NYSE Liffe to ICE Migration Guide
Contents
1. Setup 1 Note which mapped NYSE Liffe Direct Trader IDs require migration P Gateway Logins o aes New Edit Copy Delete Refresh Add Gateways Exchange Traders Assign to Users Member Group 42 Trader gt Gateway 9 ExchMember Exch Group Exch Trader Users Indirect Users fiter cvs ls fiter fiter E e e e fea NYSE 345 NYSE_Liffe NYSE 345 USER2 TTORDNL 001 NYSE NYSE_Liffe NYSE 123 ABC USER1 TTORDNL 002 NYSE NYSE_Lifte NYSE 345 DEF USER2 Total rows displayed 4 Rows selected 1 E Hide TTORDs F Hide Exchange Traders V Expanded Gateway Enchange Trader View Ready To edit multiple records just select them and click Edit 2 Copy the existing NYSE Liffe Gateway logins 3 Update the gateway logins with the new ICE credentials 4 Update the copied Gateway login to point to the new ICE Gateway 5 In the product limits section select all of the product limits from one NYSE Gateway 6 Edit the product limits and change the mapped gateway from NYSE Liffe Gateway to the new ICE Gateway Repeat this step if the Direct Trader ID maps to product limits on multiple NYSE Liffe Gateway exchange flavors e g NYSE Liffe A NYSE Liffe to ICE Migration Guide 21 Trading Technologies International Inc 3 Administrator Guide NYSE Liffe to ICE P New Gateway Login tedka2. Subsequent upgrades to future ICE Gateway versions will support the mode that you selected during your clean install of 7 17 61 or higher Can I run a new ICE Gateway in parallel with my existing NYSE Liffe Gateways You can install new ICE Gateways on separate server class machines anytime in preparation for the migration of NYSE Liffe products to ICE NYSE Liffe products will be available on the ICE Gateway based on the exchange s migration schedule You should maintain your NYSE Liffe Gateway if you trade Euronext products How do I migrate an existing NYSE Liffe Gateway to a new ICE Gateway on the same machine If you use the same server class machine for the new gateway you have to first uninstall the existing NYSE Liffe Gateway before you install the new ICE Gateway Before beginning the installation you must first do the following e Cancel all working orders including GTC GTD and GTDate orders e Uninstall the NYSE Liffe Gateway Stop all TT services running on the NYSE Liffe Gateway Move lt root drive gt tt to lt root drive gt tt_backup Uninstall all gateway child components TTChron TT Guardian TT Messaging Delete lt root drive gt tt NYSE Liffe to ICE Migration Guide 31 Trading Technologies International Inc 3 Administrator Guide NYSE Liffe to ICE What is the impact to Trade Tracker relies on a combination of series key TT Gateway Exchange Flavor Trade Tracker or other
3. The exchange will not migrate any orders to the new platform After the migration is complete do the following NYSE Liffe to ICE Migration Guide Trading Technologies International Inc Start the ICE Gateway prior to the first trading session in order to download settlement prices from the exchange Have traders connected to the ICE Gateway resubmit their GTC GTD and GTDate orders for NYSE Liffe products For ICE Gateways connected to Strategy Engines have traders resubmit their GTC GTD and GTDate native spread orders to the Autospreader SE and synthetic orders to the Synthetic SE for NYSE Liffe products 30 3 Administrator Guide NYSE Liffe to ICE What is the TT Gateway Impact Installing ICE Gateway 7 17 61 or Higher ICE Gateway 7 17 61 and higher supports gateway installation in ICE US and ICE UK modes Customers upgrading to the ICE Gateway 7 17 61 will continue to be in ICE US installation mode A clean installation of 7 17 61 will prompt you to select between ICE US and ICE UK modes as follows TRADING Pre defined Configurations PZ N TECHNOLOGIES v Please choose the configuration option that best suits your needs ICE US Products matched at ICE Chicago matching engine ICE UK Products matched at ICE Basildon matching engine InstallShield Based on the selection the appropriate ttchron ini gwsettings ini and ice_ipe_rollover_schedule ini configuration files will be installed
4. Gateway Login Info Group Permissions Gateways Remove Add Gateways Accounts Remove Assign Accounts Gateway al Account s Al Description ICE_IPE Set Password Alias E Disable Auto Calculate SOD ATTORD must have at least one account if the user is using pre 7 17 TT software Product Limits Applied New Product Limit Edit Copy Delete Copy from Existing Gateway 41 Product Type 4 Product 2 TT SIM Only Margin Addl Margin Max Order Qty Max Position MaxLong Short T Z Risk check mf filter filter gt file filter yw filter gt filter filter gt filter gt fil E Trading alowed FUTURE No o Unimted Unlimited Unlimited yd Ignore P amp L OPTION No o Unimted Unlimited Uniimited STRATEGY No o Unlimited Unlimited Ye Credit Unlimited FUTURE 1 Yes o Unlimited Unlimited Unlimited Yel FUTURE Zz Yes 100 Unlimited Unlimited Unlimited Yel Override credit for TT SIM M credit Unlimited m r m Ready 7 Save and close the updated gateway login and assign it to the existing users P Gateway Logins o a New Edit Copy l Delete Refresh Add Gateways Exchange Traders Assign to Users Member l Group Trader 4 Gateway 4 ExchMember Exch Group Exch Trader Users Indi
5. Product Migration Note For the latest list of contracts in each Tranche refer to https www theice com publicdocs circulars 14102 pdf TT s advisory for the migration is provided located at https www tradingtechnologies com support advisories 2014 03 NI021 14 Can I use my existing workspaces ICE Workspaces Yes If you re an ICE trader you can continue using your existing workspace to trade ICE products on the new ICE Gateway NYSE Liffe Workspaces No If you ve been trading NYSE Liffe products you will have to create a new workspace Even though the same NYSE Liffe products can be traded the product symbols in X_TRADER are the same the series keys are different on the ICE Gateway If you try to open an old workspace with NYSE Liffe products on the new ICE Gateway the contracts in the old workspace will not resolve correctly For the steps to create a workspace in X_TRADER refer to _https www tradingtechnologies com help xtrader creating a workspace NYSE Liffe to ICE Migration End User Guide 13 Trading Technologies International Inc 2 End User Guide NYSE Liffe to ICE How do I manage Prior to migration traders must cancel all working orders including GTC GTD working orders during and GTDate orders entered for NYSE Liffe products migration Traders do not need to delete orders entered for ICE products NYSE Liffe to ICE Migration End User Guide 14 Trading Technologies I
