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
Configuring Order and Fill Server Connections
Users must populate the hostinfo.cfg file with the exchange-provided connection information as listed in the section below.
Example Hostinfo.cfg [OrderServerSession_X] section
Order Server Parameters
The following table describes the [OrderServerSession_#] parameters:
Sets the section header. Do not change this value.
Set this equal to the exchange-provided Individual Trading Code (ITC).
Set this equal to the exchange Member ID of the direct trader’s Member, Group, Trader ID (MGT).
Set this equal to the "Member Code" provided by the exchange. TFX Gateways send this value as FIX Tag 49.
Sets the value provided as TargetCompID (FIX Tag 56). By default, TFX Gateway install with TargetCompID commented-out and send the default value of TIF to the exchange.
Set this equal to the exchange-provided password for the price server’s ITC.
Sets the primary exchange IP address used to connect the price server.
Sets the primary exchange port assignment used to connect the price server.
Sets the backup exchange IP address used to connect the price server. Using a backup IP address is optional.
Sets the backup exchange port assignment used to connect the price server. Using a backup port assignment is only required if you supply a backup IP address.
Sets the account code mapping for the order session.
For more information on configuring Account Codes, refer to Support for Account Codes.