Tt fix adapter System Administration Manual



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FIX Adapter System
Administration Manual
Version 7.8.X
Document Version X DV1 5/16/2014

This document and all related computer programs, example programs, and all TT source code are the exclusive property of Trading Technologies International, Inc. (“TT”), and are protected by licensing agreements, copyright law and international treaties. Unauthorized possession, reproduction, duplication, or dissemination of this document, or any portion of it, is illegal and may result in severe civil and criminal penalties.
Unauthorized reproduction of any TT software or proprietary information may result in severe civil and criminal penalties, and will be prosecuted to the maximum extent possible under the law.
Information in this document is subject to change without notice. Companies, names, and data used in examples herein are fictitious unless otherwise noted. No part of this document maybe reproduced or transmitted in any form or by any means, electronic or mechanical, for any purpose, without the express written permission of TT.
All trademarks displayed in this document are subject to the trademark rights of TT, or are used under agreement by TT. These trademarks include, but are not limited to, service brand names, slogans and logos and emblems including but not limited to Trading Technologies, the Trading Technologies Logo, TT

,
X_TRADER
®
, X_RISK
®
, MD Trader, Autospreader
®
, X_STUDY
®
, TT_TRADER
®
, TT CVD
®
, ADL
®
, Autotrader™,
TT Trainer, Back Office Bridge, TTNET

. All other referenced companies, individuals and trademarks retain their rights. All trademarks are the property of their respective owners. The unauthorized use of any trademark displayed in this document is strictly prohibited.
Copyright © 2010 Trading Technologies International, Inc.
All rights reserved.

TABLE OF CONTENTS
ADL User Manual iii
Trading Technologies International, Inc.
Fundamental Concepts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Getting Started with ADL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Building Blocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Continuous vs. Discrete Event Messages . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
Virtualization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
User-Defined Variable. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
ADL Designer Window . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Basic Blocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Add Block. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Subtract Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multiply Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Divide Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Greater Than Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Less Than Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Greater Than Or Equal Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Less Than Or Equal Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . And Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Or Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Equals Block. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . If Then Else Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Number Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Boolean Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Trading Blocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Instrument Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Instrument Field Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Market State Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Order Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
ASE Order Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Discrete Order Block. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Single Order Container and Multiplexer Combination . . . . . . . . . . . . . . . . . . . . . . . . . Time And Sales Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Existing Order Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Spread Fill Generator Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fill Accumulator Block. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Discrete Blocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Generator Block. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Value Extractor Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153

iv
ADL User Manual
Trading Technologies International, Inc.
Table of Contents
Value Accumulator Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Moving Average Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Value Bucket Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . State Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Branch Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Order Message Multiplexer Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Funnel Block. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Sequencer Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Discrete Min-Max Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Value Injector Block. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Miscellaneous Blocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Round Block. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display To Decimal Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Formula Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Average Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stopwatch Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Clock Block. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Note Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Random Number Block. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pause Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Log Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 220
IsNumber Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Once True Always True Block. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Not Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Loop Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Exit Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Risk Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Workup State Block. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Alert Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Math Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Actor Blocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 242
TT Analytics in ADL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Advanced Concepts. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Order Of Discrete Event Message Propagation. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Grouped Blocks And Library Functionality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Rules Of Virtualization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Jump Blocks. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Safety And Preventive Design With Visual Feedback . . . . . . . . . . . . . . . . . . . . . . . . . . Flip For Sell Orders Functionality. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Dynamic Data Exchange Link. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Leave Orders On Pause Or Cancel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Creating and Launching Order Ticket Algorithms (OTAs). . . . . . . . . . . . . . . . . . . . . . . 287
Breakpoint Functionality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Algorithm Behavior At Market Close. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Exporting Block Output Values . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 301

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ADL User Manual
Trading Technologies International, Inc Table of Contents




Tt fix adapter reference manual
Chapter 3: creating tt fix adapter configurations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .xxxii
Appendix a migrating from pre-7.6 versions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . cxvi
Tt fix adapter system administration manual
Keyboard formats
Conventionuse
Useconvention
Execution report
Routing responses - business flows
Figure 1. typical tt fix adapter network configuration
Hardware and software
Tt user setup integration
Sample network
Exchangename
About tt fix adapter installations
Installing on windows
Tt fix adapter naming
To install tt fix adapter on a clean machine:
Install: creating additional adapters
To install additional tt fix adapters:
If you are upgrading from
How to upgrade a x tt
After you install
Additional tools and
To remove one tt fix adapter configuration:
To remove the configuration file:
In this chapter
About global settings
About fix sessions
About tt fix adapter
How to start the tt fix
How to create a tt fix
How to modify ab bconfigurationb1. in the configurations tree navigation
How to clone ab bconfigurationb1. in the configurations tree navigation
To delete a tt fix adapter configuration:
Figure 4. order routing configuration
Tt gatewaymember
Fix client to tt fix adapter connectivity
Tt universal
Table 1. tt user setup settings that can cause connection errors
Table 2. tt user setup settings that can cause order rejections
Settings/additional gateway settings
Field namedescription
About the load/ignore
Using only load product
Mixing load and ignore
Example 1: basic
Example 3: conflicting
Gateway settings
Table 5. gateway advanced settings
Table 6. global fix session standard parameters
Example: custom price
Tagwithout price conversions with price conversions
Replace request
Figure 5. drop copy configuration
Tt fix adapter clients) to a fix adapter server
Table 11. tt user setup settings that can cause connection errors
Table 12. additional global configuration settings
Gateway connection settings/additional options
Gateway bias settings
Table 14. gateway bias settings
Table 15. global fix session standard parameters
Market data tab
Without price conversions with price conversions
Restatements is off.• on
Key server requirements
Icondescription
Table 19. tt fix adapter desktop icons
Table 20. tt fix adapter command-line options
From a windows
To reset the message sequence number from a command prompt:
Administrator port
Fix adapter logs
Fix session log file
Table 21. tt fix adapter log severities
Abbreviationdescription
Table 22. tt fix adapter log file abbreviations
Tt chron configuration
Warnings about tt
Automating tt fix
Fix adapter dat files
To run the diagnostic check:
Correcting tt fix adapter startup issues related to tt user setup timeouts
How to correct tt fix
To correct tt fix adapter startup issues:
Sectionpage
Changes to tt fix
Changes regarding
Fieldwhere it was in fact
Hardware and software
Typedescription
Completing the migration
Common validation
Log messagenotes
Warning messages
Confirm password
Correcting problems concerning a tt fix adapter name
A migrating from pre-7.6 versions
Upgrading to tt fix
How to update ab bconfiguration from ab bprevious release
Recommended import
How to import a tt fix
To import identical configurations with identical sets of fix clients:
Running the tt user
Indexttm administration manual
Iicons, desktop ciinstall additional adapters xxiv prerequisites xix upgrade xxvik



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