6. What are the minimum supported versions of TT Client applications Table 3 Pre Migration Checklist NYSE Liffe to ICE Migration Guide 11 Trading Technologies International Inc 1 Planning a NYSE Liffe ICE Gateway Migration Migration Checklist The following tasks should be performed during non trading hours Ideally you should begin these steps following the close of the last trading day prior to migration and complete them over the course of the subsequent weekend Check Migration Task Procedures Prepare X_TRADER for migration Prepare X_TRADER plug ins for use with the ICE Gateway Prepare trader logins for migration Prepare trader positions Prepare FIX Adapter for migration Prepare X_RISK for use with the ICE Gateway Migrate the existing gateway to a ICE Gateway Reconfigure any Strategy Engines Delete all working orders from the exchange Create new ICE workspaces Refer to What is the X_TRADER Impact Refer to What is the impact to X_TRADER Plug ins Configure new Direct Trader IDs Configure TTORD Trader IDs Add any new additional Trader IDs Refer to How Do I Migrate Traders in TT User Setup Enter existing trader positions If enabled on the current gateway enable the Auto Calculate SOD functionality on the new ICE Gateway Refer to Can I migrate existing trader positions Refer to How does this migration impact existing FIX Adapter users Add ICE Gateway logins Update
7. can continue to use existing workspaces to trade ICE products on the new ICE Gateway NYSE Liffe Workspaces No Even though the same NYSE Liffe products can be traded the product symbols are the same the series keys are different on the ICE Gateway If a trader tries to open an old workspace with NYSE Liffe products on the new ICE Gateway the contracts in the old workspace will not resolve correctly What if currently use an You can begin recording data from the new ICE Gateway following the migration X_RISK Historical Fill however you will not have access to the existing historical NYSE Liffe data Server HFS Users will have access to historical data for current ICE products NYSE Liffe to ICE Migration Guide 25 Trading Technologies International Inc 3 Administrator Guide NYSE Liffe to ICE What is the FMDS Impact for NYSE Liffe Products What configuration Users must complete the following items during the NYSE Liffe to ICE migration changes are required to i fi ti h t migrate FMDS for NYSE All FMDS customers are required to make manual configuration changes to their lt root drive gt tt config fmds cfg file in order to record market data A Liffe for NYSE Liffe and NYSE Liffe contracts after the migration This requires you to change all contract names to ICE_IPE Example Changing NYSE Liffe Outright Contract Names in fmds cfg Existing outright contract name NYSE Liffe Decl
8. contracts e Ensure that Excel is installed on the client workstation For more information regarding entering RTD formulas refer to the XTAPI RTD Tutorial What is the Impact to You can begin charting data from the new ICE Gateway following the migration X_STUDY however you will not have access to the existing historical NYSE Liffe charts Users will have access to historical charts for current ICE products NYSE Liffe to ICE Migration End User Guide 16 Trading Technologies International Inc 2 End User Guide NYSE Liffe to ICE What is the Impact to Algo Design Lab ADL What is the impact to You should not experience any differences to algo templates that contain ICE existing algo templates products For algo templates that contain NYSE Liffe products the following is true e If the Algo Definitions deployed before the migration contain any static Instrument Blocks pointing to affected instruments i e NYSE Liffe instruments you must update the templates with valid instruments and re deploy This means that any linked Algo Templates will need to be rebuilt e Ifthe Algo Definitions deployed before the migration had user defined Instrument Blocks Any linked Algo Templates that were using affected Instruments will need to be updated How does this affect The information above applies to all affected algo templates persisted algo templates NYSE Liffe to ICE Migration End User Guide 17
9. firm that trades NYSE Liffe and does not currently have an ICE Gateway installed in their trading environment Both types of users perform similar migration steps however NYSE Liffe only users may also convert an existing server that hosts a NYSE Liffe Gateway to hosting an ICE Gateway Note Before proceeding contact your Technical Account Manager TAM regarding your plans to migrate to new ICE Gateways and coordinate any migration issues that are unique to your trading environment Who is the intended audience for this guide The intended audience is end users e g traders brokers and administrators e g risk administrators gateway server administrators etc and the guide includes separate chapters for both audiences For end users refer to the NYSE Liffe to ICE End User Guide What are the benefits of migrating to the ICE Gateway This version now allows trading all products except Euronext available from Liffe via a single ICE Gateway What are the differences in behavior between the current NYSE Liffe Gateway and ICE Gateway 7 17 60 Note the following differences when migrating to the new ICE Gateway e For TT Clients an updated implied cfg file is required for trading the new ICE Gateway e Cabinet trades are supported Refer to the ICE Functionality matrix on the exchange website e The open close indicator O C is supported when submitting orders on the new ICE Gateway e Min
10. impliedconfig cfg file In order for your Strategy Engine servers to be compatible you must perform the following procedure as part of the migration Note You may perform the following procedure anytime before the product migration begins gt To update the impliedconfig cfg file on a Strategy Engine server 1 Obtain a copy of the updated impliedconfig cfg file from the TT Download Center Shutdown the SE Autospreader SE Algo SE and Synthetic SE server Add the updated file to the lt root drive gt TT config directory to overwrite the existing file 4 Restart the SE Autospreader SE Algo SE and Synthetic SE server Engines Algo Strategy Engines and Autospreader Strategy Engines in your A Warning You must verify that all X_ TRADER workstations Synthetic Strategy environment use the updated impliedconfig cfg file NYSE Liffe to ICE Migration Guide 33 Trading Technologies International Inc
11. 140813 15 18 20 423 146 0 10 201 Execution report for ICE_IPE GW 8 FIX 4 2 9 00440 35 8 49 TT_ORDER 56 FC_CME_SE1 50 TTORDFG003001 57 NONE 34 3 52 20140813 15 14 51 821 55 1 48 5039985 10455 Jun18 167 FUT 207 ICE_IF HOUSE11H 47 A 204 0 440 11573 10553 FC_CME_SE1 18203 ICE_IPE A 18216 2240999 198 1100001543 37 0602AB006 17 0602AB006 0 58 Created from existing 200 2 0 11028 Y 150 0 20 0 39 0 442 1 44 99 96 38 1 6 0 60 20140813 15 15 52 842 146 0 10 076 How do I configure FIX Adapter logins in TT User Setup You must update all FIX Adapter Client and Server Gateway Logins that currently point to a NYSE Liffe Gateway to point to the new ICE Gateway How are Account Codes handled NYSE Liffe products now use the ICE approach to Account Codes You must update FIX clients to send and receive the new account code values in tags 47 Rule80A and 204 CustomerOrFirm or in tag 18205 TTAccountType For more information on ICE Account Codes refer to the ICE Gateway section in the Help Library at https www tradingtechnologies com help ice gateway configuring account management and Ima support Account_ Types NYSE Liffe to ICE Migration Guide 28 Trading Technologies International Inc 3 Administrator Guide NYSE Liffe to ICE Can migrate existing trader positions How do I handle Position Positions for ICE products automatically persist to the n
