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<strong>Hardware</strong> <strong>and</strong> <strong>Software</strong><br />

<strong>Requirements</strong> <strong>and</strong><br />

Optimizations<br />

Version 7.X<br />

Document Version 7.17.0.DV1 3/14/2014


This document <strong>and</strong> all related computer programs, example programs, <strong>and</strong> all TT source code are the exclusive<br />

property of <strong>Trading</strong> <strong>Technologies</strong> International, Inc. (“TT”), <strong>and</strong> are protected by licensing agreements,<br />

copyright law <strong>and</strong> international treaties. Unauthorized possession, reproduction, duplication, or dissemination<br />

of this document, or any portion of it, is illegal <strong>and</strong> may result in severe civil <strong>and</strong> criminal penalties.<br />

Unauthorized reproduction of any TT software or proprietary information may result in severe civil <strong>and</strong> criminal<br />

penalties, <strong>and</strong> will be prosecuted to the maximum extent possible under the law.<br />

Information in this document is subject to change without notice. Companies, names, <strong>and</strong> data used in examples<br />

herein are fictitious unless otherwise noted. No part of this document may be reproduced or transmitted in any<br />

form or by any means, electronic or mechanical, for any purpose, without the express written permission of TT.<br />

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agreement by TT. These trademarks include, but are not limited to, service br<strong>and</strong> names, slogans <strong>and</strong> logos <strong>and</strong><br />

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Copyright © 2004-2014 <strong>Trading</strong> <strong>Technologies</strong> International, Inc.<br />

All rights reserved.


<strong>Hardware</strong> <strong>and</strong> <strong>Software</strong> <strong>Requirements</strong><br />

Introduction<br />

The TT Systems Integration team continually evaluates <strong>and</strong> tests new software <strong>and</strong> hardware as it<br />

is released to the market to ensure that TT software performance benchmarks are met or<br />

exceeded. The software <strong>and</strong> hardware requirements below are a result of these tests <strong>and</strong> are the<br />

same st<strong>and</strong>ards that TT uses in its own network, development environments, <strong>and</strong> test labs.<br />

Although TT software may run on operating systems <strong>and</strong> hardware that do not meet the listed<br />

st<strong>and</strong>ards, using systems that do not meet or exceed TT’s recommendations may degrade TT <strong>Software</strong><br />

performance <strong>and</strong> reliability.<br />

TT develops its software according to the available features in the hardware <strong>and</strong> operating systems<br />

currently on the market. Thus, as TT software is designed, developed <strong>and</strong> released to customers,<br />

you must continue to upgrade your hardware <strong>and</strong> software to take advantage of TT's new<br />

functionality. Although it is possible to use TT software with older hardware, you might be at a<br />

disadvantage compared to other customers that continue to upgrade. These disadvantages may<br />

include latency <strong>and</strong> performance degradations.<br />

Due to the exponential growth of computing power, there is always new high-end hardware available.<br />

TT recommends that you upgrade your hardware at reasonable intervals to stay competitive.


Server-Class Machine <strong>Requirements</strong><br />

Server-class machine requirements pertain to the following TT products:<br />

• TT Gateway<br />

• Autospreader® SE<br />

• Algo SE<br />

• Synthetic SE<br />

• FIX Adapter<br />

• FMDS<br />

• Price Proxy<br />

• Historical Fill Server (HFS)TT WAN Router<br />

• X_TRADER® Remote Host<br />

• SQL Databases<br />

<strong>Hardware</strong><br />

Operating System<br />

Processor <strong>and</strong> Memory<br />

Network Card<br />

Hard Drive<br />

Windows Server 2008 R2<br />

Requirement<br />

Note: TT Gateways 7.15 <strong>and</strong> earlier require Windows Server 2003.<br />

Four cores (eight cores or more is preferred) with a minimum of<br />

4GB RAM<br />

• Two or more NICs with one pointed to the internal network<br />

<strong>and</strong> one or more pointed to the exchange<br />

• Match the speed <strong>and</strong> duplex settings of the switch port <strong>and</strong><br />

NIC to maximize speed <strong>and</strong> avoid duplex mismatches<br />

Note: Due to driver <strong>and</strong> firmware limitations, TT does not recommend<br />

using certain Ethernet cards in a production environment.<br />

Refer to “Server-Class Machine Optimizations” on page 8 for specific<br />

chipset <strong>and</strong> version recommendations.<br />

30 GB or more of available space to accommodate TT software <strong>and</strong><br />

log files<br />

Server or Product<br />

Recommendation or Exception<br />

Algo SE<br />

Autospreader SE<br />

Algo SE requires at least Windows Server 2003 R2, 64-bit <strong>and</strong> at least<br />

8 cores (e.g., two-quad core processors).<br />

Autospreader SE 7.17 <strong>and</strong> higher requires Windows Server 2008 R2,<br />

64-bit. Older versions require Windows Server 2003 R2, 32 or 64 bit.<br />

All versions require at least 8 cores (e.g., two-quad core processors).


Server or Product<br />

Synthetic SE<br />

Recommendation or Exception<br />

Synthetic SE 7.17 <strong>and</strong> higher requires Windows Server 2008 R2, 64-<br />

bit. Synthetic SE 7.3.X 64-bit also requires Windows Server 2008 R2,<br />

64-bit.<br />

All Synthetic SE 32-bit versions require Windows Server 2003 R2, 32<br />

or 64 bit.<br />

All versions require at least 8 cores (e.g., two-quad core processors).<br />

FIX Adapter 7.8.x 64-bit <strong>and</strong> higher requires Windows Server 2003 R2,<br />

64-bit or Windows Server 2008 R2, 64-bit.<br />

FIX Adapter<br />

FIX Adapter 7.8.x 32-bit <strong>and</strong> higher requires Windows Server 2003 R2,<br />

32-bit or 64-bit, or Windows Server 2008 R2, 32-bit or 64-bit.<br />

Pre-7.8.x FIX Adapters require Windows Server 2003 R2, 32-bit or 64-<br />

bit.<br />

60GB or more of available space, per FIX Adapter instance <strong>and</strong> .Net<br />

Framework 2.0 or higher<br />

FMDS<br />

TT User Setup<br />

Server<br />

TTM<br />

300 GB or larger hard drive<br />

Requires at least two instances of the TT User Setup Server per trading<br />

environment<br />

When TTM is deployed as a Remote Host,TT recommends Windows<br />

Server 2008 R2, SP1 64-bit for optimum performance <strong>and</strong> scalability


Client-Class Machine <strong>Requirements</strong><br />

Client-class workstation requirements pertain to the following TT products:<br />

• X_TRADER®<br />

• X_TRADER® Pro<br />

• X_TRADER® API<br />

• TT API<br />

• TT User Setup Client<br />

• X_RISK®<br />

• TT SIM<br />

Components<br />

Minimum Requirement<br />

Preferred Requirement (<strong>and</strong> for use<br />

with ADMIN logins)<br />

Operating System<br />

(OS)<br />

Windows 8: supported for<br />

X_TRADER 7.17.20, X_RISK<br />

7.17.20, <strong>and</strong>, X_STUDY 7.9<br />

<strong>and</strong> higher.<br />

Windows 7 Professional or<br />

Ultimate<br />

The following operating system<br />

combinations are supported for<br />

a Japanese X_TRADER<br />

Desktop:<br />

• Japanese or Non-Japanese<br />

version s of Windows<br />

7 (Professional,<br />

<strong>and</strong> Ultimate).<br />

• Non-Japanese Windows<br />

must run an East<br />

Asian Language Pack<br />

set to the Japanese language.<br />

X_TRADER Desktop: Windows 7 Professional<br />

or Ultimate<br />

Add’l OS Reqs .Net Framework 4.0 .Net Framework 4.0<br />

Memory 4 GB 8 GM or more<br />

Processor Four cores 8 cores or more<br />

Note: Customers have the option of<br />

installing a 64-bit version of TTM (v2.1.1<br />

or higher). To use this version, you must<br />

be on a Win64 bit operating system.<br />

Note: The following products can be<br />

installed on a 64-bit operating system:<br />

X_TRADER, X_TRADER Pro, TT<br />

API 32-bit, X_RISK, <strong>and</strong> TT User<br />

Setup Client, however, TT API 64-bit<br />

requires a 64-bit operating system.


Components<br />

Network Card<br />

Minimum Requirement<br />

Integrated Gigabit NIC. Match<br />

the speed <strong>and</strong> duplex settings of<br />

the switch port <strong>and</strong> NIC to maximize<br />

speed <strong>and</strong> avoid duplex<br />

mismatches.<br />

Preferred Requirement (<strong>and</strong> for use<br />

with ADMIN logins)<br />

Gigabit NIC on a PCI-X 133 slot. Match<br />

the speed <strong>and</strong> duplex settings of the<br />

switch port <strong>and</strong> NIC to maximize speed<br />

<strong>and</strong> avoid duplex mismatches.<br />

Note: Due to driver <strong>and</strong> firmware limitations, TT does not recommend using<br />

certain Ethernet cards in a production environment. Refer to “NIC Settings”<br />

on page 51 for specific chipset <strong>and</strong> version recommendations.<br />

Hard Drive<br />

Motherboard<br />

Graphics Card<br />

Remote Connection<br />

• SATA drive with a minimum<br />

speed of 5400 rpm<br />

• 30 GB or more of available<br />

free space to<br />

accommodate TT software<br />

<strong>and</strong> log files<br />

One PCI-Express 16x slot for<br />

graphics card<br />

• PCI-Express based<br />

graphics card with 128<br />

MB of memory<br />

• Graphics card with two<br />

DVI ports to support a<br />

dual-monitor setup<br />

• Multiple two-port cards<br />

to support more than<br />

two monitors<br />

High-b<strong>and</strong>width Internet connection;<br />

do not use Satellite<br />

Broadb<strong>and</strong> or proxy servers due<br />

to significant latency problems.<br />

• Solid State Drive with a minimum<br />

speed of 3GB/sec<br />

• 30 GB or more of available free<br />

space to accommodate TT software<br />

<strong>and</strong> log files<br />

One PCI-X 133 slot for NIC; one or more<br />

PCI-Express 16x slots for graphics card<br />

• PCI-Express based graphics card<br />

with 512 MB or more of memory<br />

• One or more graphics cards with<br />

two DVI ports to support a dualmonitor<br />

setup<br />

• Multiple two-port cards to support<br />

more than two monitors<br />

Dedicated direct line


Server-Class Machine Optimizations<br />

Server Systems Overview<br />

Before reviewing this information, ensure you are familiar with the “Server-Class Machine<br />

<strong>Requirements</strong>” on page 2. This document includes a list of TT products that require server-class<br />

machines.<br />

Note: Most recommendations <strong>and</strong> optimizations in this document will be across all server-class<br />

machines; however, exceptions will be noted for specific products.


