Xetra Release 11.0 Front End Operations Guide
Contents
1. cofi reportsYY refdatYY releaseYY quotelogYY fe member YY Environment number trading day MISS Transfer Directory The reports are delivered to the MISS as compressed files and in Back End format In the submenu Reports Menu there is an option to expand the reports First a script decompresses the reports and then a reformatting module reformats them so that they can be printed in the proper format Report reformatting can be scheduled by calling the scheduling tool in the submenu Reports Menu or the reports can be processed immediately by either calling the XETRAExpandReports pl script or selecting the menu item Expand Reports immediately which also calls this script If scheduling is desired the operator has to make sure the operating system s scheduling service is running XETRAExpandReports pl reads the environment variable and the member entry from the configuration file configsys ini Using the exchange environment number the reports are transferred to the subdi rectory transferdir reportsYY member D These are the five possible states of a report Inputfile inc This file is transferred incompletely or it is corrupt Outputfile txt Decompressed report in Front End format filename RPT txt2. PUBLIC_UNRELIABLE_STATE_STREAM PUBLIC_UNRELIABLE_NEWS_ STREAM STARTUP_GAPS_STREAM KEEP_ALIVE_STREAM PUBLIC_ALL_ TRADE PRICES STREAM O WO INI ODI AIAI JINI O PRIVATE_SPECIALIST_ STREAM hb je PRIVATE_ISSUER_STREAM m m PRIVATE UNRELIABLE QUOTE CONF STREAM jii No PRIVATE_UNRELIABLE_ORDR_CONF_STREAM A 5 5 Configuration File mmlogin dat The mmlogin dat file is used by the retransmission process to validate incoming login requests to the retransmission xervice The records in this file assign local machine accounts to members The record layout is MEMBER TRDOO1 TRDOO2 TRDOO3 Example ABCFR TRDOO1 TRDOO2 TRDOO3 09 E Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide 06 04 10 Page 26 of 31 i e only login requests from traders belonging to ABCFR that use the local machine accounts TRDOO1 TRDOO2 or TRDOOS are accepted Important Entries to mmlogin dat must only be made if Broadcast Validation is enabled If Broadcast Validation is disabled the contents of this file do not play a role 5 6 Configuration File mmstreams dat The mmstreams dat file is used by the broadcast server the data server and the retransmission proc ess to validate VALUES subscriptions to private broadcast streams Per default each member all traders of a member can subscribe his own private streams If he should receive private broadcast from othe
3. Table of Contents 1 1 1 1 2 1 3 1 4 1 5 2 2 1 2 2 2 3 2 3 1 2 3 2 2 3 3 2 3 4 3 1 3 1 1 3 2 3 3 3 4 4 1 4 2 5 1 5 2 5 3 5 4 5 5 5 6 5 7 5 8 5 9 5 10 Introduction Purpose Organisation and Scope of this Guide Notational Conventions Modifications in Xetra Release 11 0 Documentation Preconditions System Overview Multiple Environments Xetra related Files Broadcast Overview and Subscription List Private and Public Broadcasts Public Broadcast Stream Split Recoverable and Unreliable Broadcast Xetra Streams available Xetra Operations XETRA Submenu Structure Xetra Xervice Management MISS Operations Report Handling Workstation Operations Configuration Configuration Management User Path Name Limitations Appendix A Configuration Files Enhanced Multicast Configuration Configuration File XETRAmbr ini Configuration File sublist dat Stream Types Configuration File mmlogin dat Configuration File mmstreams dat Configuration File exclList dat Blocking mechanism for the reference data file User Types and User Groups User Profile Handling 06 04 10 Page 2 of 31 OOO N NN ODD BR BR W W Se Fe e OO pm Oo me e e me oo ul me eS O o oo w N N N NYY YY YN N e O O DA a uo fk KF CO OO Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide 06 04 10 Page 3 of 31 1 Introduction 1 1 Purpose The Xetra Front End Operations Guide
4. AOD CTD COL ETF MIDA OLF GTB l CCE1 CCE2 WAO3 WA04 WAO8 WAO5 J WAO1 WAO6 CEB2 CEB1 WA02 K CINV CPCT CBON CDIS COTH CDIZ L FOO 1 one EXTE Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide 06 04 10 Page 29 of 31 Table Sub stream group VIE By default a MISS subscribes to all sub stream groups i e the load of all sub streams has to be processed The operator can exclude sub streams in which s he is not interested Since the distribution of the subscribed broadcast sub streams is dynamically balanced between the MlSSes of a MISS group all MISSes of the group have to use the same subscription and exclusion list The broadcast exclusion list exclList dat consists of one exclusion entry per line each line being a concatenation of stream XXXXX and sub stream group name Examples XXXXXXH gt exclude DAX1 sub stream group H for this MISS address for all members on this MISS group XXXXXXQ gt exclude BSE sub stream group Q for this MISS address for all members on this MISS group The xetralMKTBcastGroups tool is available to retrieve the broadcast stream group definitions from the reference data file xetraref dat The standard conditions apply the working directory has to be opt gate basexX bin the environment variable SYS_CONFIFG_FILE has to be set to cfg configsys ini to invoke the tool as XETRA bin xetralMKTBcastGroups MISS administrators will have to specify