12. 4 Future Contract name changed to ICE IPE with unchanged product code of C Ww IPC WEI ME wIES e Customers must also convert their existing FMDS databases if they wish to reference historical Liffe contract data following the migration The contract information that has been stored in the FMDS database must be renamed to ICE_IPE Contracts are renamed in the FMDS Database using the FMDSFileMonkey command line tool Refer to the FMDS User Manual for procedures regarding how to rename contracts in the fmds cfg file and FMDS Database What is the impact If you ve previously recorded Liffe and ICE spread contracts in FMDS using ICE regarding renamed and NYSE Liffe Gateway versions prior to 7 17 60 then you will have to rename spread contracts on ICE those contracts in order to record them after an upgrade to ICE Gateway 7 17 60 Gateway 7 1 60 Please work with your TAM to do the following e As part of converting your FMDS database for migration rename the NYSE Liffe spread contract names to ICE e Rename the spread contracts with the new ICE spread names by running the following command lt root drive gt tt fmds bin fmdsfilemonkey exe rename c ICE_IPE Spread new contract ICE_IPE Spread Spread e Update the fmds cfg file e Upgrade to ICE Gateway 7 17 60 How do I convert an You must convert products during each of the migration periods For a list of the existing FMDS database timetable
13. E credentials 1 Note which mapped NYSE Liffe Direct Trader IDs require migration P Gateway Logins roel New Edit Copy Delete Refresh Add Gateways E xchange Traders Assign to Users Member l Group 42 Trader 43 Gateway 4 ExchMember Exch Group Exch Trader Users Indirect Users filter El frer E fire gt ED flee E fier ml filter fie z fre z NYSE 345 DEF NYSE _Liffe NYSE 345 DEF DT2 USER2 TTORDNL 001 NYSE NYSE_Liffe NYSE 123 ABC USER1 TTORDNL 002 NYSE NYSE_Liffe NYSE 345 DEF USER2 Total rows displayed 4 Rows selected 1 Hide TTORDs T Hide Exchange Traders YJ Expanded Gateway Enchange Trader View Ready To edit multiple records just select them and click Edit NYSE Liffe to ICE Migration Guide Trading Technologies International Inc 19 3 Administrator Guide NYSE Liffe to ICE Gi BN Copy the existing NYSE Liffe Gateway logins Update the gateway logins with the new or existing ICE credentials Update the copied Gateway login to point to the new ICE Gateway In the product limits section select all of the product limits from one NYSE Gateway Edit the product limits and change the mapped gateway from NYSE Gateway to the new ICE Gateway Repeat this step if the Direct Trader ID maps to product limits on multiple NYSE Gateway exchange flavors e g NYSE Liffe A Note Limits for products will appear red
14. E refer your administrator to A Warning You must verify that all X_TRADER workstations Synthetic Strategy What products in the impliedconfig cfg are different between the old version and the new version The following products have been added to the new version of the impliedconfig cfg file ASE ASN AWE AWN C ED EO3 EON G GDF H 1 J JGB L MAW MCE MCL MCU MEU M FS MFU MGE MLE MME MMN MMW MPP MPU MRG MUN MWL O P R RC RPA RPM R PT S T TWS U USP USW W YG YI Z ZG Z1 Note X_TRADER cannot calculate implieds for the top months of the I Euribor contract or the first three contracts of any user defined spreads including Butterflies and Condors A future version of X_TRADER will support implieds for these contracts NYSE Liffe to ICE Migration End User Guide 15 Trading Technologies International Inc 2 End User Guide NYSE Liffe to ICE What is the impact to X_TRADER Plug ins Is there impact to RTD Existing links to RTD spreadsheets that reference the ICE Gateway will continue to function with the new ICE Gateway Links that reference the NYSE Liffe Gateway must be updated to map to the new ICE Gateway ICE Gateway 7 17 60 supports renamed ICE spread contracts After upgrading to 7 17 60 traders that use RTD links and trade the renamed contracts via ICE will need to do the following e Contact your TAM to assist you in updating links with the new spread contract names an RTDTool is available to rename the
15. TRADING 4 G TECHNOLOGIES N aN NYSE Liffe to ICE Migration Guide Version 7 X Documen t Version 7 17 0DV3 10 2 2014 y 4 LEGAL 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 may be 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 T
16. T_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 2014 Trading Technologies International Inc All rights reserved 1 Legal Version History This section tracks all changes to this Migration Guide Version 1 Initial Version Version 2 Added note about implieds for migrated contracts FMDS and RTD changes for new spread names Version 3 Added FMDS and RTD changes for new spread names Copyright 2014 Trading Technologies International Inc All rights reserved Trading Technologies International Inc 1 Planning a NYSE Liffe to ICE Migration Overview Before You Begin Following the acquisition of Liffe by the InterContinental Exchange ICE all currently tradable products on the NYSE Liffe Gateway will be available for trade via TT s ICE Gateway 7 17 60 Note This migration does not include Euronext products Use this document to plan a migration from trading NYSE Liffe products via a NYSE Liffe Gateway to leveraging the new ICE Gateway This document addresses the following scenarios e NYSE Liffe and ICE Gateway users includes any firm that currently trades NYSE Liffe and ICE e NYSE Liffe Gateway only users includes any
17. Trading Technologies International Inc 3 Administrator Guide NYSE Liffe to ICE How Do Migrate NYSE Liffe Gateway Traders in TT User Setup Can traders use their existing trader IDs on the new ICE Gateway Traders can user their existing trader IDs only for Liffe s Tranche 1 Soft Commodities products which migrate on September 29 2014 All other Liffe products migrating to the ICE platform require new ICE exchange credentials ICE Trader ID Impact For Tranche 1 Soft Commodities products users in your trading environment can maintain existing ICE trader IDs without any changes in TT User Setup and or the hostinfo cfg file on the ICE Gateway NYSE Liffe Trader ID Impact For Tranche 1 Soft Commodities products consider the following scenarios to determine which steps to take in TT User Setup NYSE Liffe to ICE Migration Guide Trading Technologies International Inc NYSE Liffe and ICE Gateway users includes any firm that currently trades Liffe and ICE In this scenario do the following to allow users to continue trading Liffe products via their existing ICE sessions after the Liffe products are migrated a Contact ICE prior to the first trading session after the Liffe products are migrated to ensure that users ICE session credentials are enabled for Liffe products b In TT User Setup move TTORDs from the NYSE Liffe Gateway direct trader logins and map them to the ICE Gateway direct trader logins
