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
Price Server Files Optiq
Price Server Log File
At startup, the Price Server creates a Price Server logfile named Exchange-Flavor_Mode_PriceServer_Date.log to the <root drive>:ttlogfiles directory where:
- Exchange-Flavor equals the gateway named chosen at install (e.g., NYSE_Liffe-B).
- Mode equals the trading environment: PROD (Production) or SIM (Simulation).
The Price Server adds a new entry for each action, including initialization behavior, logins, configuration values, and contract definitions. You can use the Price Server logfile to aid in diagnosing problems related to market data.
Standing Data .xml File
TT Gateways download Standing Data .xml files, via the exchange's FTP server, for each subscribed product group. The exchange provides new versions of the Standing Data files daily and prior to the product open.
To avoid potential firewall impacts, users must take into account that TT Gateways establish the FTP connection in Active mode.
The Standing Data .xml files contain the initial product definition for each product available from the exchange. In addition, TT Gateways receive updated product information intra-day as part of the exchange's multicast feed.
TT Gateways include a tt_nyse_liffe_talk.exe application to manage the Standing Data files. TTChron runs the tt_nyse_liffe_talk.exe application daily which automatically overwrites the previous days' file.
The TT Gateway stores the Standing Data .xml files in the tt:datfiles directory and uses the following naming convention: NYSELIFFE_stdata_tradinghost_exchangecode_DDMMYY.xml where:
- Tradinghost equals fin for financials, eqt for equities or blear for Bclear instruments.
- Exchangecode equals the single-character contract code.
- DDMMYY equals the two-digit day, two-digit month, and two-digit year.
|Example Standing Data .xml filename|
For example, a standing data file for equities may have the following filename:
while the standing data file for a financials product appears as:
If the TT Gateway cannot process a particular Standing Data file, the gateway logs an error message in the Price Server logfile similar to:
Error Parsing Standing Data File: C:ttdatfiles/standing_datanyseliffe_stdata_eqt_G_040510.xml.