5. J Trader Xetra J Trader will be terminated by selecting the Exit item in the pull down menu Window of the Xetra J Trader menu e Finally there is a third icon and a menu item to shut down GATE Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide 06 04 10 Page 19 of 31 4 Configuration 4 1 Configuration Management After a new installation is set up the customer needs to start the Configuration Utility as described in the Xetra Front End Installation Guide This is not necessary when updating an existing installation If the system needs to be reconfigured this is usually done by calling configMenu pl However it is also possible to directly edit the relevant configuration files Important Members shall not modify any of the configsys ini GATEsys ini and XETRAsys ini files They are protected with a checksum and the architecture will not start if changes are applied Infor mation concerning the file configmbr ini which is accessible for change can be found in Gate Front End Operations Guide Editable Xetra files are the XETRAmbr ini the sublist dat the mmlogin dat the mmstreams dat and the exclList dat To edit these files any text editor can be used Changing the configuration is typically done in a cycle of e Stopping intraday the Xervice e Backing up the current configuration files e Editing selected configuration files e Distributing the c
6. Link Using Exchange Services No Member Front End Application Programming Interface Exchange Development Guide Front End application and member built ap plications use the VALUES API to access exchange services System hardware Member provided system hardware No Vendor provided docu Workstations servers routers LAN WAN mentation Common Front End networks re ite Sizing Guidelines Common Front End Network Setup System software Member provided system software Operating No Operating system system manuals Common Front End Sizing Guide lines Table Front end hardware and software components Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide 06 04 10 Page 6 of 31 1 4 Modifications in Xetra Release 11 0 Documentation Chapter Nature of Change Comment Several Added Changed Xetra 11 CHANGED 1 5 Preconditions As the installation is based on GATE the GATE Front End system software must be fully installed and configured on the MISS and WS as described in the GATE Front End Installation Guide before the tools and procedures described in this guide can be effectively used This guide is based on the following assumptions e The reader is familiar with the operation of GATE e The Xetra Front End Software is installed as described in the XETRA Front End Installation Guide e The USIM library files for the exchanges are present on the MI
7. Simulation 55 Irish Stock Exchange Xetra Production 57 Xetra International Market Production 61 Xetra Frankfurt2 Production 62 Xetra Frankfurt2 Simulation 68 Xetra Vienna Production 69 Xetra Vienna Simulation Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide 06 04 10 Page 5 of 31 To put this document into context the following table lists the respective documentation related to the main components of a Front End installation Component Description In Scope of Related Documentation Group Name his Guide Front End Tech This document describes the network and the No Common MISS based nical Overview _ software architecture of the GATE and associ Front End Technical ated functional Xervices Overview GATE Front End Front End software components built and No Front End Installation Technical Xer released by the exchange including the tools Guide GATE 3 5 vices built to operate the system excluding the Front End Operations unctional Xervices the Exchange Front End Guide GATE 3 5 trading application and the VALUES API 3rd party software Processes of the Exchange Front End systems Yes Front End Installation based on GATE Guide Xetra 11 Front End Operations Guide Xetra 11 this manual Exchange Front End applications based on No Xetra R11 J Trader vided Front End the functional Xervices User Manual Application etc ALUES API irtual Access
8. and RAW ixt Outputfile xml Decompressed report in XML format Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide 06 04 10 Page 17 of 31 Outputfile ctxk Compressed generic text format report Outputfile cxm Compressed xml report There are 2 stages to report processing as indicated in the following diagram INC Partially transferred file ctx cxm Compressed generic text format report txt Decompressed text report Compressed xml report xml Decompressed xml report Figure 8 Compressed File Transfer After reformatting on the MISS the further handling of the reports is left to the member i e the member can read them back them up etc There is no automatic retransmission of the reports if their transfer has failed The operator can reor der the reports via the Report Selection window of the Xetra J Trader Front End application Please refer to Report selection in the Xetra J Trader User Manual Backing up purging and archiving reports on the Front End is under the responsibility of the mem ber Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide 06 04 10 Page 18 of 31 3 4 Workstation Operations On a WS there is no Xmenu to handle operations The operator on a WS has three icons and or three menu entries e There is an icon and a menu item to start GATE e A second icon and a menu item is used to launch the trading application Xetra
9. provides support for the operation and maintenance of the Xetra Front End This guide provides the instructions and the information necessary to execute the required procedures and tasks for the operating of the Xetra application The procedures defined in this guide should be followed exactly to ensure the proper functioning of Xetra If one of the described procedures or instructions causes an exception or event that is not covered in this guide then please contact the Customer Technical Support using the contact details below You may find the additional GATE Front End Operations Guide a useful reference when reading this Xetra operations document Both guides are intended for System Administrators but please note that general system and network environments are not covered in either document Please refer to the GATE Front End Operations Guide chapter 3 Trouble Shooting and Reporting Deutsche B rse AG Customer Technical Support Xetra D 60485 Frankfurt am Main Phone 49 0 69 211 18400 Xetra FAX 49 0 69 211 18401 Xetra Wiener B rse AG Customer Technical Support Strauchgasse 1 3 Phone 49 0 69 211 11740 Xetra A 1014 Wien FAX 49 0 69 2211 18401 Xetra All changes and updates are marked with a light blue shadow Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide 06 04 10 Page 4 of 31 1 2 Organisation and Scope of this Guide This document describes the normal operation o
10. DEUTSCHE BORSE XETRA croup Xetra Release 11 0 Front End Operations Guide Deutsche B rse AG 2010 All proprietary rights and interest in this Xetra publication shall be vested in Deutsche B rse AG and all other rights including but without limitation to patent registered design copyright trade mark service mark connected with this publication shall also be vested in Deutsche B rse AG Whilst all reasonable care has been taken to ensure that the details contained in this publication are accurate and not misleading at the time of publication no liability is accepted by Deutsche B rse AG for the use of information contained herein in any circumstances connected with actual trading or otherwise Neither Deutsche B rse AG nor its servants nor agents is res ponsible for any errors or omissions contained in this publication which is published for information only and shall not constitute an investment advice This brochure is not intended for solicitation purposes but only for the use of general information Al descriptions examples and calculations contained in this publication are for guidance purposes only and should not be trea ed as definitive Deutsche B rse AG reserves the right to alter any of its rules or product specifications and such an event may affect the validity of information contained in this publication Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide
11. Files during the batch process at the end of a trading day Subsequently they are uploaded to the MISS that is defined as report node Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide 06 04 10 Page 9 of 31 2 3 Broadcast Overview and Subscription List Xetra provides information to the Xetra Front End systems located at member sites An important part of this information is broadcast Broadcast data is distributed via different streams section 2 3 4 Streams must be subscribed to on the MISS in order to receive them Two independent categories may be used to classify the broadcast streams see sections 2 3 1 and 2 3 3 2 3 1 Private and Public Broadcasts For Xetra two different broadcast types are used private and public Broadcast Type Definition Private Private broadcast is a distribution of information that is considered member specific Public Public broadcast is data which is available to all members and contains data like all trade prices netted inside market information news and ticker informa tion Table Definition of broadcast types 2 3 2 Public Broadcast Stream Split The inside Market broadcast stream is split into several sub streams for details please see section 5 5 Upon startup the first MISS in a MISS group still receives all public and private broadcast streams When the second or any further MISS in a MISS group starts all or some public broadcast streams are switched over to the seco
12. NSMISSI Assignment of Stream ON_ StreamGroups groups to Multicast Index XETRA BROADCAST R BrtBessPort 1 57 Port used by BESS to BESS ETRANSMITTER_ Communication XETRA DATA SERVER_ BrtBessPort 1 11 Port used by the data server XETRA BROADCAST SE MissGroupld k Change to a value that is RVER_ unique for this member This value must be identi cal for all MISSes within a MISS group Memberld ABCFR XETRA member ID author ized to connect to XETRA _ backend 5 uppercase characters i BcsrvBessToBessPort 1 58 Port used by the broadcast server IpcListenport 1 60 Port used by Xetra for in coming application re quests IMKTExclusionList For details please refer to XETRA_ data exclList dat chapter 5 5 Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide 06 04 10 Page 24 of 31 5 3 Configuration File sublist dat A member can subscribe to following broadcast streams Broadcast stream Type Mark Trade confirmation Private A Order execution confirmation Private B Designated Sponsor Quote request Private E OTC Order Confirmation Private F CCP Trade Confirmation Private G Specialist Specific Information Private H Issuer Specific Information Private l Matching event Private M All Order Confirmation Private O Quote Confirmation Private R All Trade Prices Public W Public broadcast Public X Table Subscription Types and Marks On a Multi Member MISS the Publ
13. SS Xetra Front End Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide 06 04 10 Page 7 of 31 2 System Overview The Xetra Front End application sits on top of the GATE architecture The GATE architecture provides services to one or more exchange Xervices for a specific environment Simulation or Production or Advanced Simulation A GATE installation which provides services for more than one Exchange Xer vice is referred to as a multi market installation The central administration tool for the GATE architecture as well as for the exchange Xervices is the Xmenu program Xmenu is only available on MlSSes To configure a workstation it must be added to the MISS Sever configuration file configmbr ini The resulting configuration files are equally valid for the MlSSes and workstations The Xetra Xervice submenu of the Xmenu allows the system adminis trator to perform the following tasks e Start and stop Xetra including pre processes such as file transfers e Display status of the Xetra Xervice and processes e Ability to schedule several jobs e Expand reports e View logfiles e Configure broadcast subscriptions and exclusions The trading application J Trader and all VALUES based third party applications are referred to as Front End applications J Trader is a graphical Java based user interface GUI provided by the Ex change and installed with the Xetra software For more information refer to the fol
14. Stop XETRA_ Xervice Intra day Stop of XETRA_ is used for the intra day stop It does not execute the End of day script like in Shutdown Xetra but disconnects the specific BESS Xetra denoted by from the Back End and shuts down the BESS processes 3 1 1 5 Pre schedule start stop XETRA_ Xervice To facilitate automation this submenu shown on page 14 Xetra submenu offers options to schedule the automatic start and stop of Xetra In order to use this feature on Sun machines it is necessary to start crond the operating system s scheduling service On Windows 2003 XP a special service called PBHGatexXX which can be in stalled together with GATE 3 5 is needed 3 1 1 6 XETRA Xervice status menu This submenu shows the status of the processes or Xervices of a specific Xetra XETRA Xervice status menu corresponds to Display System Status Menu and is the Xetra specific part For further information please refer to the corresponding part in the GATE Front End Operations Guide 3 1 1 7 Display exception log This submenu shows the exception log first filtered for the exchange specific Xetra operations and then filtered by severity aspects 1 all events for Xetra operation including successfully started processes with severity O 1 2 3 Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide 06 04 10 Page 15 of 31 2 all events for Xetra operation which produce warning an
15. d errors starting with severity 1 2 3 3 Xetra operation which generate errors with severity 2 3 Note A severity of 3 triggers the execution of an alert script bin alert ksh on SunSolaris bin alert alert bat on MSWindows For further information please refer to chapter 3 Trouble Shooting and Reporting in the GATE Front End Operations Guide 3 1 1 8 Display message log This menu displays the exchange and Xetra specific message logs The option presents the available message log files in a list which can be selected for viewing using the index number out of the list 3 1 1 9 Reports Menu This menu offers the possibility to expand the reports immediately or to schedule this task It also allows generating the user Instrument Status Reports on the Front End see 3 4 3 2 MISS Operations The Xmenu functionality described in the previous section supports the Xetra daily activity cycle There are three methods to start or stop the Xervice Xetra Xetra may be started or stopped manually using the relevant options see 3 1 1 1 to 3 1 1 4 e It may be started or stopped at pre determined times using the services of the scheduler see 3 1 1 5 e It may be started whenever GATE is started This is achieved by setting in the XETRAmbr ini file the AutoStart flag of KETRA_ Properties to 1 It is stopped automatically whenever GATE is stopped All Xervices are started in the background Depending on the platform comput
16. elease 11 0 Front End Operations Guide 06 04 10 Page 28 of 31 The following broadcast sub stream group is defined for Xetra Dublin DUB R DUB ISE1 Table Sub stream group DUB The following broadcast sub stream group is defined for Xetra International Market XIM E XIM OBEL OESP OFIN OFRA OITA ONLD Table Sub stream group XIM Currently the following broadcast sub stream groups are defined for Frankfurt 2 FF2 only Sub stream Instrument group group A BOO1 BAO1 BOO9 BO08 BOO3 BOO2 B004 BOOS BO07 BO06 BO10 B DSO1 DSO9 DSO3 DSO2 DSO4 DSO5 DSO6 DSO7 DSO8 C WAO1 WA12 WAQ2 WAO3 WA04 WA06 WA13 WAO5 WA15 WA14 WAO7 WAO9 WA11 WA10 WAO8 D MSOO IXO1 ELO1 ELO2 OPO1 KLO1 ZRO1 KOO1 KOO3 XFO1 KOO4 XBO3 KLO3 GCO1 XBO1 ELO3 RCO1 RVO1 KLO5 KLO6 KLO2 KOO2 KLO4 ZRO2 MSO1 IX02 E FOO1 F002 F003 F004 F005 FOO6 F007 F008 FOO9 FO10 FO11 F012 F013 F014 F015 F016 FO17 F018 F019 F020 F021 F022 F023 F025 F026 F027 F028 F029 FO30 F031 F032 F033 F034 F035 F036 F037 F038 F039 F040 F041 F042 F043 F044 F045 F046 F047 F048 F049 F051 F052 F053 F054 F055 F056 F057 F058 F059 FO60 F061 F062 F064 F065 FO66 F067 F999 Table Sub stream group FF2 Currently the following broadcast sub stream groups are defined for Vienna VIE only Sub stream Instrument group group G BMGT OKAP H AOF ATX CTP BO1A B17A B17S B23A B19A B21A BO3A CEAP B11S B11A BO3S BO1S BO7S CBA BO5S CBS BO9A BO5A B13A B13S BO7A CINV B15A B15S BO9S CPCT GOVB GSTR GOBL BOST OLD
17. er analysis of the exception log the operator may retry a Start of day If there are no reference data files or not all reference data files available in the file transfer subdirec tory the File Client FCLT requests a re transfer from the Back End The compressed reference data files will be transferred to the file transfer directory on the MISS and then moved to the XETRA_ data active subdirectory Xetra BESS establishes a connection with the Back End so that Xetra J Trader or other VALUES API based applications can start The Xetra Retransmission Xervice can be started and stopped independent of the Xetra Xervice Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide 06 04 10 Page 14 of 31 3 1 1 2 Start XETRA_ Xervice Intra day Start XETRA_ is used for an Intra day Start and should only be performed after a previous suc cessful Stop XETRA_ Xervice Intra day The Intra day start includes no tasks regarding refer ence data ROB or FCLT Start XETRA starts the Functional Xervice to establish a connection to the Back End via Xetra BESS 3 1 1 3 Shutdown XETRA_ Xervice End of day Shutdown XETRA executes the End of day script Then the ROB log files and ROB status files and the Reference Data Files will be archived After Shutdown XETRA End of day Start XETRA In tra day is no longer possible until Startup XETRA Start of day has been executed 3 1 1 4
18. er performance and network traffic the startup procedure on the MISS may take some time The availability of a Xervice is checked by using the Display system status sub menu The operator on the MISS may start the event reader from a command line window or via the Xmenu using a separate terminal window to monitor the local log file of the MISS The event reader displays log entries of the exception log file on the screen After the business day when the Back End is in batch mode the report files are generated and sent from the Back End to the MISS For exception handling refer to the GATE Front End Operations Guide Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide 06 04 10 Page 16 of 31 3 3 Report Handling During Back End batch processing reports are generated on the host and transferred to the MISSes designated by the member A member may designate exactly one MISS to receive the unformatted reports and a possibly different MISS to receive the formatted reports The MISS does not initiate any file transfer to obtain reports The Communication Server transfers all files to subdirectories of the file transfer directory specified in the configuration file The target directory for the transfer is the base of the directory hierarchy of reportsYY member name and trading day YY is the environment number and trading day is a 12 digit combination of current and effective business date transferdir
19. f the functional Xervice Xetra The instructions apply to both the SUN Solaris and Microsoft Windows platforms To address platform specifics comments are added where necessary The content of this guide focuses on the Xetra Front End architecture based on GATE Chapter 2 and provides the instructions and the information necessary to execute the required procedures and tasks that need to be carried out by operations personnel A Xetra system overview is provided in Chapter 2 Xetra System Overview The overview provides information concerning the configuration and the software components Chapter 2 should be used to gain a general understanding of the system and the terms used in this guide General references to specific sections are given in most chapters Use these references to find more detailed information on explained topics 1 3 Notational Conventions This guide applies to the production and simulation environments of Xetra Frankfurt and Xetra Vi enna In order to keep notation generic the following notation is introduced Place Meaning Possible Values holder String indicating the market Typically FFM Frankfurt appears as a suffix to XETRA __ VIE Vienna FF2 Frankfurt 2 XX GATE architecture environment number 90 Production 91 Simulation 93 Advanced Simulation YY Xetra application environment number 51 Xetra Frankfurt Production 52 Xetra Frankfurt Simulation 53 Xetra Frankfurt Advanced
20. for each inside market sub stream as defined by broadcast split if the respective MISS group will subscribe to the inside market stream Within the Configuration utility you can modify the subscription of the sub stream group Y Exclude these instruments from subscription N Remove these instruments from the exclusion list 5 8 Blocking mechanism for the reference data file A blocking mechanism for the reference data file ref dat and member split file can be set up For each MISS the member can decide wether he will receive the reference data file or not Since the Xetra architecture BESS will not start without reference data files members need then to copy the files via inhouse solution from one MISS to the others The MISS directory transferdir refdatXx is checked for entries BLOCK_ALL or BLOCK_REF If BLOCK_ALL is found neither refdat nor splitfiles are sent If BLOCK_REF is found only splitfiles are sent re Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide 06 04 10 Page 30 of 31 5 9 User Types and User Groups Four types of users have to be distinguished for the purpose of Xetra Front End system administration e System Administrator e GATE Administrator by installation default gateadm Group gategrp See the GATE Front End Operations Guide e Xetra trader account by installation default XetraTrd Group gatetrd e Xetra File Transfer Account The Xetra file transfer account own
21. ic Broadcast only has to be subscribed for one member The letters in the column mark represent the code that has to be inserted in the sublist dat file With the sublist dat file members subscribe to the broadcast streams they wish to receive The sub list dat file is exchange specific and therefore located in the XETRA_ data subdirectory It is an ASCII table that can be edited with any text editor All letters have to be written in upper case A typi cal sublist dat looks like this where ABCFR is an example for a member ABCFR using the Frankfurt exchange BCFRA BCFRB BCFRE BCFRF BCFRG BCFRH BCFRI BCFRM BCFRO BCFRR zap PSP Sp Pp DP x x x x x XXXXXX Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide 06 04 10 Page 25 of 31 The sub ist dat file is initialised during the installation process of the Technical Xervices see Xetra Front End Installation Manual for detailed information on the installation process However this file has to be maintained by the Xetra Operator in case of changes to the broadcasts a member sub scribes to The changes are applied by adding or deleting entries of the sublist dat file using a text editor or by using the Configuration Utility 5 4 Stream Types Xetra Stream Types VALUES ID PRIVATE_RECOVERABLE_STREAM PUBLIC_UNRELIABLE_MARKET_ STREAM PUBLIC_UNRELIABLE_TICKER_STREAM PUBLIC UNRELIABLE QUOTE REQUEST STREAM
22. isplay system status 5 Display exception log 6 Display message log 7 Configuration Utility 8 GateWatch Commands O Return xeee MISS 3018 Production Base90 Xervice Management SECURITY MSG_LOGGING SESSION GATEWATCH_SERVER GATEWATCH_CLIENT XETRA_FFM XETRA_VIE XETRA_FF2 1 2 3 4 5 6 7 8 Return xeeee MISS 3018 Production Base90 XETRA_FFM Startup XETRA_FFM Xervice Start of day Start XETRA_FFM Xervice Intra day Start XETRA_FFM Retransmission Shutdown XETRA_FFM Xervice End of day Stop XETRA_FFM Xervice Intra day Stop XETRA_FFM Retransmission Pre schedule start stop XETRA_FFM Xervice XETRA_FFM Xervice status menu Display exception log 10 Display message log 11 Reports Menu O Return OONAAPWNHeE 06 04 10 Page 12 of 31 x MISS 3018 Production Base90 Pre schedule XETRA_FFM Xervice start stop 1 Display scheduled start stop XETRA_FFM 2 Add scheduled start XETRA_FFM 3 Add scheduled stop XETRA_FFM 4 Delete scheduled start stop XETRA_FFM O Return MISS 3018 Production Base90 XETRA_FFM Xervice Status Menu 1 Status of XETRA_FFM Processes 2 Status of XETRA_FFM Xervices 3 XETRA_FFM Xervice Information O Return xxx MISS 3018 Production Base90 Display exception log 1 Full exception log file 2 Exception log file warnings and errors only 3 Exception log file errors only O Return k MISS 3018 Production Base90 Dis
23. ivate broadcast distribution on the technical Multicast distribution level the broadcast split filter functionality can be utilised By means of this split filter separate multicast addresses can be assigned to each member s private broadcast streams The following private VALUES stream types can be configured for the broadcast split filter VALUES name VALUES ID private recoverable O private specialist 10 private issuer 14 private unreliable quote confirmation 12 private unreliable order confirmation 14 For each stream type to be filtered a separate section has to be created in the XETRAmbr ini Example The following section creates a split filter for the stream type 11 private issuer for the members ABCFR and DEFFR by assigning member specific stream data to separate multicast groups with the index 11 and 12 XETRA 11 SplitFilter 1 ABCFR 11 2 DEFFR 12 The indices 11 and 12 must be properly assigned to Multicast addresses in the configmbr ini section e g MulticastGroups multicast address index bac 239 1 1 11 11 239 1 1 12 12 For more details how to configure multicast addresses please read the respective chapter in the Gate 3 5 Front End Installations Guide and Gate 3 5 Front End Operations Guide Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide 06 04 10 Page 21 of 31 5 2 Configuration File XETRAmbr ini The file XETRAMbr ini contains severa