18. Typically the user should not already be assigned an ICE gateway If you are sure that is the case click Yes when prompted Otherwise decide on a case by case basis whether to overwrite existing exchange trader mappings NYSE Liffe to ICE Migration Guide 23 Trading Technologies International Inc 3 Administrator Guide NYSE Liffe to ICE How do migrate product limits Product limits for ICE products can remain the same and do not need to be migrated unless the firm changes the exchange name e g ICE A Product limits for all Liffe products must be migrated to the new ICE Gateway You can perform this procedure at any time prior to the migration To copy product limits to the new ICE Gateway 1 Inthe product limits window enable the Member Exch Group and Exch Trader fields Filter the columns by Member TTORD to copy product limits for TTORDs 2 Highlight any existing NYSE Liffe product limits in the Product Limit window in TT User Setup 3 Select the Mass Copy to Other Gateway button The Select Gateway window appears F Product Limits SCE Gateway Login Limits Account Account Group Limits New Edt Cop Delete Mass Copy to Other Gateway Mass Copy to Other Gateway Logins rs AL User er a2 ay AS AT TT SIM Ony Margin x Pos Max Longst filter ICE_IPE ICE PER Total rows display
19. all products available on the ICE Gateway Users who wish to continue trading Euronext will require a separate NYSE Liffe license If as a result of this migration customers need to reduce the number of markets accessible via X_TRADER or X_RISK they must explicitly request that consolidation via the TT Customer Portal TT will not automatically reduce the number of X_TRADER or X_RISK market licenses Billing Server Impact There is no impact on the TT Transaction Billing Server After the migration fills and billing packets will continue to be recorded and transferred daily to the TT Licensing Department Accounting and Billing System and will contain the Exchange ID of the newly installed ICE Gateway The TT Licensing and Accounting Department will be notified by your TAM that the new gateway is installed and the exchange IDs have changed NYSE Liffe to ICE Migration Guide 10 Trading Technologies International Inc 1 Planning a NYSE Liffe ICE Gateway Migration Migration Checklists Overview The following checklists show the chronological steps for a successful migration to the ICE Gateway Pre Migration Checklist You should complete the items below to prepare for migrating gateways Check Pre Migration Task Procedure Obtain required TT Software licenses Obtain new ICE Gateway licenses for each new or upgraded gateway Refer to What is the Licensing and Billing Impact Upgrade all client applications Refer to
20. and Expiry date to create a unique Instrument ID These values remain the same X TRADER for all current ICE products However the new ICE Gateway uses different series Professional Services keys for all NYSE Liffe products Trade Tracker treats contracts traded on the older NYSE Liffe Gateway as different instruments than NYSE Liffe products traded through new ICE Gateways Following migration users may see two different Instrument IDs for the same contract via Trade Tracker 1 The Instrument ID for a contract on the previously installed NYSE Liffe Gateway 2 A second Instrument ID for the same NYSE Liffe contract after it gets traded on the new ICE Gateway due to the series key change Also you must update the Trade Tracker login in TT User Setup to reflect the new TT Gateway exchange flavor change e g NYSE_Liffe_US A to ICE A NYSE Liffe to ICE Migration Guide 32 Trading Technologies International Inc 3 Administrator Guide NYSE Liffe to ICE What is the impact to Strategy Engines SEs connected to the new ICE Gateway Which SEs are impacted Autospreader SE Algo SE and Synthetic SE servers connected to ICE Gateways in your trading environment are impacted if e You are installing a new ICE Gateway for trading Liffe products e You uninstall a NYSE Liffe Gateway and reinstall the new ICE Gateway on the same machine Do I have to make configuration changes to the SE servers Yes configuration chan
21. c Copy product limits from the NYSE Liffe Gateway to the ICE Gateway NYSE Liffe Gateway only users includes any firm that trades Liffe and does not currently have an ICE Gateway installed in their trading environment In this scenario do the following a Ensure that the new ICE session credentials are configured on the ICE Gateway b In TT User Setup migrate users NYSE Liffe Gateway direct trader logins to the new ICE Gateway and assign it to users Note The Member value of the MemberGroupTrader login concatenation must match the Member parameter value specified in the OrderSession section in the new ICE Gateway hostinfo cfg file Also update the MGT with the new ICE credentials c In TT User Setup move TTORDs from the NYSE Liffe Gateway direct trader logins and map them to the ICE Gateway direct trader logins d Copy product limits from the NYSE Liffe Gateway to the ICE Gateway for the migrated TTORDs 18 3 Administrator Guide NYSE Liffe to ICE For Tranches 2 through 5 For Tranches 2 through 5 all other Liffe products moving to ICE you need to do all other Liffe products the following being migrated what is the impact to risk and user setup Request the following new ICE exchange credentials trader IDs FIX session IDs FIX session passwords Price session IDs for both Price Servers in your environment one for ICE U S products and one for Liffe products Users should work with t
22. duct limits refer to the section called How do I migrate product limits on page 24 The new ICE Gateway does not leverage Individual Trader Mnemonics ITMs Current NYSE Liffe Gateway users that do not also trade ICE must request new connection credentials from the exchange Can traders continue to share order books on the ICE Gateways After correctly mapping trader IDs in TT User Setup you can configure the Order Server on the new gateway to support order book sharing Can traders use existing MGTs on the ICE Gateway For Tranche 1 Soft Commodities products ICE Gateway Member Group Trader MGT logins can be used on the new ICE Gateway Additionally risk must be migrated and or reassigned to users in TT User Setup 7 4 12 or higher For Tranches 2 through 5 all other NYSE Liffe products moving to ICE new ICE Gateway logins are required for trading these products For all Tranches any existing NYSE Liffe TTORD IDs must be correctly mapped to the new ICE Gateway login MGTs in TT User Setup Can use SMA LMA for new trader credentials The exchange requests that new credentials leverage SMA System Managed Accounts For information on configuring SMA on ICE Gateways refer to the ICE Gateway Help https www tradingtechnologies com help ice gateway configuring account management and Ima support In addition X_TRADER users must adhere to specific requirements when submitting orders via System Mana
