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
Routing to the Exchange
You can connect to the Liffe and Euronext markets by either establishing a direct connection at your customer site or establishing connectivity via TTNET.
The exchange allows internet connection via VPN. However, due to the negative impact on gateway performance and the unreliable nature of internet connections, TT strongly recommends against connecting to the exchange via the internet.
You must properly configure a network route to the Retransmission, Refresh and FTP Servers. This includes allowing the servers access through any firewalls, routers, and/or switches throughout your network.
Failure to do so may result in missing and/or incorrect data.
Unlike the LIFFE Connect platform, UTP does not require an exchange-provided gateway. All exchange-side servers, routers, and switches exist within the exchange SFTI network and are maintained by Liffe.
For a description of the exchange network, refer to Exchange API Interface.