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
Connection Failure and Recovery
The points of potential systems failure when using the TFX Gateway include the TFX Gateway, the exchange host, and all network devices in-between. This chapter’s discussion is restricted to total software and/or hardware failure, its specific impact on TFX Gateways, and available options for disaster recovery.
All fills are sent from the TFX Gateway exchange host via point-to-point network communication to the particular TFX Gateway that hosts that trader. Because TFX Gateway keeps an electronic record of fills for the trading day, if a trader misses a fill (due to being off line or a disastrous disconnect), the TT Gateway can always download it later.
Additionally, the TFX Gateway stores all fills received from TFX Gateway. When the TT Gateway receives a fill, the TT Gateway writes the event to the bof.tbl, fill.tbl, and GwnameFillServer_*.log files. X_TRADER® uses this stored fill information to populate its Fill Window. TFX Gateways that use different Exchange-Flavors do not receive this fill information.
Lastly, the TFX Gateway generates a bof.tbl and fill.tbl file for each trader who trades through the gateway. These files are uniquely named, because they contain the trader login in their filenames.