SmartQuant Discussion

Hi,

Can you please update TTAPI so that it can deliver market depth updates as well, so that I can capture market depth data aswell.

I know TTFIX does this already but this would be really useful to do for TTAPI. I know enabling TTAPI to deliver depth updates is a relatively simple manner, not sure about the links to OpenQuant.

Also am I correct in saying that the recent TTFIX updates address the issues that we were having with multiple flavours i.e.

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."

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).