TT CME Gateway System Administration Manual - Trading ...

More documents

Recommendations

Info

5 Configuring Order Management To migrate trader logins to this application, refer to the TT User Setup System Administration Manual. To configure trader locations, refer to the TT User Setup User Guide. 106 CME Gateway System Administration Manual Trading Technologies International, Inc.
5 Configuring Order Management Support of Post-Trade Functionality Overview The CME Gateway supports orders designated for post-trade processing by CME Clearing. These orders are entered using clearing member codes in the Give Up field or special characters in the trader’s Account# field in the X_TRADER ® Customer Defaults profile. Orders requiring special characters can also be entered using the account number field in the X_TRADER ® Market Window. The following orders are entered using codes in the Give Up field: • MultiFirm Give Up orders • Mutual Offset System (MOS) orders Orders using special characters in the Account# field or entered directly in the X_TRADER ® Market Window are: • Average Price System (APS) orders • Single Line Entry of Differential Spreads (SLEDS) orders • Discretionary Orders • Bunched Account Orders Gateway Behavior The CME Gateway supports post-trade functionality at order entry, and is not involved in any post-fill or post-trade processing. When codes or special characters are entered in the account number, they appear in the TT system the same way they were entered. For example, if “%4400” is entered in the account number field in the X_TRADER ® Market Window, the account number will appear in the TT system as “%4400” and not “4400” (special characters ignored). The Gateway routes the special characters and codes to the exchange, and they appear in the fills sent to CME Clearing. Client Impact All orders can be designated for post-trade functionality in X_TRADER ® . Direct Traders can change their Customer Defaults profiles and enter all trades with the special characters or Give Up code, or they can enter their characters in the Account# field in the X_TRADER ® Market Window field on a per order basis. A TTORD trader is locked into a Direct Trader profile, and cannot change values in the Customer Defaults profile or enter special characters in the Market Window. A separate profile should be set up for TTORD traders. In Guardian or TT User Setup, TTORD traders must be setup with account numbers that include the codes and special characters they plan to use when entering orders. For example, if a TTORD trader places APS orders and SLEDS orders, two separate account numbers with the codes for these types of orders must be pre-listed in Guardian or TT User Setup when the TTORD login is defined. MultiFirm Give Up Orders Customers wishing to submit orders that are given up to multiple firms must use one of the following methods: CME Gateway System Administration Manual 107 Trading Technologies International, Inc. • Submit orders with the X_TRADER ® Account Type set to G2. CME Gateways contain an enhancement that allows you to leave the Give Up field blank. When the order does not have a Give Up account, the gateway returns blank values for Giveup and Clr Mbr. • Use different Account Types (i.e., G1 or M1) to submit orders to multiple firms. However, you must set GiveupAccounts=G1, M1 in the [order_session_#] section of the hostinfo.cfg file.
Page 1 and 2:
CME Gateway System Administration M
Page 3 and 4:
Page 5 and 6:
1 Table of Contents Verifying Conne
Page 7 and 8:
Page 9 and 10:
CME Gateway CME Gateway System Admi
Page 11 and 12:
1 Exchange Location and Interface C
Page 13 and 14:
1 TT Gateway and the Exchange CME G
Page 15 and 16:
1 TT Gateway and the Exchange CME G
Page 17 and 18:
1 TT Gateway and the Exchange Routi
Page 19 and 20:
1 TT Gateway and the Exchange MDP P
Page 21 and 22:
1 TT Gateway and the Exchange Gatew
Page 23 and 24:
1 TT Gateway and the Exchange Gatew
Page 25 and 26:
1 TT Gateway and the Exchange Order
Page 27 and 28:
1 TT Gateway and the Exchange File
Page 29 and 30:
1 TT Gateway and the Exchange Forma
Page 31 and 32:
2 Preparing to Install CME Gateway
Page 33 and 34:
2 Installing and Upgrading CME Gate
Page 35 and 36:
Page 37 and 38:
Page 39 and 40:
2 Installing and Upgrading Installi
Page 41 and 42:
2 Installing and Upgrading Addition
Page 43 and 44:
2 Installing and Upgrading Upgradin
Page 45 and 46:
Page 47 and 48:
3 Initial Configuration CME Gateway
Page 49 and 50:
3 Configuring Global Settings Confi
Page 51 and 52:
3 Configuring Global Settings Verif
Page 53 and 54:
3 Configuring Global Settings Confi
Page 55 and 56: 3 Configuring Global Settings Verif
Page 57 and 58: 3 Configuring Global Settings Testi
Page 59 and 60: 4 Understanding the Price Feed TT C
Page 61 and 62: 4 Configuring Market Data Tick Tabl
Page 63 and 64: 4 Configuring Market Data Configuri
Page 65 and 66: 4 Configuring Market Data Checking
Page 67 and 68: 4 Configuring Market Data Emergency
Page 69 and 70: 4 Configuring Market Data FIX/FAST
Page 71 and 72: 4 Configuring Market Data Enabling
Page 77 and 78: 4 Configuring Market Data Data Flow
Page 79 and 80: 4 Configuring Market Data Number of
Page 81 and 82: 4 Configuring Market Data TT CME Ga
Page 83 and 84: 4 Configuring Market Data Support F
Page 85 and 86: 4 Configuring Market Data Support F
Page 87 and 88: 4 Configuring Market Data TT CME Ga
Page 89 and 90: 4 Configuring Market Data X_TRADER
Page 91 and 92: 5 Understanding Order Management Or
Page 93 and 94: 5 Configuring Order Management Conf
Page 95 and 96: 5 Configuring Order Management Orde
Page 97 and 98: 5 Configuring Order Management TT G
Page 99 and 100: 5 Configuring Order Management CME
Page 101 and 102: 5 Configuring Order Management CME
Page 103 and 104: 5 Configuring Order Management Exam
Page 105: 5 Configuring Order Management Inst
Page 109 and 110: 5 Configuring Order Management Sing
Page 111 and 112: 6 Single Gateway Failure CME Gatewa
Page 113 and 114: 6 Disaster Recovery Price Server Fa
Page 115 and 116: 6 Disaster Recovery Failover Behavi
Page 117 and 118: 6 Disaster Recovery Exchange Host F
Page 119 and 120: 7 Using Connection Quality Tools CM
Page 121 and 122: 7 Troubleshooting Order Messaging V
Page 123 and 124: 7 Troubleshooting FASTTemplate.xml
Page 125 and 126: A HostInfo.cfg CME Gateway System A
Page 127 and 128: A Configuration Parameters A1=40 G1
Page 129 and 130: A Configuration Parameters CME Gate
Page 139 and 140: CME Gateway System Administration M
Page 141 and 142: A Index CME Gateway System Administ
show all

TT CME Gateway System Administration Manual - Trading ...

You also want an ePaper? Increase the reach of your titles

Delete template?

Save as template?