<strong>Hardware</strong> <strong>and</strong> Operating System — Windows Server 2003<br />

(32-bit)<br />

Service Pack <strong>and</strong> Registry<br />

TT supports Windows Server 2003 for all server-class machines. TT no longer supports Windows<br />

2000 Servers.<br />

Note: Two additional hot fixes should be installed on server-class machines:<br />

• Hotfix 917114: Will resolve the issue when a server experiences “An operation on a<br />

socket cannot be performed because the system lacks sufficient buffer space or because a<br />

queue is full.”<br />

• Hotfix 931311: The heavy use of Winsock programs may exhaust the "non-paged pool<br />

memory" of a Microsoft Windows Server 2003-based computer. This behavior is likely to<br />

occur if the Winsock program is dealing with both "Out-of-B<strong>and</strong> (MSG_OOB) traffic"<br />

<strong>and</strong> "st<strong>and</strong>ard TCP traffic." In this situation, you may receive various error messages.<br />

Also, you may experience poor performance. Additionally, the system may stop responding<br />

(hang).<br />

** Hotfix 917114 is included with SP2, but if a client is running SP1, it would need to be<br />

installed separately. Hotfix 931311 is not included with SP2 <strong>and</strong> should be installed separately<br />

as well.<br />

In addition, the following configuration changes must be made to the registry on each. (These<br />

changes are made in conjunction with the NIC configuration changes in the next section.)<br />

1. Add the following DWORDS (<strong>and</strong> values) to…<br />

HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\Tcpip\ Parameters.<br />

• ArpCacheLife = ffffffff<br />

• ArpCacheMinReferencedLife = ffffffff<br />

• Tcp1323Opts = 00000001<br />

• EnableTCPA = 00000000<br />

• EnableRSS = 00000000<br />

• EnableTCPChimney = 0000000<br />

• DisableTaskOffload = 00000001<br />

2. Add IgnorePushBitOnReceives = 00000001 as a new DWORD (<strong>and</strong> value) to…<br />

HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\AFD\ Parameters.<br />

3. Add TcpAckFrequency = 00000001 as a new DWORD (<strong>and</strong> value) to…HKEY_LO-<br />

CAL_MACHINE\SYSTEM\CurrentControlSet\Services\Tcpip\ Parameters\Interfaces\.<br />

Note: See Appendix B for explanations about these Registry settings.


NIC Configuration<br />

• Ethernet cards must be on the latest driver version (especially Broadcom Ethernet cards).<br />

Note: Per internal testing, TT has found that Nvidia cards can introduce r<strong>and</strong>om latency<br />

<strong>and</strong> disconnects.<br />

Note: Due to driver <strong>and</strong> firmware limitations, TT does not recommend using Broadcom<br />

NetXtreme I based Ethernet cards in a production environment. Instead TT recommends<br />

the Broadcom NetXtreme II Gigabit cards, with either Broadcom driver version 14.2 or<br />

higher or HP driver 5.2.17 or higher.<br />

Recommended:<br />

• NetXtreme II Gigabit (chipset 5706, 5708, 5709, 5716)<br />

Not Recommended:<br />

• NetXtreme I Desktop/Mobile (chipset 5702, 5705, 5751, 5752, 5753, 5754, 5755,<br />

5756, 5761, 5764, 5782, 57760, 57761, <strong>and</strong> 57765)<br />

• NetXtreme I Server (chipset 5700, 5701, 5703, 5704, 5714, 5715, 5718, 5721,<br />

5722, 5723, <strong>and</strong> 5780)<br />

• NetLink 57xx (chipset 5784, 5785, 57780, 57781, 57785, 57788, 57790, 57791,<br />

57795, 5781, 5786, 5787, 5788, <strong>and</strong> 5789)<br />

• NetLink 4401 (chipset 4401)<br />

• Optimize the server through Windows or through any NIC management utility that is<br />

installed on the server (e.g., HP NIC Utility).<br />

• Match the speed <strong>and</strong> duplex settings of the switch port <strong>and</strong> NIC to avoid speed or<br />

duplex mismatches.<br />

• For all NICs, disable the following offloads <strong>and</strong> other NIC parameters (if they<br />

exist):<br />

• Checksum Offload = OFF<br />

• Large Send Offload = OFF<br />

• TCP Chimney Offload = OFF*<br />

• Tx IP Checksum Offload = OFF<br />

• Rx IP Checksum Offload = OFF<br />

• Tx TCP Checksum Offload = OFF<br />

• Rx TCP Checksum Offload = OFF<br />

• Receive side scaling = OFF**<br />

• Flow control = OFF<br />

• Enable PME = Disable<br />

• Internal Moderate Interrupt = Minimal<br />

• Receive Descriptors = Set to a maximum value<br />

• Transmit Descriptors = Set to a maximum value<br />

• NIC Sleep<br />

• Number of Coalesce Buffers = 16<br />

• Number of Rx Buffers = maximum (2048 Intel/3000 Broadcom)<br />

• Number of Tx Buffers = maximum (2048)


• Wake On = Disable<br />

• Wake up Mode Cap = Disable<br />

• Task Offload Cap = Disable<br />

• Jumbo Packet = Disable<br />

• Reduce Speed On Power Down = Disable<br />

• Save Power Now Enabled = Disable<br />

• Rx Coalescing Ticks = Disable<br />

• Tx Coalescing Ticks = Disable<br />

• Rx Max Coalesced Frames = Disable<br />

• Tx Max Coalesced Frames = Disable<br />

Note: See Appendix A for explanations about the above NIC settings.<br />

*Disable TCP Chimney Offload Settings<br />

Impact: This setting enables TCP/IP processing to be offloaded to network adapters that<br />

can h<strong>and</strong>le the TCP/IP processing in hardware. Each TCP Chimney Offload-capable network<br />

adapter has a finite number of connections that it can support in hardware. TT has<br />

determined through extensive testing that this setting should be disabled to improve performance.<br />

**Disable Receive Side Scaling (RSS)<br />

Impact: When multiple CPUs reside in a single computer, the Windows networking stack<br />

limits “receive” protocol processing to a single CPU. RSS enables packets that are<br />

received from a network adapter to be balanced across multiple CPUs. TT tests have<br />

shown that enabling RSS can slow down incoming data <strong>and</strong> cause dropped packets on<br />

both single <strong>and</strong> multi-processor machines.<br />

Note: Refer to CA104-07 for more information on these two settings.


NIC Teaming<br />

Limited testing performed by TT has shown that running TT software on a machine with NIC<br />

Teaming enabled in Fault Tolerant Mode can add additional price <strong>and</strong> order latency. NIC Teaming<br />

enabled in Load Balanced Mode is not supported by TT as it can introduce packets being received<br />

out of sequence <strong>and</strong> may result in disconnects.<br />

Customers that choose to run NIC Teaming in Fault Tolerant Mode should keep in mind the following:<br />

• NIC drivers should be kept current.<br />

• Match the speed <strong>and</strong> duplex settings of the switch port <strong>and</strong> NIC to maximize speed <strong>and</strong><br />

avoid duplex mismatches.<br />

• Customers should perform failover tests to verify correct configuration <strong>and</strong> connectivity<br />

with either path.<br />

Note: Customers experiencing latency issues may be required by TT to remove NIC Teaming as<br />

part of the troubleshooting effort.


Power Save Settings<br />

To avoid unexpected disconnects <strong>and</strong> to help ensure proper TT application functionality, turn off<br />

any power save or hibernation functionality on machines that host TT software.<br />

• Display Properties<br />

To access, right-click on the desktop <strong>and</strong> select Properties. Select the Screen Saver tab.<br />

• Set Screen Saver to None.<br />

Click the Power button.<br />

• Set Power Management (Power schemes) to Always On.<br />

• Set Turn off monitor <strong>and</strong> Turn off hard disks to Never.<br />

Select the Hibernate tab.<br />

• Ensure Hibernate mode is disabled.<br />

• BIOS<br />

• Turn off hard disk power saving.<br />

• Turn off HDD Spin Down.<br />

Power Profile Setting (HP G6 /G7)<br />

On Hewlett Packard G6 <strong>and</strong> G7 servers, set the HP Power Profile in the BIOS to Maximum<br />

Performance. This is a significant performance increase from the default setting.<br />

The HP Power Profile value is displayed during system boot-up. You can change the setting by<br />

accessing the HP Power Profile parameter from the Power Management settings in the BIOS.<br />

Windows Performance Settings<br />

Ensure servers are set to automatically adjust for best performance.<br />

To access this setting, right-click on My Computer <strong>and</strong> select Properties. Select the Advanced<br />

tab, <strong>and</strong> click the Settings button within the Performance section.<br />

• Select the radial button next to Adjust for best performance.


