SGX Gateway

7.18.0.25

Released: Sep 29, 2016 File Size: 0
Package Contents:
No notes available.

Important Notes

SGX 7.18.0.25p23 is being released for the purpose of supporting pre-launch testing in preparation for the upcoming SGX Titan API upgrade. Please see the Installation Notes section for details.

Customers who wish to install this version for the purpose of SGX Titan testing should speak to their local TAM.

NOTE: This version is not compatible with the current Quest API and should not be installed on production gateways.

Why Should I Upgrade?

SGX 7.18.0.25p23 implements support for an OM Price Server, to be used in the event of a DR scenario where ITCH prices are not avaiable. Please see the Installation Notes section for details. This release is for the purpose of supporting pre-launch testing in preparation for the upcoming SGX Titan API upgrade.

For additional information on the impact of the SGX Titan upgrade on TT SGX Gateway 7.18.0, including gateway configuration details, please see the TT SGX Titan Migration Guide.

Customers who wish to install this version for the purpose of SGX Titan testing should speak to their local TAM.

NOTE: This version is not compatible with the current Quest API and should not be installed on production gateways.

System Requirements

SGX 7.18.0.25p23 implements support for an OM Price Server, to be used in the event of a DR scenario where ITCH prices are not avaiable. Please see the Installation Notes section for details. This release is for the purpose of supporting pre-launch testing in preparation for the upcoming SGX Titan API upgrade.

For additional information on the impact of the SGX Titan upgrade on TT SGX Gateway 7.18.0, including gateway configuration details, please see the TT SGX Titan Migration Guide.

Customers who wish to install this version for the purpose of SGX Titan testing should speak to their local TAM.

NOTE: This version is not compatible with the current Quest API and should not be installed on production gateways.

Installation Notes

For additional information on the impact of the SGX Titan upgrade on TT SGX Gateway 7.18.0, including gateway configuration details, please see the TT SGX Titan Migration Guide.

ITCH Price Server Configuration:
The SGX 7.18.Gateway requires a combination of the ITCH and OM price feeds to deliver market data. These feeds are utilized as follows:
  • The ITCH API is used to deliver streaming, real time price data.
  • The OM API requires an OM price ID, similar to previous versions of the SGX Gateway, which is used to deliver certain reference prices such as Settlement and Open/Close.

The Price Server (ITCH) is configured as follows:
[PriceServer]
MulticastGroup=SGX-1
MulticastGroup=SGX-2
SGX-1_ReplayId=example
SGX-1_ReplayPassword=example
SGX-2_ReplayId=example
SGX-2_ReplayPassword=example
# Unless your Primary NIC is in the exchange network,
# uncomment the applicable line(s) below and
# fill in the NIC IP address(es)
NetworkInterface=x.x.x.x


The Price Bridge (OM API) is configured as follows:
[TTP]
AccessIP=(exchange provided)
AccessPort=(exchange provided)
#AccessIPSecondary=x.x.x.x
#AccessPortSecondary=xxxxx
UserId=(exchange provided)
UserPassword=(exchange provided)

Order Server Configuration remains unchanged from 7.17 SGX Gateway configuration.

When using the ITCH Price Server, TTChron is configured as follows:
[win32-svc-EXCHANGE_FLAVORPriceServer]
# TO DO: Configure as appropriate for this market and the server time zone.
run_days=12345
start_time=7:00
end_time=2:35
days_in_cycle=1
tags=EXCHANGE_FLAVOR

[win32-svc-EXCHANGE_FLAVOROMPriceBridge]
# TO DO: Configure as appropriate for this market and the server time zone.
run_days=12345
start_time=7:00
end_time=2:35
days_in_cycle=1
tags=EXCHANGE_FLAVOR

#[win32-svc-EXCHANGE_FLAVORPriceServerOM]
## TO DO: Configure as appropriate for this market and the server time zone.
#run_days=12345
#start_time=7:00
#end_time=2:35
#days_in_cycle=1
#tags=EXCHANGE_FLAVOR
====

OM Price Server DR Configuration
Since ITCH is not supported outside of the SGX colo facility, TT has added the ability for the gateway to run an OM price server in the event of a Disaster Recovery scenario or in situations where a SGX Price Server must be run outside of the colocation facility.

In order to run the gateway using the OM Price Server, TTChron should be stopped, then Price Order and Fill services should also be stopped. TTChron should then be modified as follows:

[win32-svc-EXCHANGE_FLAVORPriceServer]
# TO DO: Configure as appropriate for this market and the server time zone.
#run_days=12345
#start_time=7:00
#end_time=2:35
#days_in_cycle=1
#tags=EXCHANGE_FLAVOR

#[win32-svc-EXCHANGE_FLAVOROMPriceBridge]
# TO DO: Configure as appropriate for this market and the server time zone.
#run_days=12345
#start_time=7:00
#end_time=2:35
#days_in_cycle=1
#tags=EXCHANGE_FLAVOR

[win32-svc-EXCHANGE_FLAVORPriceServerOM]
## TO DO: Configure as appropriate for this market and the server time zone.
run_days=12345
start_time=7:00
end_time=2:35
days_in_cycle=1
tags=EXCHANGE_FLAVOR

Note that no configuration changes are required in the hostinfo.cfg file, since the OM Price Server will use the same credentials and configuration as the OMPriceBridge.

Enhancements

Fixes

Known Issues