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
Uniquely Identifying Traders
TT Gateways Version 7.15.2 and higher contain an enhancement which uses an existing trader login to uniquely identify each trader at the exchange and through to the clearing firm.
The TT Gateway forwards the trader’s unique identifier via the SecondaryClOrdID field in the exchange’s API. This field is similar to the szTraderCardRef (Trader Card Reference) in the LIFFE CONNECT API.
The SecondaryClOrdID is paired with each new order; appears in fill responses and order reject messages from the exchange; and forwarded through to the clearing firm as FIX Tag 526.
Determining the Unique Trader Reference
When a trader submits a new order or modifies/deletes an order, the TT Gateway uses the hierarchy listed below to determine which value uniquely identifies that trader.
- SenderSubID value as populated by FIX Adapter or the X_TRADER API
- Username as configured in TT User Setup
- TTORD Trader ID
- Direct Trader ID
For example, if SenderSubID is not present but the trader has a Username configured in TT User Setup, the gateway forwards the Username in the SecondaryClOrdID field in the exchange’s API.
The SecondaryClOrdId field may contain any alphanumeric value up to 16 characters in length. Users should adhere to this limitation when creating trader IDs.