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 Account Codes
For TFX, all submitted orders must contain an account code. The exchange rejects any order submitted without an account code. The TFX Gateway rejects any order submitted with an invalid account code.
TFX Gateways use the following default account code mapping:
Account Code and Default Value
Used for Brokers. A Broker can be considered an Agent of the exchange.
Used for Proprietary Traders. A Proprietary trader can be considered the Principal account of a specific trader.
1st Giveup Agent
Market Maker Client
Used for a Market Maker’s client account.
2nd Giveup Principle
Configuring Account Codes
TFX Gateways allow users to configure unique account code mappings per order session using the [AccountCodeMapping_X] section of the hostinfo.cfg file. Also, current versions of TFX Gateways use different default mapping than previous versions.
Example [AccountCodeMapping_DefaultMapping] section
Each Order Session uses an AccountCodeMapping parameter to determine the account code mapping section to use. You must set the AccountCodeMapping parameter equal to the unique value in the [AccountCodeMapping_X] section.
- AccountCodeMapping=DefaultMapping causes the Order Session to submit orders with the default values listed in the [AccountCodeMapping_DefaultMapping] section.
- AccountCodeMapping=Tokyo causes the Order Session to submit orders with the custom values configured in a [AccountCodeMapping_Tokyo] section.