Windows Services<br />

In Windows Services, disable all unnecessary services. For example:<br />

• Windows Time<br />

• Computer Browser<br />

• Automatic Updates*<br />

• Print Spooler<br />

• Windows Firewall**<br />

* Automatic updates should be downloaded <strong>and</strong> installed outside of trading hours.<br />

** If you do not disable your Windows firewall, ensure port 10200 is enabled.


<strong>Hardware</strong> <strong>and</strong> Operating System — Windows Server 2008<br />

R2<br />

OS <strong>and</strong> Service Pack<br />

TT supports Windows Server 2008 R2 with Service Pack 1 for the following server-class<br />

machines, beginning with the version listed:<br />

• Autospreader® SE 7.2.1<br />

• Algo SE 7.7.2<br />

• FIX Adapter 7.7.1<br />

• FMDS 7.5.2<br />

• Synthetic SE 7.1.4<br />

• TT Gateways 7.13 (Montreal, CBOE, <strong>and</strong> FIX Gateways)<br />

• TT Gateways 7.14 (all other TT Gateways)<br />

• TT Chron 7.7.0<br />

• TT WAN Router (TTM 4.2.3)


NIC Configuration<br />

• Ethernet cards must be on the latest driver version.<br />

Note: Per internal testing, TT has found that Nvidia cards can introduce r<strong>and</strong>om latency<br />

<strong>and</strong> disconnects.<br />

Note: Due to driver <strong>and</strong> firmware limitations, TT does not recommend using Broadcom<br />

NetXtreme I based Ethernet cards in a production environment. Instead TT recommends<br />

the Broadcom NetXtreme II Gigabit cards, with either Broadcom driver version 14.2 or<br />

higher or HP driver 5.2.17 or higher.<br />

Recommended:<br />

• NetXtreme II Gigabit (chipset 5706, 5708, 5709, 5716)<br />

Not Recommended:<br />

• NetXtreme I Desktop/Mobile (chipset 5702, 5705, 5751, 5752, 5753, 5754, 5755,<br />

5756, 5761, 5764, 5782, 57760, 57761, <strong>and</strong> 57765)<br />

• NetXtreme I Server (chipset 5700, 5701, 5703, 5704, 5714, 5715, 5718, 5721,<br />

5722, 5723, <strong>and</strong> 5780)<br />

• NetLink 57xx (chipset 5784, 5785, 57780, 57781, 57785, 57788, 57790, 57791,<br />

57795, 5781, 5786, 5787, 5788, <strong>and</strong> 5789)<br />

• NetLink 4401 (chipset 4401)<br />

• For all NICs, disable the following:<br />

• Checksum Offload<br />

• Flow Control<br />

• Large Send Offload<br />

• NIC Sleep<br />

• QoS Packet Scheduler<br />

• IPV6<br />

• Link-Layer Topology Discovery Mapper I/O Driver<br />

• Link-Layer Topology Discovery Responder<br />

• Run the following comm<strong>and</strong>s individually from a comm<strong>and</strong> line:<br />

• netsh interface tcp set global rss=disabled<br />

• netsh interface tcp set global chimney=disabled<br />

• netsh interface tcp set global ecncapability=disabled<br />

• netsh interface tcp set global congestionprovider=none<br />

• netsh interface tcp set global autotuning=normal<br />

• netsh interface ipv4 set global taskoffload=disabled<br />

• netsh interface ipv4 set global mldversion=version2<br />

• Increase the Number of Rx Buffers to 3000 (the latest driver version is 6.2.9.0)


NIC Teaming<br />

Limited testing performed by TT has shown that running TT software on a machine with NIC<br />

Teaming enabled in Fault Tolerant Mode can add additional price <strong>and</strong> order latency. NIC Teaming<br />

enabled in Load Balanced Mode is not supported by TT as it can introduce packets being received<br />

out of sequence <strong>and</strong> may result in disconnects.<br />

Customers that choose to run NIC Teaming in Fault Tolerant Mode should keep in mind the following:<br />

• NIC drivers should be kept current<br />

• Match the speed <strong>and</strong> duplex settings of the switch port <strong>and</strong> NIC to maximize speed <strong>and</strong><br />

avoid duplex mismatches.<br />

• Customers should perform failover tests to verify correct configuration <strong>and</strong> connectivity<br />

with either path.<br />

Note: Customers experiencing latency issues may be required by TT to remove NIC Teaming as<br />

part of the troubleshooting effort.<br />

Power Save Settings<br />

To avoid unexpected disconnects <strong>and</strong> to help ensure proper TT application functionality, turn off<br />

any power save or hibernation functionality for the machines that host TT software.<br />

Access the Control Panel. (Select Start | Control Panel.)


Power Settings<br />

Click Change screen saver.<br />

• Click the Screen saver drop-down <strong>and</strong> select None.<br />

• Click Change power settings.<br />

• Click Change plan settings next to your preferred plan.<br />

• Ensure Turn of the display <strong>and</strong> Put the computer to sleep are both set to Never.<br />

Turn off any other power save or hibernation functionality for the monitor <strong>and</strong> all NICs.<br />

Windows Performance Settings<br />

• Ensure workstations are set to automatically adjust for best performance.<br />

• To access this setting, right-click on (My) Computer <strong>and</strong> select Properties. Click<br />

Advanced system settings from the left side menu.<br />

• Click the Advanced tab <strong>and</strong> select Settings within the Performance section.<br />

• Within the Visual Effects tab <strong>and</strong> select the radial button next to Adjust for best<br />

performance.<br />

• Click Apply <strong>and</strong> then OK.<br />

• Disable ALL unnecessary startup items within the System Configuration –Startup tab.<br />

• To access this setting, select the Start globe <strong>and</strong> type msconfig in the Start Search<br />

field.<br />

• Select the Startup tab <strong>and</strong> deselect all items that are not necessary as startup items.


Windows Services<br />

In Windows Services, disable all unnecessary services. For example, disable the following Windows<br />

Services:<br />

• Base Filtering Engine<br />

• Computer Browser*<br />

• Print Spooler<br />

• Windows Defender<br />

• Windows Firewall**<br />

• Windows Search<br />

• Windows Time<br />

• Windows Update<br />

* TT Strongly recommends disabling the Computer Browser service.<br />

** If you do not disable your Windows firewall, ensure port 10200 is enabled.<br />

To access the Services window, select the Start globe, <strong>and</strong> type services.msc in the Start Search<br />

field.<br />

Note: When you stop a service with dependencies, Windows prompts you to stop the dependent<br />

services as well. After the services are stopped, you should also disable any dependent services.


TT Server-Class <strong>Software</strong><br />

TT Gateways — General<br />

When installing TT Gateways, adhere to the following:<br />

• Ensure TT Gateways are installed on dedicated machines (i.e., do not install TT Gateways<br />

on Windows domain controllers, print servers, etc.).<br />

• Ensure all TT Gateways have TTClean enabled in TTChron to ensure log files are deleted<br />

on a regular basis.<br />

• Ensure the Contracts-Per-Message parameter in Aconfig is set to 50 on all TT Gateways<br />

<strong>and</strong> MPF TT Gateways (instead of four (4)).<br />

Please note: <strong>Trading</strong> <strong>Technologies</strong> will provide "best effort" support to virtualized deployments<br />

of TT applications. Under best effort support, TT’s Customer Support Center (CSC)<br />

will make their best effort to troubleshoot cases in st<strong>and</strong>ard fashion unless the issue is<br />

deemed a virtualization technology-specific issue, at which point customers must contact<br />

the virtualization vendor directly for assistance.<br />

In general, customers may experience some performance degradation when running an<br />

application on virtual systems. You (the customer) must determine how virtualization<br />

affects performance in your particular deployment <strong>and</strong> make any necessary adjustments to<br />

the hardware <strong>and</strong> configuration. At a minimum, customers should allocate (reserve) virtual<br />

machine resources inline with the recommended hardware requirements for TT applications<br />

as specified in “Server-Class Machine <strong>Requirements</strong>” on page 2.


TT Gateways — Market Data Traffic<br />

During trading sessions with high volumes, the price feed from several TT Gateways can cause<br />

substantial network load <strong>and</strong> noticeably impact performance on X_TRADER® workstations.<br />

There are two TT-specific options to help alleviate the amount of network traffic sent: You may<br />

enable price coalescing on TT Gateways or set up an MPF2 (Market Price Feed) trading environment.<br />

Price Coalescing<br />

• When a TT Gateway receives a price update for a specific product, it stores that price until<br />

a specified time interval has passed. If the TT Gateway receives another price update for<br />

the same product in the meantime, the TT Gateway will overwrite the stored price with<br />

that new price. The TT Gateway will send out the latest price it has stored when the time<br />

specified has passed.<br />

• Price Coalescing is enabled in the Aconfig Utility under Core\Server\Exchange-Specific\Exchange-Flavor\Market-Depth.<br />

The Interval-mSecs setting determines the amount<br />

of time between these price feed broadcasts.<br />

• Based on the trading environment, a decision should be made with your local TAM as to<br />

what the Interval-mSecs setting should be set to (e.g., 50 ms). The higher the setting, the<br />

more coalescing.<br />

Note: When using price coalescing, not all price updates are sent out, only the latest price update<br />

for the specified products are sent out.<br />

Note: Do not coalesce TT Eurex or Xetra Gateways (as market data is already coalesced by the<br />

exchange); however, you may coalesce TT EurexPF Gateways.


MPF Environment<br />

• You can configure your TT trading environment to decouple (i.e., off load) much of the<br />

price functionality from several TT Gateways of a particular market onto a separate TT<br />

server.<br />

• Using MPF2, you can configure one TT Gateway to provide prices to client applications<br />

<strong>and</strong> then configure additional TT Gateways to provide clients with order <strong>and</strong> fill connectivity.<br />

TT Gateways that supply only order <strong>and</strong> fill data must host a server component<br />

called the Price Proxy.<br />

• Ensure the Contracts-Per-Message parameter in Aconfig is set to 50 on all TT Gateways<br />

<strong>and</strong> MPF TT Gateways (instead of four (4)).<br />

• Price Proxy servers should also have the Contracts-Per-Message parameter set to 50. This<br />

is found in the priceproxy.ini file.<br />

Note: For more information on setting up an MPF2 environment, contact your local TAM.<br />

Globex (CME, CBOT)<br />

Adhere to the following best practices when installing Globex Gateways:<br />

• TT Globex Gateways should have two or more NICs with one pointing to the internal network<br />

<strong>and</strong> one or more pointing to the CME price distribution feed.<br />

• Point MDP to limited channels (i.e., Equity Futures channel).<br />

• TT Gateways allow a maximum of 10 channels per TT Gateway.<br />

• It is recommended to have separate TT Gateways for specific channel groups. For<br />

example, a customer could install a TT CME Gateway dedicated to just NYMEX<br />

products (channels) or one dedicated to just EOS products.<br />

• Monitor the number of iLink connections per TT CME Gateway for degradation of performance.<br />

Consult with your TAM to determine <strong>and</strong> optimal number of iLink sessions per TT<br />

Gateway.


