TT CME Gateway System Administration Manual - Trading ...

Trader and Firm Identification
1 TT Gateway and the Exchange
Overview CME uses unique user IDs and passwords for the Order and Price API connections.
Tag 50 and TT Direct
Trader IDs
You can determine and set up any Group ID and Trader ID you like, however, you
must use the Member ID as distributed by CME Globex. The exchange does not
require members to identify each user individually.
Additionally, CME Group requires all individuals to be uniquely identified within a
Clearing Firm by using iLink FIX tag 50-SenderSubID. CME uses this tag to
identify customers in the CME Group membership system and aggregate fees at
the correct levels in their Exchange Fee System (EFS). Customers must check
with their Clearing Firm Administrators to ensure that their FIX tag 50 has been
registered for each trader.
By default, the CME Gateway 7.15 maps FIX tag 50 to the Trader ID portion of
the Direct Trader ID (i.e., MemberGroupTrader ID). On CME Gateway 7.16 and
higher, Tag 50 is mapped to the TT Username (i.e., Universal Login ID) by default.
This behavior is controlled by the Sendersubid parameter located in the
[order_session] section of the hostinfo.cfg file. Refer to Sendersubid
parameter description in the section called Section: [order_session] on
page 125.
You must complete the following fields in Guardian to map a TTORD proxy trader
to a direct trader:
• Exchange: The TT Gateway exchange-flavor (e.g., CME-A).
• Member: A concatenation of the customer’s SessionID and FirmID, both of
which the CME assigns to the customer.
• Group: A three-digit maximum variable defined by the firm.
• Trader: A multi-digit (11 character maximum) variable defined by the firm.
Note: You must ensure that the Trader IDs are unique across your firm so that each trader
(Direct Trader or TTORD) can be uniquely identified in the Tag 50 sent to the exchange by
the CME Gateway.
TTORD Trader IDs The following lists how CME Gateways use TTORD trader IDs.
• CME Gateways support TTORDs.
• You can map multiple TTORDs to one direct exchange trader.
Note: Each TTORD ID connecting to and trading on the exchange must use a unique clearing
account.
FFT2 and FFT3 Fields On CME Gateway 7.14, traders can use the FFT2 and FFT3 fields for account
management; however, the CME Gateway does not require these fields. For CME
Gateway 7.15 and higher, FFT2 and FFT3 values are not sent to the exchange and
do not appear in any order acknowledgements or fills.
When populated, CME Gateway 7.14 forwards the content of the FFT2 field as Tag
16102 to the exchange. In addition, CME Gateway 7.14 forwards the content of
the FFT3 field as Tag 16103 to the exchange. The exchange ignores the values
contained in FIX Tags 16102 and 16103, but both values return to the gateway
from the exchange in order acknowledgements and fills.
16 CME Gateway System Administration Manual
Trading Technologies International, Inc.