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
Preparing to Install
Before installing a TT Gateway, the customer must perform the following tasks:
- Individual Trader Mnemonics (ITMs): used to identify Order
Sessions. LIFFE Connect customers that migrate to the UTP protocol
may request that the exchange permission existing ITMs for UTP.
However, you cannot use the same ITM to connect to both platforms
at the same time. The exchange pairs an ITM to the firm’s “Responsible
Person” as defined by the exchange.
TT Gateways forward the ITM value to the exchange as the SenderCompID field in the Common Customer Gateway's (CCG) binary protocol.
- Member mnemonic ID: used to identify the trading firm
or trading group in login messages to the CCG.
TT Gateways forward the member mnemonic ID to the exchange as the SenderSubID field in the Common Customer Gateway's (CCG) binary protocol.
- Unique Source IDs: used to subscribe to the exchange XDP
Retransmission Server. You must use at least one Source ID per TT Gateway.
You may utilize additional Source IDs to improve gateway performance
TT Gateways forward the value of the ReplayID1 parameter in the hostinfo.cfg file to connect to the Retransmission Server.
- Standing Data FTP Server IDs: used to access the exchange FTP server in order to download initial instrument definitions. TT Gateways forward the StandingDataServer, StandingDataUser, and StandingDataPass parameters in the hostinfo.cfg file in order to access the Standing Data FTP Server.
As the installer, you must perform the following tasks (all required information listed below is used during the install):
- Review all pre-installation tasks listed in the TT Gateway Architecture SAM Version 7.X.
- Identify the number of traders using the TT Gateway.
- The exchange provides some of the trader credentials via an XML file. The installer should verify that the Site ID listed in the file matches their location.
- Ensure that any firewalls allow access to all of the exchange’s servers.
- To obtain certain market data from the exchange, TT Gateways
must be able to access the exchange’s FTP server.
To avoid potential firewall impacts, users must take into account that TT Gateways establish the FTP connection in Active mode.