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
The MX Gateway provides access to the MX exchange products via the SOLA electronic trading platform by connecting to the following interfaces:
- SOLA® Access Information Language (SAIL): The Order Server connects via the SAIL protocol to the SOLA Routing Engine, which runs as an interface to the SOLA Trading Engine server for order management.
- High Speed Vendor Feed (HSVF): The Price Server connects to the SOLA Routing and Trading Engines for prices via HSVF, which is a TCP-based market data protocol.
MX Connectivity Options
You can use the same lines for the MX Gateway that you are currently using to connect the Montreal Gateway. However, if you are a new MX customer, you will need to order lines from a service provider.
The exchange provides industry standard TCP/IP based connectivity options. You can connect the MX Gateway directly to the exchange or indirectly using a third-party vendor. Direct connectivity options include:
- Co-location at the MX Toronto data center.
- Points of Presence (POP) sites:
- POP locations are in Toronto, New York, Chicago, and London.
- 10/100/1000 Mb Ethernet connections are available.
- You are responsible for supplying the appropriate Telco lines and router at the POP.
Indirect connectivity options include:
- ISV network (e.g., TTNET).
- Third-party vendors. If you prefer a 3rd party vendor’s network for connectivity to the MX routing and trading engines, you can choose from a list of vendors provided on the exchange website.
Bandwidth requirements are determined by which products are traded and how many simultaneous price connections are established. The base requirement for all applications is 128 kbps, which is required to trade futures and options on futures.
Direct Connectivity: POP Network
The diagram in this section shows direct network connectivity to MX via a Point of Presence (POP) network site. In this diagram, the MX Gateway is deployed at the client site. The router and line connectivity to the POP are provided by the customer (brokerage firm, FCM, etc.) at this site.
Indirect Connectivity: TTNET
The diagram in this section shows indirect network connectivity to MX using an independent software vendor’s network (e.g., TTNET). In this diagram, the MX Gateways are deployed in TTNET. Customers connect directly into TTNET, which handles all network configuration, connectivity, and access issues for clients.