Configuring Order Management
- Configuration Parameters
- Disaster Recovery
Support for Settlement Prices
The MX Gateway sends any daily, official intra-day settlement prices (i.e. settlement prices received before market close) received from the exchange immediately to the client trading applications. However, the final settlement price is only updated by the gateway at or after the Closing market state for a contract.
Viewing Settlement Prices
Intra-day settlement prices are displayed in the IndSettle column in the X_TRADER® Market Grid as soon as they are received from the exchange via the MX Gateway. The IndSettle column remains populated with the intra-day settlement price until the market closes or when the Price Server is restarted on the gateway.
At startup, the Price Server updates the Settle column in the Market Grid with the previous day’s settlement price. During the Closing market state, the Price Server updates the Settle column with the closing settlement price sent by the exchange for that trading day.