SFE Gateway Documentation
- TT SFE Gateway And The Exchange
- Installing And Upgrading
- Configuring Global Settings
- Configuring Market Data
- Configuring Order Management
- Configuration Parameters
- Variable Quantity Products
- Disaster Recovery
Configuring Order and Fill Server Connections
You must configure and establish a unique connection for each FIX Order Session on the TT SFE Gateway. Note: Before you begin, you are required to procure FIX Order Entry sessions from the exchange for use on the ASX NTP platform.
For SFE Gateway 7.18, the ExchangeBackupIP and ExchangeBackupPort parameters are required. The default Exchange Port is "6980" or "25xx/26xx" depending on connectivity location. Shared Order Groups and Purge/Retain orders are also optional. By default the Gateway will Retain orders. For more information about connecting to ASX NTP, refer to the ASX NTP Connectivity Guide. For assistance in configuring order sessions, please contact your local TAM.
ASX FIX Order Entry Gateways
Each user is permissioned to interact with the New Trading Platform via one primary and one secondary FIX Order Entry (FIX OE) gateway. Primary FIX OE gateways are located in the Australian Liquidity Centre (ALC). Secondary (backup) FIX OE gateways are located in the ASX Disaster Recovery site at Bondi Junction. The primary FIX OE gateway is active and available for the TT SFE Gateway to connect to. The secondary FIX OE gateway is unavailable unless the primary FIX OE gateway fails.
Primary Gateway Failure
In the case of an unexpected disconnection from a primary FIX OE gateway, the TT SFE Gateway cycles between the primary and backup IPs each time a reconnect is unsuccessful. If the primary IP/port is not working, the TT SFE Gateway waits for 10 seconds (by default), then reconnects to the backup IP/port. If backup IP/port is not working, the TT SFE Gateway waits for 10 seconds and reconnects to the primary IP/port again.In the [OrderServer] section of the hostinfo, the ReconnectInterval is configurable (default is 10 sec).
SECTION: [ORDERSERVERSESSION] PARAMETERS
The SFE Gateway 7.18 maps the Order Server parameters as illustrated in the following list.
|GatewayCompany||Sets Tag 49 (SenderCompId) on all FIX messages that the TT SFE Gateway sends to the FIX host for that connection. This is a required parameter.|
|SessionPassword||Sets the value of FIX Tag 544 (Password) in the login message of the TT SFE Gateway. Passwords must be a minimum of 8 characters in length. Passwords are valid for 90 Days, and when reset must be different to the previous 12 passwords used. Maps to FIX Tag 925 (NewPassword). The account will lock after 6 failed attempts. This is a required parameter.|
|ExchangeIP||Sets the IP address of the target FIX Order Entry ID to which this order session connects.This is a required parameter.|
|ExchangePort||Sets the default port number on the FIX host to which this order session connects. The default port is one of the following: 6980 (ALC Co-lo) or 25xxx (ASX NET GiC). This is a required parameter.|
|ExchangeBackupIP||Sets the backup IP address of the target FIX Order Entry ID to which this order session connects. If the primary server is not able to connect, the SFE Gateway reconnects the backup IP and port after 10 seconds. This is a required parameter.|
|ExchangeBackupPort||Sets the backup default port number on the FIX host to which this order session connects.If the primary server is not able to connect, the SFE Gateway reconnects the backup IP and port after 10 seconds. The default port is one of the following: 6980 (ALC Co-lo) or 26xxx (ASX NET GiC). This is a required parameter.|
|SharedOrder||If enabled determines how FIX Tag 76 (Desk ID) on all outgoing new order messages are set. If set to enable sharing, set SharedOrder equal to the group ID. This value must be an equal integer. By default, this parameter is commented out, meaning traders cannot share orders. Please see the Exchange guide for SOG functionality and Member Units. http://www.asx.com.au/documents/products/asx-administration-and-risk-terminal-user-guide.pdf|
|Member||Sets which orders route through a particular order session. The Member parameter can equal any alphanumeric value up to 11 characters in length. Note: If there is a duplicate Member parameter configured on a multi-session TT SFE Gateway, the Order Server will not start. This value must be unique per FIX-based Gateway.|
Sets the amount of time, in seconds, that the Order Server waits before attempting to reconnect to the exchange.
By default, this parameter is hidden and TT SFE Gateways install with this parameter set to 10.
Enables the gateway to properly determine when to drop unsolicited orders.
Valid values are true or false. This setting is enabled (true) by default whether or not the parameter is present.
|RetainOrdersOnDisconnect||For SFE Gateway 7.18.14 or higher, specifies whether orders are retained or purged after session disconnect from the Exchange by setting FIX Tag 18=o. If a session disconnects from the TT SFE Gateway to the ALC LCC or ASX NET GiC occurs, orders will not be purged. The connection from the ALC LCC or ASX NET GiC to Exchange Host must break in order for this parameter to be in effect. This parameter has the following values:
Account Code Mapping
The mapping of account types to account codes is configured in the [OrderServerSession] section using the A1 and P1 parameters. Uncomment these parameters to configure account code mapping. Set these parameters to one of the available account types:
- 1 = Customer (Client)
- 2 = Non Customer (House)
A1 is mapped to "1" (Customer / Client) by default, and P2 is mapped to "2" (Non Customer / House) by default. All other account codes are mapped to "1" (Customer / Client) by default.
Example: Order Session configured for connecting to ALC Colo: