Back Office Bridge™ Migration Guide - TT Customer Portal
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1. Trading Technologies International Inc 1 Migrating Back Office Bridge Tasks What are the impacts to Internal Position Tasks How do migrate Internal To support account based risk going forward trader exclusion for SODs is Position tasks and configured in TT User Setup based on a Gateway Login level setting If the option exclude individual trader to disable AutoSOD is selected all users of this particular Gateway Login will be IDs from my SOD impacted records To migrate from using Back Office Bridge to using TT User Setup and AutoSOD on the TT Gateway for excluding individual trader SODs do the following 1 Back Office Bridge Migration Guide Trading Technologies International Inc Ensure that you have upgraded to the following versions of TT User Setup and the TT Gateways in your trading environment TT User Setup 7 4 8 or higher e TT Gateway 7 16 8 Eurex Gateway 7 17 1 or higher Manually disable AutoSOD per gateway login in TT User Setup for each MGT that is currently excluded for that TT Gateway in Back Office Bridge This is done by checking the Disable Auto Calculate SOD option in the Gateway Login tab Note All MGTs need to migrate from Back Office Bridge to AutoSOD on the new gateway at the same time If the Internal Position task in Back Office Bridge is only used for the TT Gateway that is being migrated disable the Internal Position task for that TT Gateway in Back Office Bridge If the2. 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 2004 2013 Trading Technologies International Inc All rights reserved Trading Technologies International Inc 1 Migrating Back Office Bridge Tasks Overview What is the purpose of this Migration Guide This document provides guidance for discontinuing use of Back Office Bridge tasks for position management and replacing these tasks with functionality available on TT Gateways Specifically TT Gateways 7 16 8 and higher provide account based risk checking to support customer compliance with CFTC Regulation 1 73 and include enhanced functionality that can replace Back Office Bridge s Internal Position tasks Additionally this document provides guidance for replacing Back Office Position Back Office Currency and Back Office Margin tasks using other TT products Note The Eurex Gateway currently does not support account based risk This functionality will be added to Eurex Gateway 7 17 1 Who should I contact Before proceeding contact your Technical Account Manager TAM regarding your plans to discontinue use of Back Office Bridge and coor
3. a Risk Account Account based SODs are published per MGT and per Risk Account Client trading applications see multiple account based SODs per Risk Account for the same MGT and instrument Using X_RISK 7 12 2 account numbers need to be added to all pre existing manual fills DSODs and SODs before AutoSOD is activated on the TT Gateway Account based SODs retain the Risk Account details from fills on a per MGT and per instrument basis Table 6 SOD Differences Back Office Bridge Migration Guide Trading Technologies International Inc 1 Migrating Back Office Bridge Tasks What are the impacts to other Back Office Bridge Tasks How do I replace Back Office Position Tasks Account based SOD updates can be done manually via X_RISK 7 12 2 or programmatically via X_TRADER API 7 7 9 but not 7 17 0 or higher or an upcoming version of TT API Please refer to the X_RISK User Manual or the X_TRADER API Class Reference Developer s Guide for more details on publishing account based SODs Note If Back Office Bridge is publishing positions to a TT Gateway that supports account based SODs the X_TRADER API version on the Back Office Bridge machine must be 7 7 9 or higher How do perform Margin and Currency Table updates without Back Office Bridge Margin and currency updates can be done manually via TT User Setup or Guardian Additionally the upcoming TT User Setup Risk API will also provide programmatic margi
4. Back Office Bridge Migration Guide Version 3 X Document Version 3 X DV1 7 17 2013 Trading Technologies International TRADING TECHNOLOGIES Legal Notices This document and all related computer programs example programs and all Trading Technologies International Inc TT source code are the exclusive property of 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 as 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 lied to Trading Technologies the Trading Technologies Logo LIT X_ TRADER TT SIM X_RISK
5. Internal Position task in Back Office Bridge is used for additional TT Gateways that aren t being migrated at this time remove the TT Gateway s that are being migrated from the task s Gateways filter Note If you plan to upgrade your ICE Gateways to 7 16 8 or higher and plan to continue using Back Office Bridge you need to disable the special Sunday evening Back Office Bridge task e g the default configuration s ICE_SundayEvening task that captures before and publishes after the ICE Gateway s Sunday rollover time This is necessary because the ice_ipe_rollover_schedule ini file changes in 7 16 8 or higher configure the ICE Gateway to no longer roll sessions on Sundays If you are not planning on using account based risk you can skip this step If you plan to use account based risk or if you are using DSODs in Back Office Bridge and want to maintain account based starting positions you need to do the following e Delete any existing SODs without Risk Accounts and offset any DSODs by publishing offsetting manual fills e Publish account based SODs with a Risk Account added via X_RISK 7 12 2 or higher The Account field in X_RISK s SODs Manual Fills window is the field that needs to be populated with the appropriate Risk Account value on SOD records for all TT Gateways when publishing account based SODs e Ensure that all TT client applications are upgraded to versions that support account based SODs Enable the Auto Calcu
6. dinate any migration issues that are unique to your trading environment When should migrate Back Office Bridge will no longer be supported by TT as of June 30 2013 You can choose to continue using Back Office Bridge after this date however you need to be aware of the following incompatibilities with TT Gateway and Client software versions e Start of Day records SODs and Detailed Start of Day records DSODs published using Back Office Bridge are incompatible with the account based risk checks done on TT Gateways 7 16 8 and higher refer to the section called What are the differences between Back Office Bridge SODs DSODs and Account Based Risk SODs on page 7 e After TT User Setup 7 17 is installed in your trading environment you will not be able to use Back Office Bridge to publish SODs and DSODs for direct trader Member Group Trader logins MGTs e Back Office Bridge will be incompatible with TT s MultiBroker environment e Back Office Bridge will not initialize properly with X_TRADER API 7 17 e Margin updates published in Back Office Bridge will be incompatible with all TT Client trading application versions 7 17 or higher Note The Back Office Bridge migration should be done at a time that is best for your particular trading environment However TT recommends that you that you perform this migration during non trading hours Ideally you should begin these steps following the close of the last trading day p
7. late SOD parameter using the Aconfig utility on the TT Gateway When upgrading your TT Gateways to 7 16 8 refer to the Account Based Risk Feature Guide 1 Migrating Back Office Bridge Tasks Can use AutoSOD instead of Back Office Bridge for BrokerTec and LME Yes When enabled on BrokerTec Gateway 7 16 8 AutoSOD includes positions for on the run contracts and excludes positions in When Issued off the run contracts Once the maturity date changes on a contract tenor remains the same the SOD record is zeroed out Functionally this indicates that the new on the run contract is now listed and the position is zeroed on the first date of trading in the new contract When enabled on LME Gateway 7 16 8 AutoSOD creates positions for rolling contracts based on the prompt date of the contract and not the new contract name that may be created at expiry Once the contract expires the SOD record is zeroed out To migrate from using Back Office Bridge to using AutoSOD for BrokerTec and LME do the following 1 Manually disable AutoSOD per gateway login in TT User Setup for any gateway logins that should be excluded Note All MGTs need to migrate from Back Office Bridge to AutoSOD on the new gateway at the same time 2 Ifthe Internal Position task in Back Office Bridge is only used for the TT Gateway that is being migrated disable the Internal Position task for that TT Gateway in Back Office Bridge If the Internal Position
8. n and currency updating functionality Back Office Bridge Migration Guide Trading Technologies International Inc
9. omatically keep Friday evening s fills through Monday as configured in the lt market gt _rollover_schedule ini file on these gateways 3 Delete any existing SODs without Risk Accounts and offset any DSODs by publishing offsetting manual fills 4 Publish account based SODs with a Risk Account added via X_RISK 7 12 2 or higher The Account field in X_RISK s SODs Manual Fills window is the field that needs to be populated with the appropriate Risk Account value on SOD records for all TT Gateways when publishing account based SODs 5 Enable the Auto Calculate SOD parameter using the Aconfig utility on the TT Gateway When upgrading your TT Gateways to 7 16 8 refer to the Account Based Risk Feature Guide Note All MGTs need to migrate from Back Office Bridge to AutoSOD on the new gateway at the same time What are the differences between Back Office Bridge SODs DSODs and Account Based Risk SODs The following table compares SODs and DSODs created using Back Office Bridge and Account Based Risk Back Office Bridge Account Based Risk SODs are captured and published per MGT Client trading applications see one SOD record per instrument aggregated for all account numbers used by that MGT These records do not include a Risk Account Includes manual fills in published SODs DSODs retain Account FFT2 and FFT3 details from fills on a per MGT and per instrument basis These records do not include
