TT CME Gateway System Administration Manual - Trading ...

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.