LIFFE Connect<br />

Adhere to the following best practices when installing TT LIFFE Connect Gateways:<br />

ICE<br />

• In a failover group, TT recommends each TT Gateway connect to a unique LIFFE Connect<br />

Gateway. Each TT LIFFE Gateway in the failover group should also have the same<br />

keys <strong>and</strong> the same IDs in User Manager.<br />

• Keep “prod_at_open” current, especially in a failover environment. This entry is found in<br />

the HostInfo.cfg file <strong>and</strong> is referenced when the TT LIFFE Gateway starts up.<br />

• If possible, do not point the software of more than one Independent <strong>Software</strong> Vendor<br />

(ISV) to a single LIFFE Connect Gateway.<br />

• One Price server should connect to one LIFFE Connect Gateway (recommended).<br />

• Each TT LIFFE Gateway should have its own dedicated price key.<br />

Note: Other ISVs do not connect to LIFFE the same way. Some require that each individual<br />

trader establishes its own Price API connection. TT has one Price API connection per<br />

LIFFE Connect Gateway; all traders connecting to the TT LIFFE Gateway will use this<br />

API connection.<br />

Adhere to the following best practices when installing ICE Gateways:<br />

• Use a direct line to connect to ICE due to security <strong>and</strong> performance issues with the Internet.<br />

• If a customer chooses to use an Internet connection, it is recommended that SSL encryption<br />

is used. When using the Internet, install <strong>and</strong> configure an SSL wrapper like S Tunnel.<br />

FMDS<br />

Note: When using direct lines, TT does not recommend using SSL encryption as this<br />

slightly decreases performance.<br />

FMDS servers require a 300 GB or larger hard drive.<br />

FIX Adapter<br />

FIX Adapter servers require 60 GB or more of available space, per FIX Adapter instance.<br />

Autospreader SE<br />

Autospreader SE servers require at least an eight core machine, e.g., Dual Quad-Core, or better.<br />

Synthetic SE<br />

Synthetic SE servers require at least an eight core machine, e.g., Dual Quad-Core, or better.


Algo SE<br />

Algo SE servers require at least an eight core machine, e.g., Dual Quad-Core, or better. Algo SE<br />

servers also require at least Windows Server 2003, Server Pack 2, 64-bit.<br />

TT WAN Routers<br />

Keep the following in mind when setting up TT WAN Routing:<br />

• Remote offices with three or more client machines should be set up to connect via TT<br />

WAN Routing rather than X_TRADER® Remote, in order to most efficiently utilize<br />

b<strong>and</strong>width.<br />

• TT WAN Routers are st<strong>and</strong>-alone servers running TTM <strong>and</strong> Guardian. Do not install TT<br />

WAN Routers on existing TT Gateways or on VMWare images.<br />

Note: It is recommended to contact your local TAM when setting up TT WAN Routing.<br />

TT WAN Router Config File<br />

Add the following change to the TTMRD.cfg file:<br />

Compression: Add compression to ports 8900 <strong>and</strong> 8901 in the neighbor level only. The Service<br />

Area should not be edited.<br />

• Set compression_level = 3<br />

Accumulation <strong>and</strong> Nagling: Both Accumulation <strong>and</strong> Nagling are used to conserve b<strong>and</strong>width<br />

<strong>and</strong> are disabled by default. Accumulation <strong>and</strong> Nagling cannot be run simultaneously, <strong>and</strong> neither<br />

is required.<br />

• Nagling: Enable Nagling to ports 8900 <strong>and</strong> 8901 in the neighbor level only. The Service<br />

Area should not be edited.<br />

• Set TcpNoDelay = false within the TTMRD.cfg file.<br />

• Accumulation: Alternatively, you could enable Accumulation (instead of nagling) which is<br />

supported with TTM version 2.1.1 <strong>and</strong> above.<br />

• Set accumulator_timeout = [value between 0 <strong>and</strong> 5000000 microseconds] within<br />

the TTMRD.cfg file.<br />

• Set accumulator_mtu = [value between 0 <strong>and</strong> 64000 bytes] within the<br />

TTMRD.cfg file.<br />

Note: For help determining the optimal settings for your network, please contact<br />

your TAM.<br />

Note: TcpNoDelay must be set to True if Accumulation should be enabled. If TcpNoDelay is set<br />

to False, Nagling is used <strong>and</strong> accumulation is disabled, even if the accumulation parameters are<br />

configured.


TT WAN Router Registry<br />

• Add the following DWORDs (<strong>and</strong> values) to the Registry in order to allow for faster<br />

resource recovery…<br />

HKEY_LOCALMACHINE\SYSTEM\CurrentControlSet\Services\Tcpip\ Parameters<br />

• SynAttackProtect = 00000001<br />

• TcpTimedWaitDelay = 1e<br />

Note: The value 1e represents 30 seconds in hexadecimal.<br />

• Delete the TCPWindowSize setting from the Registry (if it exists), located at: HKEY_LO-<br />

CAL_MACHINE\SYSTEM\CurrentControlSet\Services\ Tcpip\Parameters<br />

Note: TCPWindowSize should be deleted within the Registry on TT WAN Routers only.<br />

The TTMRD.cfg file will manage this under the TCP_Window_Size parameter entry. This<br />

is so TT can manage the connection at the neighbor level. If you leave this setting in the<br />

registry, then it will override the TTMRD.cfg file.<br />

• Within the TTMRD.cfg file, add the TCP_Window_Size parameter for each neighbor if<br />

there is a delay in round trip times for small sized circuits or if you have a circuit going<br />

overseas. In order to determine the best setting for TCP_Window_Size, follow the below<br />

steps to compute the needed value on every TT WAN Router:<br />

Step<br />

1.<br />

2.<br />

3.<br />

Description<br />

Determine the busiest time of day when the most market data will be<br />

subscribed to over the data line between WAN Routers.<br />

Run a continuous ping from one of the TT WAN Routers to its neighbor<br />

on the other side of the link using the “-t” switch during this busy time,<br />

for at least 30 minutes.<br />

Press “Ctrl-C” to stop the continuous ping. Note the average response<br />

time.


Step<br />

Description<br />

Plug the average response time in seconds into the following equation:<br />

Size of line (B<strong>and</strong>width (in bits per seconds) * Average latency (in<br />

seconds) / 8 (to convert bits to bytes) = TCPWindowSize that should<br />

be used (in bytes).<br />

Example: If average response time is 90ms (.090 seconds) <strong>and</strong> the data<br />

line is a T1 (1,544,000bits/sec), the calculation would be as follows:<br />

.090 *1,544,000 / 8 = 17370 bytes = 17K.<br />

4.<br />

• If the calculation is < 64K, TT recommends leaving the TT<br />

default setting to 64K.<br />

• If the calculation is > 64K, TT recommends rounding to the nearest<br />

st<strong>and</strong>ard 2 to the power of X increments (i.e., 64, 128, 256,<br />

512, etc.). Also create the additional REQUIRED registry setting<br />

at: HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\Tcpip\Parameters.<br />

• Create a new DWORD value “TCP1323Opts” (no<br />

quotes) <strong>and</strong> set the value to “1” (no quotes). This is necessary<br />

to enable Windows scaling to advertise windows<br />

above 64K. Be aware that the maximum setting for TCP-<br />

WindowSize is 1 Gig.<br />

Note: Both the TCPWindowSize <strong>and</strong> TCP1323Opts registry entries are located in the same<br />

hive in the Registry: (HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\Tcpip\<br />

Parameters)


X_TRADER Remote Hosts<br />

Keep the following in mind when setting up X_TRADER® Remote:<br />

• TT does not recommend setting up X_TRADER® Remote client machines to connect<br />

directly to TT WAN Routers or TT Gateways.<br />

• Do not use Satellite Broadb<strong>and</strong> due to high latency.<br />

• Do not connect a remote workstation to a proxy server. Use a NAT device instead or connect<br />

directly to the Remote Host machine through the Internet or a direct line.<br />

• Do not install Remote Hosts on VMWare images.


X_TRADER Remote Host Config File<br />

Compression: Configure X_TRADER® Remote Hosts to use compression by adding the following<br />

change to the ttmd.cfg file between, as shown below.<br />

<br />

# Logging type StdErr, File, both, none<br />

LoggingType = File<br />

# tracing level normal, trace1, trace2, trace3, trace4<br />

TracingLevel = normal<br />

# Number of days log files will be kept for<br />

LogFileHistory = 10<br />

# Request Port<br />

RequestPort = 10200<br />

# If true, only local communications (on the same box) allowed<br />

local = false<br />

# Nagling on<br />

TcpNoDelay = false<br />

# compression<br />

compression_level = 3 #This must be manually added to the ttmd.cfg file on all Remote<br />

Hosts.<br />

<br />

> = 239.255.7.9<br />

<br />

<br />

Note: At the X_TRADER® client level, make sure the user selects the check box next to Enable<br />

Compression within the Daemon Setup window. After the change, Guardian <strong>and</strong> TTM should<br />

restart.<br />

Accumulation <strong>and</strong> Nagling: Both Accumulation <strong>and</strong> Nagling are used to conserve b<strong>and</strong>width<br />

<strong>and</strong> are disabled by default. Accumulation <strong>and</strong> Nagling cannot be run simultaneously, <strong>and</strong> neither<br />

is required.


• Nagling: Enable Nagling by setting TcpNoDelay = false within the section of<br />

the ttmd.cfg file.<br />

• Accumulation: Alternatively, you could enable Accumulation (instead of nagling) which is<br />

supported with TTM version 2.1.1 <strong>and</strong> above.<br />

• Set accumulator_timeout = [value between 0 <strong>and</strong> 5000000 microseconds] per<br />

service within the section of the ttmd.cfg file.<br />

• Set accumulator_mtu = [value between 0 <strong>and</strong> 64000 bytes] per service within the<br />

section of the ttmd.cfg file.<br />

• Set TcpNoDelay = true within the section of the ttmd.cfg file.<br />

Note: For help determining the optimal settings for your network, please contact<br />

your TAM.<br />

Note: TcpNoDelay must be set to True if Accumulation should be enabled. If TcpNoDelay is set<br />

to False, Nagling is used <strong>and</strong> accumulation is disabled, even if the accumulation parameters are<br />

configured.


X_TRADER Remote Host Registry<br />

Add the following DWORDs (<strong>and</strong> values) to the Registry in order to allow for faster resource<br />

recovery<br />

HKEY_LOCALMACHINE\SYSTEM\CurrentControlSet\Services\Tcpip\ Parameters:<br />

• SynAttackProtect = 00000001<br />

• TcpTimedWaitDelay = 1e


Additional Best Practices for Server-Class Systems<br />

General<br />

Ensure the following additional best practices are adhered to:<br />

• Keep hardware drivers up-to-date. If you have a choice between using Microsoft® drivers<br />

<strong>and</strong> vendor drivers, always use vendor drivers.<br />

• Check System Maintenance:<br />

• Check disk space.<br />

• Use Disk Defragmenter once a month:<br />

• Set up dual power supplies with UPS backup.<br />

• Set up backup fans.<br />

• Consult the exchange or TT’s System Administration Manuals for required b<strong>and</strong>width<br />

when determining exchange connectivity.<br />

• Turn off Search Indexing.<br />

• Double-click My Computer <strong>and</strong> right-click on Local Disk C:.<br />

• Select Properties from the Context menu.<br />

• Deselect the check box next to Allow Indexing Service to index this disk for fast<br />

file searching.<br />

• Click Apply. To confirm, ensure the radial button next to Apply changes to C:,<br />

subfolders <strong>and</strong> files is selected <strong>and</strong> click OK. A few access denied errors may<br />

appear; acknowledge these by clicking Ignore to continue.<br />

Note: You can take advantage of the Indexing Service that creates indices of the contents <strong>and</strong><br />

properties of all files on local <strong>and</strong> network drives in order to increase file searching speed. It is<br />

quite similar to “Find Fast” that ships with Microsoft Office. There is a downside in using this<br />

option as this service runs continuously <strong>and</strong> can slow down your machine’s general performance<br />

because it has to index files continuously. As a good practice, if you do not need slightly<br />

faster file searches, the feature can be safely turned off. Be aware that Indexing Service is turned<br />

on by default for all NTFS partitions.


