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NYSE Liffe Gateway Documentation

Support for Stop Orders


Currently, the exchange does not natively support stop orders. To submit stop orders, you must use the combination of X_TRADER Pro version 7.8.2 (or higher) and the TT Synthetic Strategy Engine (SSE).

Moving the synthetic stop order management from the TT Gateway to SSE removes the need for the order server to process market data updates. As a result, latencies for all orders on the TT Gateway are reduced by half.

For additional information on SSE, refer to the TT Synthetic Strategy Engine System Administration Manual.

FIX Adapter and X_TRADER API

Currently, the TT Synthetic Strategy Engine does not provide support for stop orders submitted by TT FIX Adapter or X_TRADER API.