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 Post subject: More Fix Order Issues
PostPosted: Fri May 03, 2013 11:00 am 
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Joined: Wed Aug 08, 2007 6:32 pm
Posts: 218
Getting an "Order routible on mulitple gateways. Exchange gateway must be provided."

Here is the problem. I can link to TTFix, import a product "FGBL Jun13, Eurex" from TTFix instrument list and view it on quote monitor perfectly well.

When I try to put in an order it says "Order routible on mulitple gateways. Exchange gateway must be provided."

So i tried to put an order through with xtrader and i get:

03.05.2013 07:00:54.565 | 5092 | INFO | FIXAPA-TTBFA01_O/8 | S | 8=FIX.4.29=0034335=849=TTBFA01_O56=FIXAPA50=TTORDFA_APA_APA_MFLLO_OR5_BLU57=NONE34=752=20130503-07:00:54.56555=FGBL48=FGBL062013167=FUT207=Eurex1=PYNLS47=A204=010553=FIXAPA18203=Eurex-F37
=02960T00317=02960T003:1198=03I3T6JOV200=201306151=014=054=140=277=O59=011028=Y150=420=039=4442=144=146.8938=16=060=20130503-07:00:54.56510=132

My broker have said it is because the imported instrument is specified from the price server "Eurex". However the order needs to be routed to the order server "Eurex-F" and OQ is trying to run it through "Eurex".

How do I specify different servers for instrument pricing and order routing?

It looks like this an issue similar to this from TT:

Error: 'Order routible on multiple gateways. Exchange gateway must be provided'

Issue/Question
FIX Client rejects an order.
Sends error message: Order routible on multiple gateways. Exchange gateway must be provided

Resolution/Answer
Multiple flavors of this gateway type are running in the enviornment. The FIX Adapter needs to know to which TT Gateway to route the order. The FIX Client will need to specify the relevant TT Gateway in FIX Tag 18203 (e.g., 18203=Eurex-F).

Cause
The FIX Adapter is configured to connect to two (or more) flavors of the same TT Gateway, for example, Eurex and Eurex-F, and the contract for which the order is being routed is available on more than one of these TT Gateways.

Please advise.


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PostPosted: Sat May 04, 2013 8:27 am 
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Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
Hi,

The current version of TT FIX plugin has no an ability to use this tag.
We will add such functionality in the next release of OQ.

_________________
SmartQuant Development Team


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PostPosted: Sat May 04, 2013 10:20 am 
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Joined: Wed Aug 08, 2007 6:32 pm
Posts: 218
How long will that be? Can you publish a fix for this relatively quickly?

Is it not possible to use the AltExchange/AltSymbol parameters in Instrument properties to achieve the same thing? But I am not sure what we have to do to get this to work.

And also as I understand it this server structure is the way most large brokers implement TT, so why is this not stipulated somewhere in the documentation.

Do you have any other suggestions???

Can you please advise because we have just spent a lot of time and money trying to get this implemented and saying:

"We will add such functionality in the next release of OQ."

is not a particularly acceptable solution this far down the road.

I hope you can see our concerns...

Thanks


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PostPosted: Tue May 07, 2013 10:48 am 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6807
Hi, I've sent you a pm.

Regards,
Anton


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