23. ed 10 Rows selected 10 E Show All Gateways Ready To edit multiple records just select them and click Edit 7 Cance 5 Select the new ICE Gateway in the Select Gateway window Note The copied NYSE Liffe product limits appear Red until the exchange migrates all NYSE Liffe products to ICE Following migration all product limits appear in Black text For more information on migrating product limits refer to the following section in the TT User Setup Help https www tradingtechnologies com en help tt user setup copying product limits to additional gateways or gateway logins Do I need to configure product groups during the migration TT User Setup product groups for existing ICE product remain the same after the migration Following the migration Liffe products will map to ICE Futures UK and ICE US Product Groups respectively The administrator must enable the correct product groups for all users that require access to the these products on the ICE Gateway For information on enabling product groups refer to the TT User Setup help at https www tradingtechnologies com help tt user setup allowing or blocking product groups for specific markets NYSE Liffe to ICE Migration Guide 24 Trading Technologies International Inc 3 Administrator Guide NYSE Liffe to ICE What is the X_RISK Impact Can traders use existing ICE Workspaces workspaces Yes ICE traders
24. ew ICE Gateway Management during migration For NYSE Liffe products TT recommends closing all trader positions on the existing NYSE Liffe Gateway before migrating to the new ICE Gateway Users must manually enter SOD records for any outstanding NYSE Liffe positions Note Pre migration fills will not be retrieved from the NYSE Liffe Gateway After the migration new bof tbl and fills tbl files will be created Can I use Auto SOD with If Auto Calculate SOD was enabled on the existing ICE Gateway ensure that it the ICE Gateway is enabled on new ICE Gateway after installation As long as the Fill Server rollover times are the same for all products traded on the ICE Gateway you can use the Auto Calculate SOD functionality after the migration NYSE Liffe to ICE Migration Guide 29 Trading Technologies International Inc 3 Administrator Guide NYSE Liffe to ICE Can GTC GTD and GTDate orders remain working in the market during the migration Warning As part of the migration NYSE Liffe traders must delete all working orders in X_TRADER and resubmit them on the newly installed ICE Gateway This includes all synthetic and native orders submitted for NYSE Liffe contracts on Synthetic Strategy Engine and Autospreader Strategy Engine servers At the end of the trading session prior to migration traders must cancel all GTC GTD and GTDate orders that were submitted on the old NYSE Liffe Gateway A Warning
25. for migration refer to the section called What is the timetable for with NYSE Liffe the migration on page 6 products p To convert existing a NYSE Liffe FMDS database to ICE Open the FMDS Management Console window 2 On the Connection tab in the Service Control section click the blue stop buttons next to the TTFMDSFeed and the TTFMDSResp fields to shut down the FMDS feed and responder 3 Backup your current database Refer to the FMDS User Manual Modify the fmds cfg file to switch the subscriptions for currently migrating products instruments from NYSE Liffe Gateways to the ICE Gateway ICE Gateways use the same naming convention for the outrights NYSE Liffe to ICE Migration Guide 26 Trading Technologies International Inc 3 Administrator Guide NYSE Liffe to ICE Open the command line console and enter the following command to use FMDS FileMonkey to update FMDS be sure to replace lt product gt with the product code you are currently migrating lt root drive gt tt fmds bin fmdsfilemonkey exe rename c NYSE_Liffe lt product gt new contract ICE_IPE lt product gt Exchange spreads can be renamed as follows lt root drive gt tt fmds bin gt fmdsfilemonkey exe rename c NYSE_Liffe Calendar 1x lt product gt 1x lt product gt Spread new contract ICE_IPE lt product gt Spread As an alternative to renaming each instrument manually you can download an example FMDS Rename Scr
26. for those changes when products are migrated Example Message Differences per Gateway The following are FIX messages for the THREE MONTH EURO EURIBOR contract on the NYSE_Liffe and ICE Gateways Tag 48 is the series key and tag 10455 is the long series name security definition for NYSE _Liffe GW 8 F1X 4 2 9 00326 35 d 49 TT_ORDER 56 FC_YEN_SE1 34 21 52 20140813 15 17 08 484 55 1 4820F1 180600000F 1045521 FUT Juni 167 FUT 207 NYSE_Liffe 15 EUR 320 EURIBOR 200 201806 16451 0 393 26 323 4 16452 0 005 16454 2500 16552 0 005 16554 2500 16456 0 146 0 18206 1 18203 NYSE_Liffe 864 1 865 5 866 20180618 security definition for ICE_IPE GW 8 FIX 4 2 9 00346 35 d 49 TT_ORDER 56 FC_CME_SE1 34 19 52 20140813 15 15 45 325 55 1 4825039985 104552Juni8 167 FUT 207 ICE_IPE 15 EUR 320 ALL 322 ALL 1 ICEU 18207 XLIF L 1 200 201806 205 18 16451 43 393 28 323 4 16452 0 001 16454 2500 16552 0 005 16554 2500 16456 0 146 0 18206 1 18203 ICE_IPE A 864 1 865 Execution report for NYSE Liffe GW 8 FIX 4 2 9 00415 35 8 49 TT_ORDER 56 FC_YEN_SE1 50 TTORDFG001001 57 NONE 34 29 52 20140813 15 18 20 423 55 1 48 LF1 180600000F 10455 1 FUT Juni8 167 FL 15 EUR 1 fg007001 47 A 204 0 10553 FC_YEN_SE1 11 212562295 18203 NYSE_Liffe 18216 FIN 16M 198 216184878928386280 37 063EZZ001 17 063EZZ001 0 200 201801 77 0 59 0 11028 N 150 0 20 0 39 0 442 1 44 99 1 38 50 6 0 60 20
27. ged Accounts as described in the Configuring SMA section in the link below https www tradingtechnologies com help ice gateway configuring account management and Ima support Configuring SMA NYSE Liffe to ICE Migration Guide 9 Trading Technologies International Inc 1 Planning a NYSE Liffe ICE Gateway Migration What is the Licensing and Billing Impact Can I reuse my current ICE Gateway licenses Users may continue to use existing ICE Gateway licenses during and after the migration Normal cancellation periods will be waived for NYSE Liffe Gateway licenses so they can be canceled immediately upon request Note TT wishes to remind customers to submit license cancellations via the TT Customer Portal for NYSE Liffe Gateways that are no longer in use following the migration TT will not automatically cancel any licenses For a description of TT licensing refer to the TT Gateway Architecture System Administration Manual Version 7 X X_TRADER and X_RISK Licenses X_TRADER and X_RISK licenses are market based As part of the migration users are required to verify that the ICE market appears in their X_TRADER and X_RISK licenses in order to log in to the ICE Gateway During migration you must have a license that accounts for the number of markets you wish to trade e g one for NYSE Liffe one for NYSE Liffe and another for ICE Following the migration users will require a single license for