24. l sections each with a number of entries The Table below describes all entries of the XETRAmbr ini file Each exchange to be supported on the MISS must be featured here Please refer to chapter 1 3 for the 3 letter exchange codes that have to be substituted for the wildcards used in this table as well as for the GATE environment numbers denoted YY here MISC Version 100 XETRA Version entry XETRA Properties Installation 1 1 if the respective Xervice is installed O otherwise AutoStart O 1 if this Xervice is to be started automatically with the basic architecture i FtpRootDir transferdir Path to the FTP directory ROBArchiveDirectory Location for stored ROB _ XETRA_ data ROBArchive files ROBArchiveDays 4 Number of days to keep historical ROB files PF unzip XETRA bin unzip Path to the unzip file XETRA_ Misses MISS HOSTNAME Fill with list of those MISS LAN hostnames that should be used for this Xervice Xetra XETRA WanHostN MISS HOSTNAME LOGICAL DEVICE_ID The logical device id to be ames used here is not the one assigned by the exchange but GATE s logical device i e the logical device id needs to be unique within a GATE environment XETRA_ Member XETRA MEMBER List of all Xetra members for this MISS and exchange Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide 06 04 10 Page 22 of 31 XETRA_ StreamGrou Multicast index to be co
25. lowing documents e Installation Xetra Front End Installation Guide e Using J Trader Xetra R11 J Trader User Manual 2 1 Multiple Environments GATE and Xetra can run in multiple environments concurrently An environment consists of a com plete installation of GATE as well as of Xetra for a specific purpose production or simulation The files for an environment are located in the directories originating from opt gate basexx 2 2 Xetra related Files This section addresses Xetra related files exclusively The technical Xervices use different files they are documented in the GATE Front End Operations Guide ROB Files There are two files related to each Recoverable Broadcast see section 2 3 The ROBLog File con tains all Recoverable Broadcast data The ROB Status File contains information on the sequence of the Recoverable Broadcasts Both files are Xetra internal and should not be accessed by any applica tion Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide 06 04 10 Page 8 of 31 Configuration Data Files Some configuration data files which store settings for the Xetra and Xetra retransmission Xervice may be modified by the user e Configuration Files The XETRAmbr ini mmstreams dat mmlogin dat and exclListdat files store member specific in formation For the configuration details of these files refer to chapter 5 e Subscription File one for each of The MISS subsc
26. m Xetra Subscribe Betreuer Quote Request is to be used Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide 06 04 10 Page 11 of 31 3 Xetra Operations The member operational staff performs activities to control Xetra during normal and anomalous opera tion This includes startup shutdown and exception handling Exception handling is not specifically covered in this guide Refer to the GATE Front End Operations Guide The following sections pro vide detailed process descriptions of the activities 3 1 XETRA Submenu Structure By default the Xetra xervice is operated using the Xetra sub menu of the Xmenu The entry point on the MISS is the main menu of GATE Xmenu It is accessed via command line cd opt gate basexX bin Xmenu pl or by double clicking on the XmenuR35 Icon XmenuR35 The Xervice management section is the entry point to manage the products running on GATE The Xetra operations sub menu XETRA provides Xervice specific operations for startup shutdown moni toring and maintaining Xetra The example on the next page installed with the latest available software shows the access path to the Xetra sub menu and selected submenus thereof Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide xeeee MISS 3018 Production Base90 Main Menu 1 Start Stop of Communications Architecture 2 Xervice Management 3 Pre schedule start stop of Communications Architecture 4 D
