Capital Markets Adapters 10.11 | Apama Capital Markets Adapters Documentation 10.11 | Trading Technologies Adapter | Trading Technologies Gateway platform | Session configuration
 
Session configuration
TT sessions must be configured with the following configuration parameters:
Market Data Sessions
*TT_SERVICEID = TT-FIX
*FixChannel = FIX
*SubscriptionManager.UpdateDataWithoutEntryId = true
To handle TT incremental mode market data updates.
Optional configuration parameters
Parameter
Description
SubscriptionManager.
AdditionalMDEntryTypes:"Y Z r s"
To handle additional market data types. For example: For TT MarketData Session

com.apama.fix.SessionConfiguration("TT_MARKET_DATA",
{"FixChannel":"FIX",
"SubscriptionManager.UpdateDataWithoutEntryId":"true",
"TT_SERVICEID":"TT-FIX",
"SubscriptionManager.RepeatingGroupTags":"
[146 55 167 200 10455]"})
SubscriptionManager.
EnableGatewayStatus:"true"
To enable support for queuing market data requests if the gateway is not available. Once the gateway is up, these requests will be sent.
SubscriptionManager.
GatewayStatusDelay
To enable support delaying subscriptions before sending to TT gateway after the gateway is up. Default is 0.0.
SecurityStatusManager.
EnableGatewayStatus
To enable support for queuing security status requests if the gateway is not available. Once the gateway is up, these request will be sent. Default is False.
SecurityStatusManager.
GatewayStatusDelay
To enable support for delaying subscriptions to TT gateway after the gateway is up. Default is 0.0.
SubscriptionManager.
GetSecurityParams:"true"
To update subscription request with security parameters. If this property is false, User is responsible to provide all parameters like security type, symbol in extra parameters defaults to true if User wish to make this property is false, User should provide below extra parameters without fail.
*Security type(Tag 167)
*Security Exchange(Tag 207)
*Exchange-provided product symbol(Tag 55)
*SecurityID(Tag 48)
For example: Sample Subscription Event

com.apama.marketdata.SubscribeDepth("TT-FIX",
"TT_MARKET_DATA","ES:MLEG:CME:FUT:ES:2010",
{"167":"FUT","207":"CME","48":"00A0CK00ESZ",
"MarketDepth":"1",
"55":"ES:MLEG:CME:FUT:ES:201009-FUT:ES:201103",
"22":"5"})
Default is set to true.
SubscriptionManager.
RemoveSubscriptionOnReject:"true"
To enable support for removing/not removing subscriptions when market data request will be rejected. If this property is true then on Market Data Request Reject due to GatewayStatus down the subscription will be removed.
Default is set to true.
Trading Sessions
*OrderManager.GenerateNewStyleOrderIds = true
*FixChannel = FIX
For example: For TT Trading Session

com.apama.fix.SessionConfiguration("TT_TRADING",
{"FixChannel":"FIX","OrderManager.GenerateNewStyleOrderIds":"true",
"OrderManager.KillOrdersOnSessionDown":"false"})
Optional configuration parameters
Parameter
Description
OrderManager.
GetSecurityParams:"true"
To update Order with security parameters. If this property is false, User is responsible to provide all parameters like security type in extra parameters defaults to true if User wish to make this property is false, User should provide below extra parameters without fail.
*Security type(Tag 167)
*Security Exchange(Tag 207)
*Exchange-provided product symbol(Tag 55)
*SecurityID(Tag 48)
For example: Sample NewOrder Event

com.apama.oms.NewOrder("14","ES",109525,"BUY","LIMIT",1,
"TT-FIX","","","TT_TRADING","","",{"167":"FUT",
"207":"CME","48":"00A0CK00ESZ","MarketDepth":"1",
"55":"ES:MLEG:CME:FUT:ES:201009-FUT:ES:201103",
"22":"5","1":"progress2"})
Default value is set to true.