28. ges are needed to the Autospreader SE and Synthetic SE tt_ ini files where is ase or sse to allow users to logon from the new gateway Users must obtain an updated impliedconfig cfg file to replace their existing file located in the lt root drive gt TT config directory Warning You must verify that all X_TRADER workstations Synthetic Strategy Al Engines Algo Strategy Engines and Autospreader Strategy Engines in your environment use the updated impliedconfig cfg file After uninstalling the NYSE Liffe Gateway then installing the ICE Gateway on the same server class machine you need to change the market name Exchange Flavor e g NYSE Liffe A and MemberGroupTrader concatenation on the SE server for the new ICE Gateway and ICE trader ID For configuration details refer to the corresponding Autospreader SE Algo SE or Synthetic SE System Administration Manual What about working orders on SEs for NYSE Liffe contracts Prior to migrating to the new ICE Gateway traders must delete all working native and synthetic orders submitted for NYSE Liffe contracts on a Synthetic Strategy Engine Algo Se or Autospreader Strategy Engine server What configuration changes must perform for implied prices X_TRADER 7 17 35 and higher includes a version of the impliedconfig cfg file that is compatible with NYSE Liffe products available on the ICE Gateway However users on older versions of X_TRADER must update their local
29. he exchange to obtain new credentials for trading Liffe products on the new ICE Gateway This allows users to easily migrate existing product limits to the new ICE Gateway Create new order sessions on the new ICE Gateway for Liffe products and configure Operator IDs Refer to the ICE Gateway Help and the All Gateways Help Configure X_TRADER Customer Defaults based on whether SMA or LMA accounts are used by the new ICE trader IDs If you have existing Customer Defaults in TT User Setup or X_TRADER that are configured for the NYSE market those customer defaults will need to be updated for the ICE market Create new ICE Gateway direct trader logins with the new ICE credentials in TT User Setup Map TTORD gateway logins to the new ICE direct trader gateway logins in TT User Setup For each migrated product migrate product limits to the new ICE Gateway logins in TT User Setup For Tranche 1 Soft Commodities products Note Perform this procedure if you need to add new ICE Gateway direct trader logins how do migrate users NYSE Liffe ae trader Use this procedure to migrate NYSE Liffe gateway logins to an ICE Gateway Make logins to ICE sure to update the migrated direct trader MGTs with the new ICE credentials obtained from the exchange The following procedure also copies the NYSE Liffe direct trader product limits to the new ICE Gateway gt To migrate NYSE Liffe direct trader logins with the new existing IC
30. imum Volume order type is not supported by the ICE exchange e Market GTC IOC and FOK are not supported by the ICE exchange e Wholesale order support for Liffe products is not supported in the current version of X_TRADER and the ICE Gateway TT will be releasing new versions to support wholesale trades NYSE Liffe to ICE Migration Guide 4 Trading Technologies International Inc 1 Planning a NYSE Liffe ICE Gateway Migration When should I migrate The exchange will leverage a phased migration of products in the upcoming weeks However you may complete nearly all of the tasks listed in this document prior to the exchange s migration Note The migration tasks should be completed at a time that is best for your particular trading environment TT recommends that you perform migration steps during non trading hours Do I need to order lines or change my connectivity options Following the migration users must utilize a separate fix session and trader ID for each market e g one for Liffe and a separate fix section for ICE Two sessions are required if you plan to trade Liffe and ICE a single session cannot be used for trading both exchanges Users may establish a co located presence in either the existing NYSE Liffe Basildon datacenter or the current ICE datacenter based in Chicago The facilitates will offer access to the following Co Location Basildon The datacenter located in Basildon will provide acces
31. ipt from the Miscellaneous section of the TT Download Center and do the following e Save the script in lt root drive gt tt e Based on which products you are recording and need to convert edit the contract names in the script using the FMDS Management Console window or a text editor Refer to the section called Example FMDS Rename Script on page 27 e Enter lt root drive gt tt fmds bin fmdsfilemonkey script lt location of rename file gt lt your NYSE_to_ICE script name gt fms you must verify that the new gateway name matches the second argument A Warning The commands above are case sensitive To successfully update FMDS including case 10 Open the FMDS Management Console window On the Connection tab in the Service Control section click the blue start buttons next to the TTFMDSFeed and the TTFMDSResp fields to restart the FMDS feed and responder After the ICE Gateway starts and new products are downloaded open the command line console and enter the following command to verify that the expected ICE products and instruments are subscribed to i e check the Dynamic Manifest lt root drive gt tt fmds bin fmdsconsole host lt IP Address gt getdm If applicable shutdown and restart any X_STUDY applications running in your environment Repeat this procedure at the end of each product migration Example FMDS Rename You can modify the FMDS Rename Script fms file for each Tranche of
32. lation package on the same server that currently hosts your ICE Gateway TT does not support upgrading a NYSE Liffe Gateway to a new ICE Gateway To install the new ICE Gateway on a server machine that currently hosts a NYSE Liffe Gateway you must uninstall the existing gateway What version of the ICE Gateway should use All users should migrate to ICE Gateway 7 17 60 which will be available by contacting your TAM For information on installing and configuring a ICE Gateway refer to the ICE Gateway online help What are the minimum supported versions of TT Client applications All TT Trading Applications that connect to the ICE Gateway must meet the minimum version requirements listed below Application Minimum Version X_TRADER 7 11 4 7 17 35 for implied prices 7 17 46 for wholesale trades X_TRADER API 7 7 X TTAPI 7 2 x X_RISK 7 11 4 TT User Setup 7 4 12 FIX Adapter 7 7 X Algo SE 7 3 x Synthetic SE 7 3 x Autospreader SE 7 3 x Table 2 Recommended Client Applications NYSE Liffe to ICE Migration Guide 7 Trading Technologies International Inc 1 Planning a NYSE Liffe ICE Gateway Migration What is the optimal ICE Gateway deployment to trade both ICE and Liffe products NYSE Liffe to ICE Migration Guide In order to trade ICE U S products as well as the Liffe products being migrated to the ICE platform customers will need separate TT ICE Gateways As a result customers will need se