Third-Party <strong>Software</strong><br />

Time Synchronization<br />

• Because TT software is extremely sensitive to time changes, if you must manually change<br />

time settings, wait until the TT Gateways are down. Reboot the server after you re-synchronize<br />

clock settings.<br />

• Customers may choose to use NTP (Network Time Protocol) to synchronize computer<br />

clocks over a network.<br />

• TT recommends using an NTP service that is accurate within 1 second or less.<br />

Windows Time Service does not guarantee the level of accuracy that TT requires.<br />

• Establish an NTP Server with multiple NTP listeners (this will run continuously).<br />

• You must have at least three masters for a proper NTP session. This skews the<br />

clock <strong>and</strong> stabilizes drift.<br />

Virus Protection <strong>Software</strong><br />

• TT recommends not enabling real-time virus scanning on the TT directory <strong>and</strong> its subdirectories.<br />

• Any virus scanning on the TT directory should be performed during non-trading hours.<br />

<strong>Hardware</strong> Performance Monitoring<br />

• TT recommends using third-party tools to monitor the performance of TT servers (e.g.,<br />

processor <strong>and</strong> memory utilization).<br />

• Example tools include SolarWinds <strong>and</strong> Nagios.


Client-Class Machine Optimizations<br />

Client Systems Overview<br />

Before reviewing this information, ensure you are familiar with the “Client-Class Machine<br />

<strong>Requirements</strong>” on page 4. This document includes a list of TT products that require client-class<br />

machines.<br />

Note: Most recommendations <strong>and</strong> optimizations in this document will be across all client-class<br />

machines; however, exceptions will be noted for specific products.


<strong>Hardware</strong> <strong>and</strong> Operating System – XP Professional<br />

OS <strong>and</strong> Service Pack<br />

TT recommends all client machines be installed with Windows XP <strong>and</strong> SP1 or higher.<br />

Note: The following operating system combinations are supported for a Japanese X_TRADER®<br />

machine:<br />

• Japanese Windows XP Professional<br />

• Non-Japanese Windows XP Professional running an East Asian Language Pack set to the<br />

Japanese language<br />

NIC Configuration<br />

• Ethernet cards must be on the latest driver version.<br />

Note: Per internal testing, TT has found that Nvidia cards can introduce r<strong>and</strong>om latency<br />

<strong>and</strong> disconnects.<br />

Note: Due to driver <strong>and</strong> firmware limitations, TT does not recommend using Broadcom<br />

NetXtreme I based Ethernet cards in a production environment. Instead TT recommends<br />

the Broadcom NetXtreme II Gigabit cards, with either Broadcom driver version 14.2 or<br />

higher or HP driver 5.2.17 or higher.<br />

Recommended:<br />

• NetXtreme II Gigabit (chipset 5706, 5708, 5709, 5716)<br />

Not Recommended:<br />

• NetXtreme I Desktop/Mobile (chipset 5702, 5705, 5751, 5752, 5753, 5754, 5755,<br />

5756, 5761, 5764, 5782, 57760, 57761, <strong>and</strong> 57765)<br />

• NetXtreme I Server (chipset 5700, 5701, 5703, 5704, 5714, 5715, 5718, 5721,<br />

5722, 5723, <strong>and</strong> 5780)<br />

• NetLink 57xx (chipset 5784, 5785, 57780, 57781, 57785, 57788, 57790, 57791,<br />

57795, 5781, 5786, 5787, 5788, <strong>and</strong> 5789)<br />

• NetLink 4401 (chipset 4401)<br />

• For all NICs, disable the following:<br />

• Checksum Offload<br />

• Large Send Offload<br />

• Flow control<br />

• NIC Sleep


Registry<br />

Set “No Arp’ing” by making changes to the following registry keys to ensure best performance…<br />

• Navigate to the following registry key: HKEY_LOCALMACHINE\SYSTEM\CurrentControlSet\Services\Tcpip\<br />

Parameters<br />

• Double-click ArpCacheLife.<br />

• Type ffffffff in the Value data field <strong>and</strong> click OK.<br />

• Double-Click ArpCacheMinReferencedLife<br />

• Type ffffffff in the Value data field <strong>and</strong> click OK.<br />

• Navigate to the following registry key: HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\AFD\<br />

Parameters<br />

• Right-click in the right pane <strong>and</strong> select New | DWORD Value from the Context<br />

menu.<br />

• Type in IgnorePushBitOnReceives <strong>and</strong> press Enter.<br />

• Double-click IgnorePushBitOnReceives <strong>and</strong> type 1 in the Value data field. Click<br />

OK.


Power Save Settings<br />

To avoid unexpected disconnects <strong>and</strong> to help ensure proper TT application functionality, turn off<br />

any power save or hibernation functionality on machines that host TT software.<br />

• Display Properties<br />

To access, right-click on the desktop <strong>and</strong> select Properties. Select the Screen Saver tab.<br />

• Set Screen Saver to None.<br />

Click the Power button.<br />

• Set Power Management (Power schemes) to Always On.<br />

• Set Turn off monitor <strong>and</strong> Turn off hard disks to Never.<br />

Select the Hibernate tab.<br />

• Ensure Hibernate mode is disabled.<br />

• BIOS<br />

• Turn off hard disk power saving.<br />

• Turn off HDD Spin Down.


Windows Performance Settings<br />

Ensure servers are set to automatically adjust for best performance.<br />

To access this setting, right-click on My Computer <strong>and</strong> select Properties. Select the Advanced<br />

tab, <strong>and</strong> click the Settings button within the Performance section. Select the radial button next to<br />

Adjust for best performance.<br />

Windows Services<br />

In Windows Services, disable all unnecessary services. For example:<br />

• Automatic Updates*<br />

• Computer Browser<br />

• Print Spooler<br />

• Windows Firewall***<br />

• Windows Time<br />

* Automatic updates should be downloaded <strong>and</strong> installed outside of trading hours.<br />

** TT strongly recommends disabling the Computer Browser service.<br />

*** If you do not disable your Windows firewall, ensure port 10200 is enabled.<br />

To access the Services window, select Start | Run <strong>and</strong> type services.msc in the Open field.


<strong>Hardware</strong> <strong>and</strong> Operating System — Windows 7<br />

OS <strong>and</strong> Hotfixes<br />

TT client applications (X_TRADER®, X_RISK®, X_STUDY®, TT User Setup) will be supported<br />

when running on Windows 7 with the following caveats:<br />

• The TT client must be running Windows 7 Home Premium, Professional, or Ultimate,<br />

with Service Pack 1 applied.<br />

• The TT client applications must be running at least the following version: X_TRADER®<br />

7.8.0, TT_TRADER® 7.8.0, X_RISK® 7.4.4, X_STUDY® 7.5.0, or TT User Setup 7.3.0<br />

• The Base Filtering Engine (BFE) Windows Service must be disabled.<br />

Note: The following operating system combinations are supported for a Japanese X_TRADER®<br />

machine:<br />

• Japanese Windows 7<br />

• Non-Japanese Windows 7 running an East Asian Language Pack set to the Japanese language


Network Connection Properties<br />

TT recommends disabling the following network connection items:<br />

• QoS Packet Scheduler<br />

• Internet Protocol Version 6<br />

• Link-Layer Topology Discovery Mapper I/O Driver<br />

• Link-Layer Topology Discovery Responder<br />

To access Network Connections, clicking the Start globe, then click Control Panel, Network<br />

<strong>and</strong> Internet, Network <strong>and</strong> Sharing Center, <strong>and</strong> then Change adapter settings. Right-click the<br />

network connection you want to edit.


NIC Configuration<br />

• Ethernet cards must be on the latest driver version.<br />

Note: Per internal testing, TT has found that Nvidia cards can introduce r<strong>and</strong>om latency<br />

<strong>and</strong> disconnects.<br />

Note: Due to driver <strong>and</strong> firmware limitations, TT does not recommend using Broadcom<br />

NetXtreme I based Ethernet cards in a production environment. Instead TT recommends<br />

the Broadcom NetXtreme II Gigabit cards, with either Broadcom driver version 14.2 or<br />

higher or HP driver 5.2.17 or higher.<br />

Recommended:<br />

• NetXtreme II Gigabit (chipset 5706, 5708, 5709, 5716)<br />

Not Recommended:<br />

• NetXtreme I Desktop/Mobile (chipset 5702, 5705, 5751, 5752, 5753, 5754, 5755,<br />

5756, 5761, 5764, 5782, 57760, 57761, <strong>and</strong> 57765)<br />

• NetXtreme I Server (chipset 5700, 5701, 5703, 5704, 5714, 5715, 5718, 5721,<br />

5722, 5723, <strong>and</strong> 5780)<br />

• NetLink 57xx (chipset 5784, 5785, 57780, 57781, 57785, 57788, 57790, 57791,<br />

57795, 5781, 5786, 5787, 5788, <strong>and</strong> 5789)<br />

• NetLink 4401 (chipset 4401)<br />

• For all NICs, disable the following:<br />

• Checksum Offload<br />

• Flow Control<br />

• Large Send Offload<br />

• NIC Sleep<br />

• Run the following comm<strong>and</strong>s individually from a comm<strong>and</strong> line:<br />

• netsh interface tcp set global rss=disabled<br />

• netsh interface tcp set global chimney=disabled<br />

• netsh interface tcp set global ecncapability=disabled<br />

• netsh interface tcp set global congestionprovider=none<br />

• netsh interface tcp set global autotuning=normal<br />

• netsh interface ipv4 set global taskoffload=disabled<br />

• netsh interface ipv4 set global mldversion=version3<br />

• Increase the Number of Rx Buffers to 3000 (the latest driver version is 6.2.9.0)


Power Save Settings<br />

To avoid unexpected disconnects <strong>and</strong> to help ensure proper TT application functionality, turn off<br />

any power save or hibernation functionality for the machines that host TT software.<br />

Power Settings<br />

BIOS<br />

• Select the Start globe <strong>and</strong> then enter “screen saver” into the Search programs <strong>and</strong> files<br />

field.<br />

• Click the Screen saver drop-down <strong>and</strong> select None.<br />

• On this same window, click Change power settings.<br />

• On the Select a power plan screen, select High Performance. This option is sometimes<br />

hidden in the additional plans section.<br />

• Click Change plan settings next to the High Performance plan.<br />

• Ensure Turn of the display <strong>and</strong> Put the computer to sleep are both set to Never.<br />

• Click Save changes.<br />

• Click OK.<br />

• Turn off hard disk power saving.<br />

Turn off any other power save or hibernation functionality for the monitor <strong>and</strong> all NICs.


