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SFE Gateway Documentation

Failover Behavior

TT Gateway Behavior during Failover

If the TT Gateway detects a corrupted order book on startup, the Order Server removes all orders, including orders on hold, from the Order Book for that FIX order session. The Order Server forwards an “Order Book corruption” message to the Audit Trail.

The Exchange host detects a disconnect and automatically deletes any working orders from the Exchange Order Book.

The Order Server continues with starts up with no orders in the Order Book and accurately displays no orders working at the Exchange.

TT Gateway Behavior after Failover

After a failure, TTchron restarts any components scheduled to be running. After a successful restart of the Gateway, the following activities occur:

  • Fills: The Order Server logs an error message if the Exchange sends an invalid value or does not provide complete data related to a fill. If this occurs, TT recommends traders contact the Exchange to determine the correct order status.
  • Orders: The Order Server places all orders in the Order Book into the “HOLD” state. This occurs regardless of whether the Exchange or the TT Gateway initiated a disconnect.
  • Prices: The Price Server logs into the Exchange and re-downloads all product and contract definitions. Once successful, the Price Server continues to forward price updates to the client applications.

Cancel On Disconnect

SFE Gateway 7.18.14 or higher supports the exchange's Cancel On Disconnect functionality using the RetainOrdersOnDisconnect parameter in hostinfo.cfg.