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
TT Gateways use the [OrderServerSession_X] sections in the hostinfo.cfg file to configure the Order Session connections.
The following shows the [OrderServerSession_X] section in the hostinfo.cfg file:
Example [OrderServerSession_X] section
The following table describes the [OrderServerSession_X] parameters:
Sets the section header. The order session header must follow the format [OrderServerSession_X] where X equals any unique alpha-numeric value.
Sets the ITM used for the particular Order Session.
Since Order Sessions can only connect to one environment (i.e., Equities or Financials), you may have to set SenderCompID equal to the same ITM in multiple [OrderServerSession_X] sections.
Sets the credentials for exchange logins. This value must equal the member mnemonic provided by the exchange.
Sets the primary exchange IP address used to connect the particular order session.
Sets the primary exchange port assignment used to connect the particular order session.
Set this equal to the direct trader’s Member portion of their Member, Group, Trader ID (MGT). TT Gateways use this value to route traders’ orders through a particular order session. Since the exchange uses a separate environment for Financials and Equities, you can use the same Member parameter in multiple Order Sessions. This allows traders to map to a separate order session for each environment.
Sets the IP address of the dedicated exchange-facing Network Interface Card (NIC) for the particular Order Session.
By default, the Order Session uses the primary NIC to communicate with the exchange. On multiple NIC machines, users may use the NetworkInterfaceFeed parameter to dedicate a specific NIC for the order session.
Sets whether this Order Session connects to the Equities or Financials environment. This parameter has two available settings:
Set this equal to the values listed in the [ExchangeCodeMappings] section that match the exchanges enabled for the ITM (SenderCompID).
Sets which [AccountCodeMapping_X] section the order session uses for account code mapping.
By default, TT Gateways install with AccountCodeMapping=DefaultMapping.