Visual Effects <strong>and</strong> Appearance Options<br />

Traders that prefer the visual appearance (“look <strong>and</strong> feel”) of Windows XP over the visual appearance<br />

of Windows 7, often select a “Windows Classic” based theme. While this theme does provide<br />

the familiar legacy appearance of XP, it introduces an issue where windows <strong>and</strong> or cells<br />

within windows will “flicker”. This is a problem with other “Basic <strong>and</strong> High Contrast” themes as<br />

well. To avoid the flickering, follow the Visual Effects <strong>and</strong> Appearance Options optimizations<br />

listed below:<br />

• Select the Start globe <strong>and</strong> then enter “adjust appearance” into the Search programs<br />

<strong>and</strong> files field.<br />

• Select Adjust the appearance <strong>and</strong> performance of windows.<br />

• On the Visual Effects tab, click Custom <strong>and</strong> then uncheck all items except the following:<br />

• Enable desktop composition (required to avoid screen flickering)<br />

• Show thumbnails instead of icons (optional - many users prefer to leave this<br />

enabled)<br />

• Show windows contents while dragging (optional – many users prefer to leave<br />

this enabled)<br />

• Use visual styles on windows <strong>and</strong> buttons (required to avoid screen flickering)<br />

• Click OK.


Windows Performance Settings<br />

• Ensure workstations are set to automatically adjust for best performance.<br />

• To access this setting, select the Start globe <strong>and</strong> then enter “appearance” into the<br />

Search programs <strong>and</strong> files field. Select the Adjust the appearance <strong>and</strong> performance<br />

of Windows link. On the Visual Effects tab <strong>and</strong> select Adjust for best<br />

performance <strong>and</strong> then select the following checkboxes (if they exist): “Enable<br />

Aero Peek”, “Enable desktop composition”, <strong>and</strong> “Use visual styles on windows<br />

<strong>and</strong> buttons”. Click OK.<br />

• Disable ALL unnecessary startup items within the System Configuration –Startup tab.<br />

• To access this setting, select the Start globe <strong>and</strong> then enter “system configuration”<br />

into the Search programs <strong>and</strong> files field. Select the Startup tab <strong>and</strong> deselect<br />

all items that are not necessary as startup items. TT recommends leaving<br />

Guardian, trading applications, <strong>and</strong> antivirus software selected.


Windows Services<br />

You must disable the Base Filtering Engine (BFE) Windows Service.<br />

In addition, TT recommends that you disable all other unnecessary services. For example:<br />

• Automatic Updates*<br />

• Computer Browser**<br />

• Security Center<br />

• Tablet PC Input Services<br />

• Windows Defender<br />

• Windows Firewall**<br />

• Windows Search<br />

• Windows Time<br />

• Windows Update<br />

* Automatic updates should be downloaded <strong>and</strong> installed outside of trading hours.<br />

** TT Strongly recommends disabling the Computer Browser service.<br />

*** If you do not disable your Windows firewall, ensure port 10200 is enabled.<br />

To access the Services window, select the Start globe, <strong>and</strong> type services.msc in the Start Search<br />

field.<br />

Note: When you stop a service with dependencies, Windows prompts you to stop the dependent<br />

services as well. After the services are stopped, you should also disable any dependent services.


TT Client-Class <strong>Software</strong><br />

General<br />

Do not run TT applications in t<strong>and</strong>em with non-TT programs.<br />

X_TRADER<br />

Every open <strong>and</strong> minimized window consumes resources, so open as few windows as possible.<br />

Close any open <strong>and</strong> minimized windows that are not needed.<br />

• Subscribe to needed products only.<br />

• To allow for faster performance when opening large workspaces, X_TRADER®<br />

workstations should subscribe to the entire product instead of individual contracts<br />

in Market Explorer. Highlight the required product without clicking on the plus<br />

sign (+) to the left of the instrument name. Once the Market Grid has opened, use<br />

the Show/Hide Rows option to hide unwanted contract rows.<br />

• X_TRADER® Remote clients should only subscribe to the contract series they<br />

wish to view in order to reduce b<strong>and</strong>width. Within the Market Explorer Instruments<br />

column, click on the plus sign (+) to the left of the product to view the<br />

entire list of contracts. Highlight the contracts you wish to open <strong>and</strong> click on the<br />

transfer button (>) to move them to the Selected Instruments column.<br />

• Replace multiple Market Grid windows with tabs in X_TRADER® to increase processing<br />

speed.<br />

• Minimize the number of Market Grid windows opened. It is better to have more contracts<br />

per Market Grid window than to have many Market Grids with a small number of contracts.<br />

Limit the number of Market Grid windows to a maximum of 20.<br />

• If you do not need TT calculated Implied Pricing, turn it off. This setting may be turned<br />

off before a number <strong>and</strong> turned back on afterwards.<br />

• Do not have Depth layout enabled in Market Grid if depth is not watched.<br />

• Filter the Audit Trail so that only needed messages are displayed (either by number of<br />

lines or by exchange or both).<br />

• Turn off MD Trader® price consolidation, if possible.<br />

• Using the Show/Hide columns feature, limit the number of different columns displayed to<br />

only those needed.<br />

• Minimize the type of highlighting that is turned on. For example, if not needed, disable<br />

Highlight Border on Change, Use Net Change Color Coding <strong>and</strong> Use Net Position Color<br />

Coding.<br />

• Do not use any unnecessary outbound Excel links.<br />

• Back up :\tt\datfiles\ttconfig (stored workspace settings).


Autospreader®/Autotrader<br />

• In Autospreader®, use Inside Smart Quote or Advanced Slop for maximum optimization.<br />

For further optimizations around these two settings, ask your Account Manager.<br />

• In Autospreader®, use user-defined ticking rather than price consolidation wherever it<br />

meets your needs.<br />

• In Autotrader, wherever possible, use throttling for your Fills <strong>and</strong> Quotes<br />

X_RISK<br />

Keep the following in mind when installing X_RISK®:<br />

• If you use the X_RISK® Client GUI, your client workstation must have 512 MB memory<br />

per 50,000 fills. For example, if you routinely process between 30,000 <strong>and</strong> 60,000 fills per<br />

day, you must use 1 GB.<br />

• If you intend on using the email alert functionality of X_RISK®, you must install Windows<br />

Messaging on the X_RISK® workstation. This is packaged with the Windows Setup<br />

but does not install by default.


Guardian<br />

When an Administrator updates any trader ID data or risk limit data in Guardian <strong>and</strong> publishes the<br />

changes, Guardian synchronizes the data across all TT machines in the customer network. TT recommends<br />

the following Best Practices for insuring integrity of the distributed Guardian database:<br />

• Only one administrator should edit <strong>and</strong> publish changes in Guardian at a time. If two<br />

administrators publish changes at the same time, one set of changes will be lost <strong>and</strong> need<br />

to be re-entered.<br />

• Allow at least one minute between Guardian publishes to allow time for changes to propagate<br />

throughout the entire network.<br />

• Do not bring new servers online during trading hours. This can cause excessive Guardian<br />

synchronization activity on production servers.<br />

• A single trader is limited to 32K of user <strong>and</strong> risk data in Guardian. This is equivalent to a<br />

single trader with 400 to 450 product limits assigned. If the 32K limit is exceeded, Guardian<br />

will display an error when publishing the risk record, indicating the publish failed. In<br />

this case, reduce the number of product limits assigned to the trader <strong>and</strong> re-publish.


TT User Setup (Client <strong>and</strong> Server)<br />

TT recommends two instances of the TT User Setup Server be installed per trading environment.<br />

In larger environments, TT User Setup Server should be installed on a dedicated server-class<br />

machine. In smaller environments, customers may choose to install TT User Setup Server on a<br />

non-order entry client-class machine (e.g., on the same machine as X_RISK®), or on a serverclass<br />

machine that is also running Historical Fill Server or TTSIM Gateway.


Additional Best Practices for Client-Class Systems<br />

General<br />

• Keep hardware drivers up-to-date. If you have a choice between using Microsoft® drivers<br />

<strong>and</strong> vendor drivers, always use vendor drivers.<br />

• Check System Maintenance:<br />

• Schedule regular reboots of workstations (i.e., daily) to allow the cached data to be<br />

cleared, resources to be freed up <strong>and</strong> the page file to return to its original size.<br />

• Check disk space.<br />

• Use the Disk Cleanup <strong>and</strong> Disk Defragmenter system tools once a month, while<br />

X_TRADER is NOT in use:<br />

• Turn off unneeded services. Set these services to manual startup in the Services<br />

dialog box.<br />

• Turn off Search Indexing.<br />

• Double-click My Computer <strong>and</strong> right-click on Local Disk C:.<br />

• Select Properties from the Context menu.<br />

• Deselect the check box next to Allow Indexing Service to index this disk for fast<br />

file searching.<br />

• Click Apply. To confirm, ensure the radial button next to Apply changes to C:,<br />

subfolders <strong>and</strong> files is selected <strong>and</strong> click OK. A few access denied errors may<br />

appear; acknowledge these by clicking Ignore to continue.<br />

Note: You can take advantage of the Indexing Service that creates indices of the contents<br />

<strong>and</strong> properties of all files on local <strong>and</strong> network drives in order to increase file searching<br />

speed. It is quite similar to “Find Fast” that ships with Microsoft Office. There is a downside<br />

in using this option as this service runs continuously <strong>and</strong> can slow down your<br />

machine’s general performance because it has to index files continuously. As a good<br />

practice, if you do not need slightly faster file searches, the feature can be safely turned<br />

off. Be aware that Indexing Service is turned on by default for all NTFS partitions.<br />

• Performance is dependent on the quality of video card <strong>and</strong> on the screen resolution that is<br />

set. It is best to minimize client windows that are not in use. Reducing the amount of data<br />

displayed will always yield increased performance. Additionally, set the screen resolution<br />

<strong>and</strong> color depth as low as possible for your desktop <strong>and</strong> client workspace(s).<br />

• If you use USB mice <strong>and</strong> keyboards, you must use USB 2.0 ports <strong>and</strong> devices. TT does not<br />

recommend using wireless mice/keyboards.<br />

• TT software is extremely sensitive to time changes; ensure time settings are changed only<br />

when TT Gateways are down. Reboot the workstation after you re-synchronize clock settings.