33. migrated Script contracts based on the products you are recording Refer to the following example Example Rename script Example for renaming contracts orenean oe VINNASE Lirie C oo conen contiat MIC WPM Sash S EEMeimS e VANS reni HsH ei Comemacie VINCI DAR Qe Hemems VANS Iie INC SoN oamey Comemeeie VINCI IP RC 51 HEMeims e MANS Liites os mew Cememace VINCI IN GIy 57 Example of renaming Cocoa spreads Hemeime VANS Maire Callemoeieg b wsl v Gorec msn Comerace WICH IPE G joprLead NYSE Liffe to ICE Migration Guide 27 Trading Technologies International Inc 3 Administrator Guide NYSE Liffe to ICE How does this migration impact existing FIX Adapter users What is the FIX Client Impact Prior to making any changes to your existing trading environment you should thoroughly review the impact of changes to the SeriesKey and LongSeriesName by any downstream FIX Client applications for NYSE Liffe U S products Administrators must determine how the new values will affect their FIX Clients and be prepared for those changes when products are migrated Users must prepare FIX clients to receive the new order types on Execution Reports for NYSE Liffe orders in the OrdType 20 Finally SecurityExchange 207 values will change to ICE_IPE when products are migrated from a NYSE Liffe to the ICE Gateway Administrators must determine how that change will affect their FIX Clients and be prepared
34. nternational Inc 2 End User Guide NYSE Liffe to ICE What is the impact to Implied Prices Are there any configuration changes needed to support implied prices Yes users with older versions of X_TRADER 7 17 30 or lower will need to apply a new impliedconfig cfg file to their workstations in order to generate implied prices on exchange defined futures strategies In addition this new impliedconfig cfg must be applied to all Strategy Engine servers Synthetic SE Algo SE Autospreader SE in the customer s trading environment X_TRADER 7 17 35 and higher includes a version of the file that is fully compatible with NYSE Liffe products available on the ICE Gateway All users on older versions of X_TRADER must use the following procedure to update their local impliedconfig cfg file Note By September 29 2014 all X_TRADER workstation and Strategy Engines SEs require installation of the new impliedconfig cfg file You may perform the following procedure anytime before the product migration begins gt To update the impliedconfig cfg file 1 Obtain a copy of the updated impliedconfig cfg file from the TT Download Center Shutdown X_TRADER Add the updated file to the lt root drive gt TT config directory to overwrite the existing file 4 Restart X_TRADER Engines Algo Strategy Engines and Autospreader Strategy Engines in your environment use the updated impliedconfig cfg file To apply the file to an S
35. ondon Prices Price Proxy Price Proxy Primary Secondary Legend Liffe Product Migration Server Server ICE U S Products Liffe Products ICE Gateway Deployment Note If you combine or have overlapping Liffe and ICE U S products on one gateway you will need separate sessions configured for both and your end users using X_TRADER 7 17 will have to manually select an order routing session based on the products they are trading Using TT User Setup you will need to configure aliases or customer defaults for these end users Gateway Logins in order to allow them to select the correct order session Trading Technologies International Inc 1 Planning a NYSE Liffe ICE Gateway Migration What is the Impact to Trader Identification Can I use my existing credentials on the new ICE Gateway For Tranche 1 Soft Commodities products Current ICE users may continue to use their existing connection credentials to trade both ICE and NYSE Liffe products on the new ICE Gateway However this process requires additional manual steps to properly migrate product limits to the existing credentials Therefore TT strongly recommends existing ICE users obtain additional credentials for trading NYSE Liffe products on ICE Gateways For Tranches 2 through 5 all other NYSE Liffe products moving to ICE new ICE exchange credentials are required to trade these products on the new ICE Gateway For more information on migrating pro
36. parate price session credentials from the exchange in order to receive market data for ICE and Liffe products on two separate ICE Gateway Price Servers To ensure proximity to the exchange matching engines and reduce latency TT recommends that customers deploy their TT ICE Gateways in the datacenters closest to where order matching occurs For ICE U S products this location is Chicago for Liffe products migrated to the ICE platform the location is London Because of the need to separate the U S and London products different gateway flavors are deployed However with X_TRADER 7 17 or higher end users only need to select the market based ICE Gateway when submitting orders for both ICE and Liffe products and do not need to manually select customer defaults or use aliases to select the correct gateway for the products they are trading TTNET for example is currently configured to provide the optimal solution for trading both products The following diagram illustrates an example of an optimal ICE Gateway deployment d IP multicast forwarding router Chicago Orders 4 a ICE Y IcE Y ICE Z ao Prica Server Price Server Seabee orient Avail es Standby Standby Price Proxy Price Proxy Primary Secondary Chicago Prices London Orders ICE Z ICE Z ICE Y Price Server Price Server Price Server Active Standby Standby ICE B VM Order Server Order Server L
37. r Guide NYSE Liffe to ICE To map TTORD traders to new logins 1 From the Gateway Logins window filter by member TTORD Verify that the Exch Member Exch Group and Exch Trader fields are visible 2 Filter by the old NYSE Exch Member Exch Group and Exch Trader 3 Click Add Gateways Exchange Traders and select the I want to either create a new exchange trader or choose an existing one to assign to the entire selection of TTORDs option and select Continue Be rewey logins cme New Edit l Copy Delete Refresh Assign to Users J Member 4 Group 42 Trader 42 Gateway 44 ExchMember ExchGroup ExchTrader Users Indirect Users Bear frer e fre e nyse e 250 x BE x site fier Iz H add onitan Woden to TORE a want to either create a new exchange trader or choose an existing one to assign to the entire selection of TTORDs The selected TTORDs are already assigned to the correct exchange traders but want to add a new gateway In the next step let me choose the new gateway and let me choose the existing gateway that has the exchange traders I d like to reuse Total rows displayed 1 Rows sele Continue Cancel Ready To edit multiple records just select ti hange Trader View 4 5 Select the appropriate new ICE Direct Trader Repeat 2 4 for each Exchange trader that is mapped to a TTORD Note
38. rect Users filter A w filter filter A filter filter m filter E EJ Assign ICE 987 XYZ to Available Users o Available Users Selected Users Username Display Name Username Display Name Gateway 42 AvailtoUser Availto FIX Client Auto Login Operator ID filter m filter M y y ICE_IPE DT DTZ N2IADMIN N2laDMIN USERI Useri USER2 User2 g m7 r Login Attributes 7 Available to User Default Account Echange i 7 Available to FIX Client Clearing Member Exchange 2 7 Automatically Login Prefered IP Exchange 3 E Mandatory Login Operator ID 7 Exchange4 Prevent more than orders per second ar Exchange 5 Overrides the user level setting Set Login Attributes Exchange 6 8 Repeat this process for each direct trader login How do I migrate TTORD For all Liffe UK products being migrated the following procedure maps existing traders NYSE Liffe and ICE TTORD traders to new or existing ICE Direct Trader logins After the migration is complete for all of the products i e after November 17th for Liffe products in the UK deleting the NYSE exchange trader will remove all of the NYSE traders from the TTORDs and the NYSE product limits can be mass deleted from the Product limits window NYSE Liffe to ICE Migration Guide 22 Trading Technologies International Inc 3 Administrato
