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
TT Trading System Compatibility
The table below lists all required and/or recommended minimum versions of client applications to facilitate trading on Liffe:
To utilize all available exchange functionality, TT Gateways require X_TRADER Version 7.8.1 or higher. This version of X_TRADER includes the following Liffe specific enhancements:
TT has tested and approved X_TRADER 7.7.0 to provide limited trading functionality. This represents the minimum version to support implied prices on the TT Gateway.
X_TRADER Pro 7.8.2 and TT Synthetic Strategy Engine (SSE) 7.1.0 required to support trading Stop Orders.
XTAPI 7.5.2 or higher
XTAPI 7.5.2 provides basic support for TT Gateways. XTAPI 7.6.2 and higher contain an enhancement that supports indicative settlements.
X_RISK 7.4.4 or higher
TT is currently developing a version of X_RISK that supports indicative settlements.
FIX Adapter 7.5.8 or higher
TT is currently developing a version of FIX Adapter that supports indicative settlements.
X_STUDY 7.5.0 or higher
Currently, X_STUDY does not support indicative settlements.
X_STUDY users must manually update the x_study.exe.config file for Liffe Fill indicators to display properly.
FMDS 7.4.5 or higher
FMDS does not support settlement prices
Back Office Bridge 3.2.0 or higher
TT Gateways also support the Auto-Calculate-SOD functionality for managing trader positions.
Autospreader® SE (ASE) 7.1.2 or higher
Previous versions are not compatible.
TT User Setup 7.3.1 or higher
Price Proxy 7.14 or higher
Trade Tracker 1.7.5 or higher
Additional X_STUDY Impact
Users must upgrade to X_STUDY version 7.5.0 or higher. Following the upgrade, perform the following to enable X_STUDY to work with Liffe Fill Indicators.
To configure X_STUDY for use with the TT Gateway:
- Use a text editor, such as Notepad, to open the X_STUDY.exe.config file.This file is located in the <root drive>:ttx_study directory.
- Under the <appSettings> section,
add the following value to provide the correct exchange fill and
daylight saving time offsets for Liffe:
<add key="NYSE_Liffe" value="0,60" />
- Save and exit the X_STUDY.exe.config file.
TT recommends verifying these changes following any X_TRADER upgrade.