SGX Gateway

7.18.1.2

Released: Nov 10, 2016 File Size: 0
Package Contents:
No notes available.

Important Notes

SGX 7.18.1 is released for support of the production launch of SGX Titan, planned for November 14, 2016. Please see the Installation Notes section for additional details.

Customers must upgrade to this version after the close of trading on Friday, November 11 and prior to the start of trading on Monday, November 14.

NOTE: This version is not compatible with the current Quest API and should not be installed on production gateways prior to the close of trading on November 11.

Why Should I Upgrade?

SGX 7.18.1 supports the production launch of SGX Titan, occurring November 14, 2016. Please see the Installation Notes section for details.

Customers must upgrade to this version after the close of trading on Friday, November 11 and prior to the start of trading on Monday, November 14.

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.

NOTE: This version is not compatible with the current Quest API and should not be installed on production gateways prior to the close of trading on November 11.

System Requirements

SGX 7.18.1 supports the production launch of SGX Titan, occurring November 14, 2016. Please see the Installation Notes section for details.

Customers must upgrade to this version after the close of trading on Friday, November 11 and prior to the start of trading on Monday, November 14.

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.

NOTE: This version is not compatible with the current Quest API and should not be installed on production gateways prior to the close of trading on November 11.

Installation Notes

For additional information on the impact of the SGX Titan upgrade on TT SGX Gateway 7.18.1, 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=06:20
end_time=04:50
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=06:20
end_time=04:50
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=06:20
#end_time=04:50
#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=06:20
#end_time=04:50
#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=06:20
#end_time=04:50
#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=06:20
end_time=04:50
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.

TTChron should be configured as follows for Order Server:
[win32-svc-EXCHANGE_FLAVOROrderServer]
schedule=MTWRF@06:20-04:50
tags=SGX

Customers shouls ensure that the sgx_rollover_schedule.ini file is modified as follows:
; Comment out days to disable roll over
sunday = 04:50:00,04:50:00
monday= 04:50:00,04:50:00
tuesday= 04:50:00,04:50:00
wednesday= 04:50:00,04:50:00
thursday= 04:50:00,04:50:00
friday= 04:50:00,04:50:00
saturday= 04:50:00,04:50:00

Enhancements

Fixes

Known Issues