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
Configuring Order and Fill Server Connections
To establish the order and fill connections, you must provide the proper credentials in each [OrderServerSession_X] section of the hostinfo.cfg file.
To establish the Order Session connection, add your credentials to the following parameters in the hostinfo.cfg file:
Set this equal to the exchange-provided ITM you wish to use for
routing through this particular Order Session. This value must be unique
for each Order Session.
You must work with the exchange to properly permission the Order Session's ITM for the trading environment (Equities or Financial) set by that session's Environment parameter.
Set this equal to the firm's member mnemonic. Multiple Order Sessions
may use the same member mnemonic for the SenderSubId parameter.
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.
Set this equal to the exchange's Common Customer Gateway (CCG) IP
Set this equal to the exchange's Common Customer Gateway (CCG) port
assignment. The exchange may provide two separate port assignments. TT Gateways
use the Binary Port provided
by the exchange.
Set this equal to the same environment permissioned for the session's
ITM (Equities or Financial).
Set this equal to the exchanges enabled for the ITM listed in the [ExchangeCodeMappings] section
in the hostinfo.cfg file.