TT CME Gateway System Administration Manual - Trading ...

More documents

Recommendations

Info

4 Configuring Market Data 90 TT CME Gateway System Administration Manual Trading Technologies International, Inc.
5 Understanding Order Management Order Server Data Flow 7.14.x Order Server Data Flow 7.15.x or higher CME Gateway System Administration Manual 91 Trading Technologies International, Inc. Configuring Order Management Note: Terminology used in the following data flow matches terminology used in the Gateway System - Logical Architecture diagram. Also, native orders are those orders normally accepted by the exchange's API. The following is a description of the Order Feed connection from the Order Server on the CME Gateway to the exchange. • Upon startup, the Order Server reads any working orders contained in the *_SessionIdMemberId_Mode_orders.tbl files into memory. • X_TRADER® submits an order to the Order Server. • After receipt, the Order Server passes it to the appropriate Order Router. For details on how the Order Server determines the Order Router to which it passes the order, refer to the section called Order Router Determination 7.14.x on page 95. • The Order Router assigns a TON to the order and then updates the Order Book with the new order information. • The Order Router records the order in its *_SessionIdMemberId_Mode_orders.tbl files. • The Order Router sends an ACCEPT/Add message to the trader’s Audit Trail (in X_TRADER®). • The Order Router sends the order to the CME Group host. • Upon receipt, the CME Group host sends an order confirmation (containing the TON) back to the Order Router. For further information on the TON, refer to the section called Trade Order Number on page 110. • The Order Router updates the Order Book with the TON Number to indicate that a confirmation was received, and writes it to its *_SessionIdMemberId_Mode_orders.tbl files. • The Order Router sends the order confirmation (as an OK/ADD) to the trader’s Audit Trail in X_TRADER®. Note: Terminology used in the following data flow matches terminology used in the Gateway System - Logical Architecture diagram. Also, native orders are those orders normally accepted by the exchange's API. The following is a description of the Order Feed connection from the Order Server on the CME Gateway to the exchange. • Upon startup, the Order Server reads any working orders contained in the *_mode_orders.tbl file into memory. • X_TRADER® submits an order to the Order Server. • After receipt, the Order Server passes it to the appropriate Order Router (i.e., session connection). • The Order Server assigns a TON (Trade Order Number) to the order and then updates the Order Book with the new order information. For further information on the TON, refer to the section called Trade Order Number on page 110.
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: 2 Installing and Upgrading CME Gate
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: 4 Configuring Market Data X_TRADER
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 and 106: 5 Configuring Order Management Inst
Page 107 and 108: 5 Configuring Order Management Supp
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?