TT CME Gateway System Administration Manual - Trading ...
TT CME Gateway System Administration Manual - Trading ...
TT CME Gateway System Administration Manual - Trading ...
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iLink Tag and Name <strong>TT</strong> Definition When it is Populated <strong>TT</strong> Value<br />
142-SenderLocationID Indicates the location of<br />
a trader originating an<br />
order action manually<br />
via X_TRADER® or<br />
automatically via an API<br />
or strategy engine (SE).<br />
In messages unrelated<br />
to order actions, this tag<br />
indicates the location of<br />
the <strong>CME</strong> <strong>Gateway</strong><br />
connecting to the<br />
exchange.<br />
1028-<strong>Manual</strong>OrderIndicator Indicates whether an<br />
order action was<br />
submitted manually via<br />
X_TRADER® or<br />
automatically via an API<br />
or strategy engine (SE).<br />
Table 14. <strong>Gateway</strong> Behavior for Mandatory iLink Tags<br />
Configuring <strong>Gateway</strong><br />
Location<br />
This tag is populated when the<br />
gateway sends application<br />
(e.g., order entry) and<br />
administrative (e.g., session<br />
logon) iLink messages to the<br />
exchange.<br />
For iLink application<br />
messages, Tag 142 is<br />
populated for the following<br />
order actions sent manually or<br />
automatically to the<br />
exchange: New Order, Order<br />
Cancel, Order Cancel/Replace,<br />
Order Inquire, Security<br />
Definition Request, and Quote<br />
Request.<br />
For iLink administrative<br />
messages, Tag 142 is<br />
populated at session logon<br />
and when the following<br />
messages are sent over an<br />
established session:<br />
Heartbeat, Test Request,<br />
Resend Request, Sequence<br />
Request and Logout.<br />
This tag is populated for all<br />
application messages (i.e.,<br />
originating order actions) sent<br />
to the exchange per iLink<br />
session. It is not populated in<br />
any iLink administrative<br />
messages.<br />
5 Configuring Order Management<br />
For iLink application<br />
messages, the <strong>CME</strong> <strong>Gateway</strong><br />
populates this tag with the<br />
location value forwarded by<br />
the clients.<br />
If no value is forwarded by the<br />
clients, the gateway populates<br />
this tag with the value<br />
“UNKNOWN”.<br />
For iLink administrative<br />
messages, this tag is<br />
populated with the value<br />
manually configured on the<br />
<strong>CME</strong> <strong>Gateway</strong> (e.g., US,IL).<br />
Refer to the section<br />
called Configuring <strong>Gateway</strong><br />
Location on page 98.<br />
Valid values are: Y (manual)<br />
or N (automated).<br />
Tag 1028 for RFQ requests<br />
and strategy creation requests<br />
always default to 1028=Y<br />
(manual).<br />
The <strong>CME</strong> <strong>Gateway</strong> populates<br />
Tag 1028 based on the value<br />
set by the clients. If no value<br />
is forwarded by the clients,<br />
the <strong>CME</strong> <strong>Gateway</strong> populates<br />
Tag 1028 as "Y" for order<br />
actions sent via X_TRADER®,<br />
or "N" for order actions<br />
originating from either an API<br />
(XTAPI, <strong>TT</strong> API, FIX Adapter)<br />
or strategy engine (ASE, SSE,<br />
AlgoSE).<br />
Warning: The <strong>CME</strong> <strong>Gateway</strong> will not start unless the [location] section is<br />
correctly configured in hostinfo.cfg.<br />
For new installations of the <strong>CME</strong> <strong>Gateway</strong> Version 7.14.3 or higher, the<br />
[location] parameters are included in hostinfo.cfg by default.<br />
In order to populate the gateway location (Tag 142) for session logon and other<br />
administrative messages, the <strong>CME</strong> <strong>Gateway</strong> uses the Country and<br />
StateProvince parameters configured in the [location] section of<br />
hostinfo.cfg.<br />
To Configure <strong>Gateway</strong> Location<br />
98 <strong>CME</strong> <strong>Gateway</strong> <strong>System</strong> <strong>Administration</strong> <strong>Manual</strong><br />
<strong>Trading</strong> Technologies International, Inc.