39. s to the following markets e Access to Euronext markets hosted in Basildon e Access to LIFFE markets on ICE platform hosted in Basildon e Access to ICE platform and markets hosted in Chicago e SFTI will provide access to ICE platform in Chicago and Basildon plus DR locations as well as Euronext markets Co Location Chicago The ICE Network will provide access from all regional hubs to the ICE platform in Basildon LIFFE and Chicago plus DR locations Note Access to the Euronext platform will not be provided via the ICE Network NYSE Liffe to ICE Migration Guide 5 Trading Technologies International Inc 1 Planning a NYSE Liffe ICE Gateway Migration What is the timetable for Contracts will migrate from Liffe to ICE in the following Tranches the migration Date Task September 27 29 September 29 2014 October 3 6 October 6 2014 October 17 20 October 20 2014 October 31 November 3 November 3 2014 November 13th 14th November 17 2014 November 17 2014 and later To accurately record data for Liffe Commodities users must update their FMDS database between the end of trading on Friday September 27 and the start of trading on Monday September 29 2014 The exchange migrates Liffe Soft Commodities contracts in EU Tranche 1 To accurately record data for Liffe products in EU Tranche 2 users must update their FMDS database between the end of trading on Friday October 3rd and the
40. sign it to the existing users P Gateway Logins baois New Edit Copy l Delete Refresh Add Gateways Exchange Traders Member l Group Trader 4 Gateway 4 ExchMember Exch Group Exch Trader Users Indirect Users filter m filter we filter x e a ae E filter je filter x filter filter x C a NYSE Liffe to ICE Migration Guide 20 Trading Technologies International Inc 3 Administrator Guide NYSE Liffe to ICE Assign ICE 987 XYZ to Available Users belbas Available Users Selected Users Username 4 Display Name Username Display Name Gateway 42 AvailtoUser Availto FIX Client AutoLogin Operator ID filter x filter x y i ICE_IPE DT DTZ N IADMIN N2laDMIN lusen Usert USER2 User2 ald lt gee Login Attributes 7 Available to User Default Account Exchange 1 V Available to FIX Client Clearing Member Exchange 2 7 Automatically Login Preferred IP Exchange 3 E Mandatory Login Operator ID Eschenge 4 E Prevent more than orders per second Exchange 5 Overrides the user level setting settodinatioues ne sas 8 Repeat this process for each direct trader login For Liffe products in After receiving the new credentials from the exchange users should perform the Tranches 2 through 5 following procedure to add the credentials in TT User Setup how do add new credentials in TT User p gt To add new credentials in TT User Setup
41. start of trading on Monday October 6th 2014 The exchange migrates Liffe Fixed Income contracts Part 1 in EU Tranche 2 To accurately record data for Liffe EU Tranche 3 products users must update their FMDS database between the end of trading on Friday October 17 and the start of trading on Monday October 20 2014 The exchange migrates Liffe Fixed Income contracts Part 2 in EU Tranche 3 To accurately record data for Liffe EU Tranche 4 products users must update their FMDS database between the end of trading on Friday October 31 and the start of trading on Monday November 3 2014 The exchange migrates Liffe Fixed Income contracts Part 3 in EU Tranche 4 To accurately record data for Liffe equity products users must update their FMDS database between the end of trading on Thursday November 13 and the start of trading on Friday November 14 2014 The exchange migrates Liffe Equity contracts in EU Tranche 5 Users may delete their NYSE Liffe Gateway logins from TT User Setup Table 1 Timetable Note For the latest list of contracts in each Tranche refer to https www theice com publicdocs circulars 14102 pdf NYSE Liffe to ICE Migration Guide Trading Technologies International Inc 1 Planning a NYSE Liffe ICE Gateway Migration How do I prepare my TT Trading Environment Can l upgrade an existing ICE Gateway You can upgrade an existing ICE Gateway to the new version by running the instal
42. the Historical Fill Server database Refer to What is the X_RISK Impact Refer to What is the TT Gateway Impact Refer to What is the impact to Strategy Engines SEs connected to the new ICE Gateway Table 4 Migration Checklist NYSE Liffe to ICE Migration Guide Trading Technologies International Inc 12 2 End User Guide NYSE Liffe to ICE How are end users impacted by the product migration What version of X_TRADER should use ICE Gateways require a minimum of X_TRADER Version 7 11 4 for basic trading functionality and 7 17 46 to support wholesale trading What products are being migrated to ICE and when Note The ICE Exchange is not supporting Stop order types for Liffe products migrated to the ICE platform ICE plans to offer Stop support at a later date However until then customers who want to work Stops for the Liffe products migrated to ICE will have to use Synthetic SE and the X_TRADER Override Native setting Liffe exchange contracts will migrate to the ICE trading platform in phases tranches as shown in the table below Tranche Contracts Date Primary Data DR Data Center Center 1 Soft September 29 2014 Chicago Atlanta Commodities 2 Fixed Income October 6 2014 Basildon Chicago Part 1 3 Fixed Income October 20 2014 Basildon Chicago Part 2 4 Fixed Income November 3 2014 Basildon Chicago Part 3 5 Equities November 17 2014 Basildon Chicago Table 5 Liffe
43. with the comment Product not found until the exchange migrates all NYSE Liffe NYSE Liffe products to ICE Following migration all product limits appear in black text P New Gateway Login keea Gateway Login Info Group Permissions Alias E Disable Auto Calculate SOD Gateways Remove Add Gateways Accounts Remove Assign Accounts Gateway at Account s Al Description ICE_IPE Set Password ATTORD must have at least one account if the user is using pre 7 17 TT software Product Limits Applied New Product Limit Edit Copy Delete Copy from Existing Gateway 41 Product Type 4 Product 42 TT SIMOnly Margin Addl Margin Max Order Qty Max Position MaxLong Short Th Z Risk check filter mf fre m filter gt filte x fiter je filter fiter gt fier filter ie Il Trading allowed FUTURE No o Unlimited Unlimited Unlimited Yel E ignore Pat OPTION No 0 Unlimited Unlimited Unlimited Yel STRATEGY No 0 Unlimited Unlimited vq Credit Unlimited FUTURE 1 Yes o Unimted Unlimited Unlimited es imite nlite mite Ciaency D FUTURE Ye 100 Unlimited Unlimited Unlimited Ye E Override credit for TT SIM Unlimited m Ready 7 Save and close the updated gateway login and as
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