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
Post Install – Hostinfo.cfg File Optiq
Overview
You must configure all connection information in the hostinfo.cfg file as described in the sections below.
Configuring Price Server Connection
By default, TT Gateways install pre-configured to join the correct market data multicasts for all products. However, you must add your exchange-provided credentials to connect to the Standing Data, Refresh and Retransmission servers using the procedure below.
In addition, you can perform additional configurations as described in Configuring Product Subscriptions.
To connect the Price Server: |
- Use a text editor, such as Notepad, to open the hostinfo.cfg file.
- To establish the connection with the exchange
Refresh and Retransmission Servers, you must set the ReplayID parameter
equal to the exchange-provided source ID. You must also remove the
hash (#) symbol from in front of the parameter.
If the exchange provides additional replay IDs, you may them to the hostinfo.cfg file by adding ReplayID parameters followed by a sequential, numerical value (e.g., ReplayID1, ReplayID2, etc.)
-
Standing data, including multicast information, is now retrieved via the Euronext File Services (EFS) mechanism rather than via FTP as in previous versions. Customer administrators should request EFS sessions via the Euronext Optiq portal at https://connect2.euronext.comWithout access to EFS, the Price Server will not start up successfully. Gateways that will run the NYSE Liffe Price Server must have access to https://efs.euronext.com over the Internet.This is configured in hostinfo.cfg as follows:[PriceServer]standingdataserver=https://efs.euronext.com/standingdatauser=obtained from exchangestandingdatapass=obtained from exchangestandingdataenvironment=Production
Configuring Order and Fill Server Connections
The exchange provides two separate environments; one for Equities and a second for Financials. To accommodate this setup, TT recommends configuring at least two Order Sessions with one for each environment.
The procedure below shows the minimum configuration required to place orders and receive fills. For an explanation of advanced configurations, refer to the content beginning with Configuring Order and Fill Server Connections.
To connect the Order and Fill Servers: |
- Use a text editor, such as Notepad, to open the hostinfo.cfg file.
- To establish the Order Session connection, add
your credentials to the following parameters:
- SenderCompId: 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.
Example: SenderCompId=4TD
Note 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.
- SenderSubId:
Set this equal to the firm's member mnemonic. Multiple Order Sessions
may use the same member mnemonic for the SenderSubId parameter.
Example: SenderSubId=FRM
- Member:
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.
Example: Member=MB1
- PrimaryAddress:
Set this equal to the exchange's Common Customer Gateway (CCG) IP
address.
Example: PrimaryAddress=10.1.2.3
- PrimaryPort:
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.
Example: PrimaryPort=10001
- Environment:
Set this equal to the same environment permissioned for the session's
ITM (Equities or Financial).
Example: Environment=EQT
-or-
Example: Environment=FIN
- Exchanges:
Set this equal to the exchanges enabled for the ITM listed in the [ExchangeCodeMappings] section
in the hostinfo.cfg file
Example: Exchanges=London,Paris
- SenderCompId: 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.
- On servers with multiple network interface cards
(NIC), you may optionally use the NetworkInterfaceFeed parameter
to specify a NIC for this Order Session by removing the hash (#)
symbol and entering the NIC's IP address.
For more information on configuring multiple NICs, refer to Configuring Multiple NIC Setup.
- TT Gateways support multiple Order Sessions. To create additional Order Sessions, you can create a duplicate copy of the existing [OrderServerSession_X] section into the hostinfo.cfg file and assign a new, unique value for the section header and configure all parameters as described in Configuring Order Sessions.