TFX Gateway Documentation
- TT TFX Gateway And The Exchange
- Installing And Upgrading
- Configuring Global Settings
Configuring Market Data
- Understanding the Price Feed
- Configuring the Price Server Connection
- Tick Tables, Point Values, and Product Tables
- Support for Market Depth
- Support for Settlement Prices
- Total Traded Quantity (TTQ) and Volume at Price (VAP)
- Last Traded Quantity (LTQ) and Last Traded Price (LTP)
- Support for Implied Prices
- Configuring The Order Server
- TFX Gateway Recovery
Support for Implied Prices
TFX Gateways support implied prices for Futures and Spreads only.
TFX supports 1st Generation implied prices. The exchange allows two types of implied functions: Implied-in and Implied-out.
By default, current versions of X_TRADER do not support Implied In calculations for TFX. However, customers can obtain an ImpliedConfig.cfg file from their TAMs that will enable limited Implied In calculations for TFX in X_TRADER.