10. rading session rather than include all fills for multiple sessions in one SOD To migrate from Back Office Bridge to using session rollover by schedule on TT Gateway 7 16 8 do the following 1 If the Internal Position task in Back Office Bridge is only used for the TT Gateway that is being migrated disable the Internal Position task for that TT Gateway in Back Office Bridge If the Internal Position task in Back Office Bridge is used for additional TT Gateways that aren t being migrated at this time remove the TT Gateway s that are being migrated from the task s Gateways filter Back Office Bridge Migration Guide Trading Technologies International Inc 1 Migrating Back Office Bridge Tasks 2 Verify that the default schedule in the lt Gateway_flavor gt _rollover_schedule ini file on the TT Gateway is configured for the correct weekend rollover schedule Refer to the 77 Gateways System Administration Manual for more details about this configuration file Note If you plan to upgrade your OSE or TOCOM Gateway to 7 16 8 or higher and plan to continue using Back Office Bridge you need to disable the special weekend Back Office Bridge tasks i e the default configuration s OSE_Daylight_Weekend OSE_Standard_Weekend TOCOM_Daylight_Weekend and TOCOM_Standard_Weekend tasks that mimic Friday to Monday fill carryover for the exchange sessions that last from Friday evening through Monday OSE and TOCOM Gateways 7 16 8 or higher aut
11. rior to migration and complete them over the course of the subsequent weekend Back Office Bridge Migration Guide 3 Trading Technologies International Inc 1 Migrating Back Office Bridge Tasks What versions of TT products do need to upgrade to in order to replace Back Office Bridge functionality Upgrade to the following minimum versions to replace using Back Office Bridge in your trading environment e TT User Setup 7 4 8 e TT Gateways 7 16 8 Eurex Gateway 7 17 1 e X_RISK 7 12 2 e X_TRADER API 7 7 9 not 7 17 0 or higher e TT API part of an upcoming release e TT User Setup Risk API part of an upcoming TT User Setup release What other user documents do need to reference For more details about configuring users for account based risk in TT User Setup 7 4 8 refer to the TT User Setup User Manual and the Account Based Risk Feature Guide For more information regarding TT Gateway 7 16 8 functionality that can replace Back Office Bridge refer to the TT Gateways Architecture System Administration Manual For more information about disabling Back Office Bridge tasks refer to the Back Office Bridge System Administration Manual To manually add or modify SODs using X_RISK refer to the X_RISK User Manual For publishing account based SOD updates to TT Gateway 7 16 8 or higher using X_TRADER API refer to the X_TRADER API Class Reference Developer s Guide Back Office Bridge Migration Guide
12. task in Back Office Bridge is used for additional TT Gateways that aren t being migrated at this time remove the TT Gateway s that are being migrated from the task s Gateways filter 3 If you are not planning on using account based risk you can skip this step If you plan to use account based risk or if you are using DSODs in Back Office Bridge and want to maintain account based starting positions you need to do the following e Delete any existing SODs without Risk Accounts and offset any DSODs by publishing offsetting manual fills e Publish account based SODs with a Risk Account added via X_RISK 7 12 2 or higher The Account field in X_RISK s SODs Manual Fills window is the field that needs to be populated with the appropriate Risk Account value on SOD records for all TT Gateways when publishing account based SODs e Ensure that all TT client applications are upgraded to versions that support account based SODs 4 Enable the Auto Calculate SOD parameter using the Aconfig utility on the TT Gateway When upgrading your TT Gateways to 7 16 8 refer to the Account Based Risk Feature Guide How do rollover fills from one day to another when an exchange s trading session spans a weekend The TT Gateway 7 16 8 uses a lt Gateway_flavor gt _rollover_schedule ini file that can be configured for trading sessions that span a weekend Supporting session rollover by schedule allows the gateway to provide SODs for a particular t
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