TT CME Gateway System Administration Manual - Trading ...

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5 Configuring Order Management to furnish this data (TT Trader IDs) to the CME Group. • To set up the multi-member Order Router (i.e., the [order_session_#] section), use the SessionID and MemberID of one of the memberships that are assigned to the multi-member Order Router. There is no additional change to trader setup (i.e., risk parameter configuration). All traders must have their Trader IDs in the WUAS on the TT Gateway (or Domain Controller) and be set up in Guardian to trade. 94 CME Gateway System Administration Manual Trading Technologies International, Inc.
5 Configuring Order Management Order Router Determination 7.14.x Order Session Identification Maximum Supported Order Sessions CME Gateway System Administration Manual 95 Trading Technologies International, Inc. Some customers have traders that use a Member ID (SessionIdFirmId concatenation) which does not match the member parameter of an order session in the CME Gateway’s hostinfo.cfg file. Whenever the Order Server receives an order, it uses the following logic to determine where to route the order: • If the trader’s Member ID matches the member parameter in a [order_session_#] section, the trader is routed through that same Order Router. This is the normal operation. • The Order Server compares the first X characters of the order’s associated Member ID. • If the first X characters of the Member ID match the first X characters of the member parameter in a [order_session_#] section, the order is routed through that same Order Router. • If multiple [order_session_#] sections have the same X characters, the Order Server randomly assigns the order to one of these Order Routers. • If the first X characters of the Member ID do not match the first X characters of the member parameter in a [order_session_#] section, the Order Server rejects the order. TT Gateways 7.16 and higher contain an enhancement that displays the exchange credential used to route all orders and fills through the exchange. This includes all order modifications and exchange rejects but does not include orders actions on Hold orders and position reserve orders. Currently, this value is available in the following locations: • Audit logs: appears in the ExchangeCredentials column • Order Server logfile • FIX Adapter 7.8: via Tag 18216 (ExchCred) Note: The exchange credential will be available in future versions of other TT client applications. To provide users a way to identify which order session routed a particular order on a CME Gateway, the order session is identified by the Member ID (SessionIdFirmId concatenation) configured in hostinfo.cfg. The session identification appears on orders and fills for all order actions (add, modify, cancel) routed to the exchange. If the gateway rejects an order action, the session is not identified. TT currently supports up to 100 separate order sessions on each CME Gateway 7.16. Internal testing shows that this amount of order sessions supports the optimal performance during continuous operation and periods of heavy order entry. TT recommends users work with their Technical Account Manager (TAM) to accurately load balance traders across multiple order sessions.
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CME Gateway System Administration M
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1 Table of Contents Verifying Conne
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CME Gateway CME Gateway System Admi
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1 Exchange Location and Interface C
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1 TT Gateway and the Exchange CME G
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1 TT Gateway and the Exchange CME G
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1 TT Gateway and the Exchange Routi
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1 TT Gateway and the Exchange MDP P
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1 TT Gateway and the Exchange Gatew
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1 TT Gateway and the Exchange Gatew
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1 TT Gateway and the Exchange Order
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1 TT Gateway and the Exchange File
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1 TT Gateway and the Exchange Forma
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2 Preparing to Install CME Gateway
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2 Installing and Upgrading CME Gate
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2 Installing and Upgrading Installi
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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 and 90: 4 Configuring Market Data X_TRADER
Page 91 and 92: 5 Understanding Order Management Or
Page 93: 5 Configuring Order Management Conf
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
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