Third-Party <strong>Software</strong><br />

General<br />

• Do not run MP3 or Streaming Video on the same machine when using client GUIs.<br />

• For third-party applications, disable Keyboard Hotkeys software.<br />

• Uninstall all Instant Messenger software.<br />

• Uninstall any other communications software (e.g., Skype).<br />

• Uninstall any application that connects to the Internet to receive updates (e.g., Google<br />

taskbar, Quicktime, Realplayer, etc.).<br />

Virus Protect <strong>Software</strong><br />

• TT recommends not enabling real-time virus scanning on the TT directory <strong>and</strong> its subdirectories.<br />

• Any virus scanning on the TT directory should be performed during non-trading hours.


Appendix: Setting Descriptions<br />

NIC Settings<br />

These are explanations of the additional NIC settings that are implemented per TT’s recommendations.<br />

NIC Setting<br />

Description<br />

This setting was designed to allow the NIC to carry out checksum<br />

calculations rather than the application to reduce application<br />

overheads (e.g., Is this a good packet? If not, then drop).<br />

Checksum Offload = OFF<br />

Intel Quote: “Checksum Offload enables the adapter to verify<br />

the TCP/IP checksum on received packets (Rx) <strong>and</strong> compute<br />

checksum on transmitted packets (Tx). Enabling this feature<br />

may improve TCP/IP performance <strong>and</strong> reduce CPU utilization.<br />

With Offloading disabled, the operating system calculates <strong>and</strong><br />

verifies the TCP/IP checksum.”<br />

It has been shown in practice that this setting impacts the performance<br />

of the trader’s workstation <strong>and</strong> as such TT recommends<br />

that it is disabled.<br />

Large Send Offload = OFF<br />

This setting was designed to allow the NIC to build larger<br />

packet sizes <strong>and</strong> reduce the overhead of multiple calls down<br />

the TCP stack, utilizing the st<strong>and</strong>ard 1500 byte size frames<br />

which would ultimately reduce host processing. This is more<br />

efficient if working in an ‘admin’ type network environment,<br />

but it has been shown to impact trader performance so TT recommends<br />

that it is disabled.<br />

IBM Quote: “If your primary concern is lower host CPU utilization,<br />

use this option. However, for best raw throughput, you<br />

should not enable this option because the data rate on the wire<br />

is slower with this option enabled.”


NIC Setting<br />

TCPChimneyOffload = OFF<br />

Description<br />

Microsoft Quote: “TCP Chimney Offload is a networking technology<br />

that allows the work associated with moving data<br />

across a network to be offloaded from the host computer’s<br />

CPU to the network adapter. This helps improve the processing<br />

of network data on your computer or server without the need<br />

for additional programs or any loss to manageability or security.<br />

Programs that are currently bound by network processing<br />

overhead will generally scale better when used with TCP<br />

Chimney Offload.”<br />

In reality, this setting has proven to slow down the throughput<br />

of data packets from the wire up through the TCP stack to the<br />

application (e.g., X_TRADER® Remote) – as TT data is<br />

packet-based, not stream-based.<br />

This setting enables the adapter to compute the IP checksum of<br />

outgoing packets.<br />

TX IP Checksum offload/Offload<br />

Transmit IP Checksum<br />

(Broadcom/Intel)<br />

• With Offloading disabled, the OS verifies the IP<br />

checksum.<br />

• With Offloading enabled, the adapter completes the<br />

verification for the OS.<br />

As with Large Send Offload, “for best raw throughput, you<br />

should not enable this option because the data rate on the wire<br />

is slower with this option enabled.”<br />

This setting enables the adapter to verify the IP checksum of<br />

incoming packets.<br />

RX IP Checksum offload/Offload<br />

Receive IP Checksum<br />

• With Offloading disabled, the OS verifies the IP<br />

checksum.<br />

• With Offloading enabled, the adapter completes the<br />

verification for the OS.<br />

As with Large Send Offload, “for best raw throughput, you<br />

should not enable this option because the data rate on the wire<br />

is slower with this option enabled.”


NIC Setting<br />

Description<br />

Microsoft Quote: “Receive Side Scaling enables the receive<br />

processing of networking traffic to be load balanced across<br />

multiple CPUs by leveraging new hardware in the NIC. It will<br />

dynamically balance the load as either system load or network<br />

traffic patterns vary. Any application that has significant networking<br />

traffic <strong>and</strong> runs on a multiprocessor host will benefit<br />

from RSS.<br />

Receive Side Scaling = OFF<br />

To help ensure application compatibility <strong>and</strong> security protection,<br />

TCP connection setup is not offloaded to the network<br />

adapter, only TCP data transfer. If any security policies conflict<br />

with a request to offload data transfer, the network connection<br />

will not be offloaded to the NIC, <strong>and</strong> will instead<br />

remain on the host TCP/IP stack, to ensure the system maintains<br />

robust security protection.”<br />

Quote from Intel: “When Receive Side Scaling (RSS) is<br />

enabled, all of the receive data processing for a particular<br />

TCP connection is shared across multiple processors or processor<br />

cores. Without RSS all of the processing is performed by<br />

a single processor, resulting in inefficient system cache utilization.<br />

Note: This setting has no effect if your system has only one<br />

processing unit.”<br />

RSS has caused issues with drops, out of order <strong>and</strong> duplicate<br />

packets in 2003 SP2, <strong>and</strong> a recent article from Microsoft recommends<br />

disabling this setting.<br />

Flow control = OFF<br />

Enable PME = DISABLE<br />

This setting is used to allow the NIC to manage the data flow<br />

between two machines. TT disables this <strong>and</strong> allows the application<br />

to drive the data flow through Windows Scaling, TCP<br />

Window Size, etc.<br />

In the Adapter’s Advanced Settings, there is a setting titled<br />

“Enable PME.” When PME is enabled, you can enable Wake<br />

on Settings which explicitly allows wake up with a Magic<br />

Packet from shutdown under APM power management mode.<br />

TT does not want anything to interfere with the process of trading<br />

so this is set to be disabled.


NIC Setting<br />

Description<br />

PC Interrupts are a necessary requirement for a workstation to<br />

carry out the necessary tasks required to make it a fully functional<br />

PC. An interrupt is something that is caused by processing,<br />

for example, a request for input or output or arithmetic<br />

overflow error. In order to dedicate as much ‘processing time’<br />

to X_TRADER, TT sets this function to minimal to stop other<br />

superfluous functions interfering with X_TRADER, therefore<br />

giving X_TRADER maximum CPU priority.<br />

Internal Moderate Interrupt =<br />

MINIMAL<br />

Receive Descriptors = Set to<br />

Maximum Value<br />

Intel Quote: “Interrupt Moderation Rate sets the rate at which<br />

the controller moderates or delays the generation of interrupts<br />

making it possible to optimize network throughput <strong>and</strong> CPU<br />

utilization. The default setting (Adaptive) adjusts the interrupt<br />

rates dynamically depending on traffic type <strong>and</strong> network<br />

usage. Choosing a different setting may improve network <strong>and</strong><br />

system performance in certain configurations. Without interrupt<br />

moderation, CPU utilization increases at higher data<br />

rates because the system must h<strong>and</strong>le a larger number of interrupts.<br />

Interrupt moderation causes the network driver to accumulate<br />

interrupts <strong>and</strong> send a single interrupt rather than a<br />

series of interrupts. At higher data rates, a high interrupt moderation<br />

setting may improve system performance. At low data<br />

rates, a lower interrupt moderation setting is preferred as<br />

delayed interrupts cause latency.”<br />

Intel Quote: “Receive Descriptors defines the number of<br />

Receive Descriptors, which are data segments that enable the<br />

adapter to allocate received packets to memory. Depending on<br />

the size of the packet, each receive packet requires one or more<br />

Receive Descriptors. You might choose to increase the number<br />

of Receive Descriptors if you notice a significant decrease in<br />

the performance of received traffic. If receive performance is<br />

not an issue, use the default setting appropriate to the adapter.<br />

The default setting is 256.”<br />

For this reason, TT recommends that this setting be set to Maximum.


NIC Setting<br />

Transmit Descriptors = Set to<br />

Maximum Value<br />

Description<br />

Intel Quote: “Transmit Descriptors defines the number of<br />

Transmit Descriptors, which are data segments that enable the<br />

adapter to track transmit packets in the system memory.<br />

Depending on the size of the packet, each transmit packet<br />

requires one or more Transmit Descriptors. You might choose<br />

to increase the number of Transmit Descriptors if you notice a<br />

possible problem with transmit performance. Although<br />

increasing the number of Transmit Descriptors can enhance<br />

transmit performance, Transmit Descriptors do consume system<br />

memory. If transmit performance is not an issue, use the<br />

default setting of 512.”<br />

For this reason, TT recommends that this setting be set to Maximum.<br />

Number of Coalesce Buffer =<br />

16<br />

This setting specifies the number of memory buffers available<br />

to the driver in case the driver runs out of available Map Registers.<br />

This buffer area is also used when a packet consists of<br />

many fragments. If no coalesce buffers or map registers are<br />

available, the driver will be forced to queue the packet for later<br />

transmission. The preferred method of transmitting data is to<br />

use map registers because it is the most efficient method. If<br />

you are using Windows NT 3.50 <strong>and</strong> are having network performance<br />

problems, try increasing the coalesce buffers. The<br />

valid range of values for Coalesce Buffers is 16-768.<br />

TT recommends that this is set to 16<br />

Number of RX buffers = Maximum<br />

This setting specifies the number of buffers used by the driver<br />

when copying data to the protocol memory. The recommended<br />

value is usually 16. In high network load situations, increasing<br />

receive buffers can increase performance. The tradeoff is that<br />

this also increases the amount of system memory used by the<br />

driver. If too few receive buffers are used, network performance<br />

will suffer. If too many receive buffers are used, the<br />

driver will unnecessarily consume memory resources. The<br />

valid range of values for Receive Buffers is 80-3000. TT recommends<br />

that this is set to the maximum (2048 for Intel <strong>and</strong><br />

3000 for Broadcom).


