NYSE Liffe Gateway Documentation
- NYSE Liffe Gateway And The Exchange
- Installing And Upgrading
- Configuring Global Settings
Configuring Market Data
- Understanding the Price Feed
- Configuring the Price Server Connection
- PFX Support
- Price Server Files
- Tick Tables, Point Values, and Product Tables
- Support for Market Depth
- Calculating Volume at Price
- Configuring Product Subscriptions ( Exchange Data Publisher (XDP) Only)
- Support for Open, Close and Settlement Prices
- Understanding the Price Feed Optiq
- Configuring the Price Server Connection Optiq
- Price Server Files Optiq
Configuring The Order Server
- Understanding Order Management
- Clearing Environment Impact
- Order and Fill Server Files
- Configuring Order and Fill Server Connections
- Configuring Order Sessions
- Supported Order Types
- Example Case Studies: Order Session Configuration
- Example: Configuring Order Sessions
- Configuring Account Code Mapping
- Configuring Give Up Orders
- Support for Stop Orders
- Configuration Parameters
- NYSE Liffe Gateway Codes
- Wholesale Trades
- Disaster Recovery
GAL and Depth Settings
TT Gateways install with the following Global Attribute List (GAL) and depth settings. For details on these settings and their effect on the TT Gateway, refer to the TT Gateway Architecture SAM Version 7.X.
The following table lists the GAL settings and default values for the TT Gateway.
TT Gateways install with Last-Traded-Quantity equal to 1.
By default, the TT Gateway only sends price information relevant to the last trade..
TT Gateways install with Implicit-Spread-Prices equal to 0.
The TT Gateway does not provide implieds for spreads.
TT Gateways install with Implicit-Outright-Prices equal to 2.
The TT Gateway provides implied for outrights but does not merge them into the inside market best bid and ask prices and quantities..
TT Gateways install with Non-Tradable-Prices equal to 1.
The TT Gateway displays both normal and off-ticking prices.
The following table lists the default values related to market depth on the TT Gateway.
TT Gateways install with Market-Depth equal to 1.
The TT Gateway supplies aggregate Market Depth.
TT Gateways install with NumDepthLevels equal to 20.