Synthetic Strategy Engine Documentation
- Product Description And Architecture
- Installing The Synthetic SE Software
Configuring Synthetic SE
- Types of TT Synthetic SE Deployments for Market Data
- Configuration Files for 7.17.1 or Higher
- Configuration Files for 7.17.0
- Configuration Files for 7.3.X
- Configuring Synthetic SE with Dynamic Connections Enabled
- Determining TT Gateway Login Credentials with Dynamic Connections Disabled
- Configuring the Synthetic SE Fill Server
- Configure: Single-Multicast Network with Only Non-Coalesced Price Servers
- Configure: Single-Multicast Network with Coalesced and Non-Coalesced Price Servers
- Configuring a Multiple-Multicast Network
- Order Staging
What’s New in Version 7.17.X?
Version 7.17.50 Updates
Version 7.17.50 added support for price reasonability checks before submitting child orders of sliced Synthetic SE parent orders.
Version 7.17.20 Updates
Version 7.17.20 includes the following changes:
- Support for OCO (one cancels
This functionality requires X_TRADER 7.17.20 or higher and requires the RequestUnsolicitedEvents configuration to be enabled.
- Added a configuration option to allow administrators to
direct Synthetic SE to perform a Max Order Quantity check on parent
synthetic slicer orders.
This functionality requires X_TRADER 7.17.20 or higher.
- Synthetic orders for contracts that do not support the GTC TIF will be rejected upon entry.
Version 7.17.10 Updates
Version 7.17.10 includes fixes for issues found in the field, but includes no functionality enhancements.
Version 7.17.2 Updates
Version 7.17.2 includes the following changes to support integration of synthetic orders with FIX Adapter:
- Minimum X_TRADER version changed from 7.9.4 to 7.11.4
- Minimum X_RISK version changed from 7.11.3 to 7.12.2
Additionally, customers that use TT API applications that connect to Synthetic SE might need to update the synthetic order handling logic in their code. See the “What's New in SSE 7.17.2” section of the for complete details.
Version 7.17.1 Updates
Version 7.17.1 includes the following changes:
- For performance reasons, a configuration option was added to allow administrators to disable P&L risk checking calculations.
- Synthetic SE is now 64-bit only.
Version 7.17.0 Updates
Version 7.17.0 includes the following changes:
- Added support for the TT X_TRADER ASP environment.
- Added support for making connections to TT Gateways dynamically
instead of specifying a static list in the configuration file. For
more information about configuring dynamic connections, see Configuring Synthetic SE with Dynamic
Synthetic SE enables dynamic connection mode by default. If you are upgrading to this version and need to use static TT Gateway connections, you must disable dynamic connections. For more information, see Determining TT Gateway Login Credentials with Dynamic Connections Disabled.
- Deprecated the TraderIdType configuration option, as it is no longer needed.