NIC Setting<br />

Number of TX buffers = Maximum<br />

Wake On = Disable<br />

Wake up Mode Cap = Disable<br />

Task Offload Cap = Disable<br />

Rx Coalescing Ticks= Disable<br />

Tx Coalescing Ticks = Disable<br />

Description<br />

This parameter determines the number of transmit buffers that<br />

are allocated by the driver when loaded, <strong>and</strong> thus significantly<br />

impacts the resources the driver consumes in the system (allocated<br />

memory). More transmit buffers allow more send operations<br />

to be in progress at one time, <strong>and</strong> thus potentially<br />

increases system performance – this also consumes more system<br />

resources. Setting this parameter too high can prevent the<br />

driver from loading due to insufficient system resources <strong>and</strong><br />

runs the risk of the NIC dropping packets. The range of possible<br />

values for this parameter is 80-2048. TT recommends this<br />

is set to the maximum (2048).<br />

Wake on settings allow the user to set the adapter to wake up<br />

from a low power mode when it receives a network wake up<br />

frame. There are two wake up frames: Magic Packet <strong>and</strong> IP<br />

Frame. TT does not want anything to interfere with the process<br />

of trading <strong>and</strong> therefore we recommend that you disable this<br />

setting.<br />

Network adapters with appropriate NDIS 5 (<strong>and</strong> later) miniport<br />

drivers can increase the system performance by supporting<br />

hardware offload of Transmission Control Protocol/Internet<br />

Protocol (TCP/IP) CPU intensive tasks. However, we have<br />

found that enabling this setting does in fact have the potential<br />

to corrupt data at the packet level <strong>and</strong> therefore we recommend<br />

that you disable this setting.<br />

Configures the number of Rx Host Coalescing Ticks in microseconds.<br />

This determines the upper-bound threshold of the<br />

time interval that the device will generate an interrupt if one or<br />

more frames are received.<br />

When an interrupt is generated, the flow of data to <strong>and</strong>/or from<br />

the NIC is temporarily disrupted. TT does not want anything to<br />

interfere with the process of trading <strong>and</strong> therefore we recommend<br />

that you disable this setting.<br />

Configures the number of Tx Host Coalescing Ticks in microseconds.<br />

This determines the upper-bound threshold of the<br />

time interval that the device will generate an interrupt if one or<br />

more frames are sent.<br />

When an interrupt is generated, the flow of data to <strong>and</strong>/or from<br />

the NIC is temporarily disrupted. TT does not want anything to<br />

interfere with the process of trading <strong>and</strong> therefore we recommend<br />

that you disable this setting.


NIC Setting<br />

Rx Max Coalesced Frames =<br />

Disable<br />

Tx Max Coalesced Frames =<br />

Disable<br />

Jumbo Packet = Disable<br />

Reduce Speed On Power<br />

Down = Disable<br />

Save Power Now Enabled =<br />

Disable<br />

Description<br />

Configures the number of Rx Maximum Coalesced Frames<br />

parameters. This determines the upper-bound threshold of the<br />

maximum number of Rx buffer descriptors that a device processes<br />

before it will generate an interrupt.<br />

When an interrupt is generated, the flow of data to <strong>and</strong>/or from<br />

the NIC is temporarily disrupted. TT does not want anything to<br />

interfere with the process of trading <strong>and</strong> therefore we recommend<br />

that you disable this setting.<br />

Configures the number of Tx Maximum Coalesced Frames<br />

parameters. This determines the upper-bound threshold of the<br />

maximum number of Tx buffer descriptors that a device processes<br />

before it will generate an interrupt.<br />

When an interrupt is generated, the flow of data to <strong>and</strong>/or from<br />

the NIC is temporarily disrupted. TT does not want anything to<br />

interfere with the process of trading <strong>and</strong> therefore we recommend<br />

that you disable this setting.<br />

In computer networking, jumbo packets are Ethernet packets<br />

with more than 1500 bytes of payload (MTU). Conventionally,<br />

jumbo packets can carry up to 9000 bytes of payload, but variations<br />

exist <strong>and</strong> some care must be taken when using the term.<br />

Many, but not all, Gigabit Ethernet switches <strong>and</strong> Gigabit Ethernet<br />

network interface cards support jumbo packets, but all Fast<br />

Ethernet switches <strong>and</strong> Fast Ethernet network interface cards<br />

support only st<strong>and</strong>ard-sized frames. However, we recommend<br />

disabling Jumbo Packets because we do not send packets with<br />

more than 1500 bytes of payload <strong>and</strong> therefore the larger<br />

throughput is not necessary.<br />

The Reduce Speed On Power Down <strong>and</strong> Save Power Now<br />

Enabled settings are triggered by inactivity on a PC <strong>and</strong> actually<br />

instruct the NIC card to reduce the connection speed to<br />

which it is set. This increases the chance that problems such as<br />

latency could occur, so TT recommends that you disable these<br />

settings.


Registry Settings (Windows XP)<br />

Table 1:<br />

Registry Setting TT Machine Description<br />

ArpCacheLife<br />

These are explanations of the additional NIC settings that are implemented per TT’s recommendations.<br />

ArpCacheMin-<br />

ReferencedLife<br />

Tcp1323Opts<br />

EnableTCPA<br />

EnableRSS<br />

EnableTCPChimney<br />

Server Machines,<br />

Client Machines<br />

Server Machines,<br />

Client Machines<br />

Server Machines,<br />

Remote Hosts,<br />

WAN Routers<br />

Server Machines<br />

Server Machines<br />

Server Machines<br />

This sets the timeout for unused entries in the OS ARP<br />

Cache. By default, this key does not exist but is set to<br />

two minutes. TT sets this to one (1) hour.<br />

This sets the timeout for all entries in the OS ARP<br />

Cache. By default, this key does not exist but is set to<br />

10 minutes. TT sets this to two (2) hours.<br />

This allows a TCP receive window of larger than 64k<br />

to be advertised; it will only be seen during the SYN<br />

<strong>and</strong> will show up as a Windows Scaling multiplication<br />

factor. This is used when calculating the correct TCP<br />

Receive Window for a WAN connection.<br />

This is Net DMA NetDMA <strong>and</strong> it allows for a Direct<br />

Memory Access (DMA) engine on the Peripheral<br />

Component Interconnect (PCI) bus. This does not<br />

work if RSS <strong>and</strong> TCPChimney are turned off, but Microsoft<br />

recommends disabling it.<br />

This toggles Receive Side Scaling. Receive Side Scaling<br />

only works on multi-processor boxes <strong>and</strong> allows<br />

the incoming data to be processed across multiple<br />

CPUs. TT turns this off as it causes out of order packets,<br />

duplicate packets, or dropped data. This really only<br />

applies to TCP.<br />

This allows the OS to offload the TCP stack to the<br />

NIC. This is more efficient in that it allows the NIC<br />

CPU to process the TCP data <strong>and</strong> only pass up what is<br />

required. (This is only good in a streaming environment.)<br />

TT's data is small packets all with Push Bit set<br />

which means TT treats the TCP data more like a<br />

Packet-based Protocol - each packet is passed up to the<br />

applications. This is not an efficient use of offloading<br />

<strong>and</strong> does cause extra latency.


Table 1:<br />

Registry Setting TT Machine Description<br />

DisableTaskOffload<br />

IgnorePushBitOn<br />

Receives<br />

TcpAckFrequency<br />

SynAttackProtect<br />

TcpTmedWaitDelay<br />

TCPWindowSize<br />

Server Machines<br />

Server Machines,<br />

Client Machines<br />

Server Machines<br />

Remote Hosts,<br />

WAN Routers<br />

Remote Hosts,<br />

WAN Routers<br />

Remote Hosts,<br />

WAN Routers<br />

This toggles checksum offloading. In general, offloading<br />

the checksum calculation to the device driver is<br />

supposed to free up the OS from doing the work; therefore,<br />

making the process more efficient. TT has tested<br />

this, <strong>and</strong> it shows that leaving the OS to do the work is<br />

actually faster <strong>and</strong> more efficient.<br />

This allows any incoming packets without Push Bit set<br />

to be treated as though they were sent that way. This<br />

makes the application more efficient by h<strong>and</strong>ling fragments;<br />

for example, say a 1500 byte packet turns up.<br />

Normally TCP would hold this until it receives what it<br />

assumes to be the end of the stream, or a packet with<br />

Push Bit set. This adds latency <strong>and</strong> can stall the application<br />

from h<strong>and</strong>ling the data because it is now waiting<br />

on the OS to pass it up. With this setting, TT's application<br />

can dissect the 1500 byte packet sent out - say 10<br />

prices - but retain a small fragment while waiting for<br />

the next packet to arrive. This means that data is send<br />

all the time, making it a more consistent flow.<br />

To make better use of the b<strong>and</strong>width the Nagle Algorithm<br />

is used. This means that it accumulates data until<br />

it receives an ACK from the receiving side; however, if<br />

delayed ACKs are turned on, it can create an even<br />

greater latency in sending <strong>and</strong> receiving data.<br />

This closes half open TCP connections faster so a SYN<br />

attack cannot create a resource failure.<br />

This decreases the time wait state for a closed TCP session.<br />

Normally the system takes three (3) minutes to<br />

recover the resource, but this can be set to 30 seconds.<br />

This allows us to set the size of the TCP receive window<br />

to suit the b<strong>and</strong>width of the line. This is now normally<br />

set in the TTM config file.


Network Time Settings<br />

Overview<br />

Network Time Protocol (NTP) is designed to synchronize computer clocks over a network. It is<br />

capable of achieving synchronization within microseconds, depending upon the synchronization<br />

source <strong>and</strong> the network paths.<br />

TT recommends synchronizing TT Gateways with a Time Server that meets the following<br />

requirements:<br />

• fully compatible with NTP v4+<br />

• accurate within 1 second or less<br />

Note: TT does not recommend using Windows Time Service as it does not guarantee the level of<br />

accuracy that TT requires. For more information about NTP, refer to http://www.ntp.org/.<br />

Note: If Windows Time Service must be used due to network limitations that prevent connecting<br />

to external time sources, contact your TAM.<br />

Tip<br />

Time management is the responsibility of the TT client’s systems administrator. A large time<br />

change made to the operating system clock of a production TT Gateway during trading hours can<br />

cause problems, whether initiated by Windows Time Service, NTP, or even low CMOS batteries.

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