TT CME Gateway System Administration Manual - Trading ...
TT CME Gateway System Administration Manual - Trading ...
TT CME Gateway System Administration Manual - Trading ...
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5 Configuring Order Management<br />
<strong>CME</strong> <strong>Gateway</strong> <strong>System</strong> <strong>Administration</strong> <strong>Manual</strong> 101<br />
<strong>Trading</strong> Technologies International, Inc.<br />
Send(02/15/2011-<br />
10:43:42.307)|8=FIX.4.29=0026135=D49=S18000P56=<strong>CME</strong>57=G50=<strong>TT</strong>1 142=US,IL<br />
34=5748369=537152=20110215-<br />
16:43:42.307204=055=2V48=914259167=OPT107=UD:2V: GN<br />
02159142599717=000004KW11=000004KW1=REDG2<strong>TT</strong>29702=321=154=140=277=O 1028=Y<br />
38=544=120200=20110260=20110215-16:43:42.30710=238<br />
Recv(02/15/2011-<br />
10:43:42.322)|8=FIX.4.29=30035=834=5372369=574852=20110215-<br />
16:43:50.56849=<strong>CME</strong>50=G56=S18000P57=<strong>TT</strong>1 143=US,IL<br />
1=REDG2<strong>TT</strong>26=011=000004KW14=017=54207:94139020=037=546728136738=539=040=2<br />
41=044=12048=91425954=155=2V59=060=20110215-16:43:50.562107=UD:2V: GN<br />
0215914259150=0151=5432=20110215 1028=Y 9717=004KW10=053<br />
This last example shows the Order Server log entry at gateway startup.<br />
Example: Startup message in Order Server log<br />
16.02.2011 09:15:14.346 | ORDERSERVER/SIM | 5712 | INFO | 10068000 | <strong>CME</strong>-<br />
M O R D E R S E R V E R S T A R T I N G (PID: 5696) (EID: 686)<br />
...<br />
16.02.2011 09:15:18.340 | ORDERSERVER/SIM | 5712 | INFO | 10078106 | New<br />
key in location: countrystate = US,IL<br />
The following message appears in the Order Server log when [location] is<br />
incorrectly configured.<br />
Example: Location configuration error in Order Server log<br />
22.02.2011 09:47:22.671 | ORDERSERVER/SIM | 5860 | ERROR | 10078028 |<br />
Config Error: Error processing config file (Location section not defined).<br />
<strong>CME</strong> <strong>Gateway</strong> Audit files have three additional fields that appear after each order<br />
action in the file to show location and automated trading indicator values.<br />
The CountryCode field includes the ISO country of origin code and the RegionCode<br />
field includes the ISO region code (U.S. state or Canada province) if applicable. If<br />
<strong>TT</strong> Clients do not provide this data, these fields are left blank in this audit file.<br />
The OrderSourceAutomated field indicates whether an order action was submitted<br />
manually or automatically. Possible values are 0 or 1; where “0” (the default<br />
value) indicates the order was entered manually (1028=Y), and “1” indicates the<br />
order was submitted via an automated trading system or API (1028=N). The<br />
OrderSourceAutomated column is left blank for administrative messages sent by<br />
the gateway.
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