27. n ps figured for IP multicast stream type multicast index XETRA _ BcastAutho SubscriptionAuthorization O O no broadcast valida rization tion 1 broadcast validation MultiMemberLoginFile Input file for retransmis XETRA_ data mmlogin dat sion mandatory if Sub scriptionAuthorization 1 MultiMemberStreamFile Input file for broadcast XETRA_ data mmstreams dat subscription and retrans mission requests manda tory if SubscriptionAuthori zation 1 XETRA APPLICATION IpcListenport 1 50 Port to be used by the ap MANAGER_ plication manager DataServerListenport 1 53 Port used by broadcast retransmitter XETRA WAN TRANSPO IpcListenport 1 51 Port to be used by WAN RT_MANAGER_ transport manager BroadcastServerListenport 1 52 Port used by broadcast server IXETRA_INST SEARCH_ IpcListenport 1 56 Port used by the Instrument ENGINE Search Engine IXETRA_RETRANSMISSI Installation 1 1 if the respective Re ON_ Properties transmission Xervice is installed O otherwise Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide 06 04 10 Page 23 of 31 AutoStart 1 if this Xervice is to be started automatically with the basic architecture XETRA_RETRANSMISSI MISS HOSTNAME Fill with list of those MISS ON_ Misses LAN hostnames that should be used for this Retransmission Xervice usually identical to XETRA_ Misses XETRA_RETRA
28. nd or further MISS es in a MISS group The distribution of the public streams will be dynamically balanced between several MISSes The split of the Public Inside Market Stream only affects the broadcast stream between the Back End and MISS The failover capability between several MISSes and the process of subscribing streams using a sub scription list file on the MISS will not change from the perspective of the MISS operator By default a MISS subscribes to all public broadcast sub streams i e the load of all broadcast streams has to be processed The operator can exclude public broadcast sub streams in which s he is not interested As an exception broadcast sub stream XO zero is not excludable Furthermore a tool called xetralMKTBcastGroups is resides on the MISS to provide the operator with the information about actual settings taken from the reference file xetraref dat i e which instrument group is published by which broadcast group For more details please see 5 3 Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide 06 04 10 Page 10 of 31 2 3 3 Recoverable and Unreliable Broadcast Broadcast streams can also be classified in terms of the reliability of the stream If a stream is recoverable the broadcast server can capture all generated messages while being ac tively connected to the Xetra Back End It can also retrieve on request recover all messages gener ated on the same business day even those mes
29. onfiguration files to the other MISS es and WS of the MISS group e Starting intraday the Xervice e Testing the changes Note Changes in the operating system Sun Solaris Windows of the MISS must be communicated to the exchange to be able to connect to Xetra Only change the WAN IP addresses when asked to do so by the exchange 4 2 User Path Name Limitations In some cases problems have been reported with path variables containing spaces This could be the case in the profile paths specified by the environment variables HOMEDRIVE and HOME PATH Windows and HOME Sun Solaris The values contained in the path variables SETTINGSPATH and EXPORTPATH Windows and settingspath and exportpath Sun Solaris must only contain digits upper or lowercase letters and underscore When specifying these environment path variables DO NOT leave spaces between the file names e g Program Files should be ProgramFiles Te Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide 06 04 10 Page 20 of 31 5 Appendix A Configuration Files In addition to the GATE configuration files Xetra is configured by Xetra Xervice configuration files Entries in the System Configuration File are pre set by the exchange and are not allowed to be changed Items in the Member Configuration Files should only be modified if adaptations to the member environment are required 5 1 Enhanced Multicast Configuration To restrict pr
30. play Message Log Available log file s 1 mls2000091 1125143 2 mls2000091 7121559 O Return k MISS 3018 Production Base90 Reports Menu 1 Expand XETRA_FFM Reports immediately 2 Display scheduled XETRA_FFM Expand Reports jobs 3 Add scheduled XETRA_FFM Expand Reports job 4 Delete scheduled XETRA_FFM Expand Reports job 5 Generate User Instrument Status Report O Return Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide 06 04 10 Page 13 of 31 3 1 1 Xetra Xervice Management This section presents the various options available in Xmenu to control the operations of Xetra The following sections put these elementary operations into larger context The following state transition diagram gives an overview regarding the availability of the different start stop procedures Shutdown Xetra end of day Start Xetra intra day Stop Xetra intra day Table Start stop state transitions 3 1 1 1 Startup XETRA_ Xervice Start of day Startup XETRA_ is the initial start for the trading day It first looks for the Reference Data Files and moves them to the XETRA _ data active subdirectory There they are decompressed and checked for validity Existing ROB log files or the ROB status file of the previous business day will be moved to the XETRA_ data ROBArchive directory If the Reference Data Files are not valid the Start of day procedure is canceled Aft
31. r members the respective entries have to be inserted into the mmstreams dat The record layout of mmstreams dat is RequestorOwner List of back end streams Example ABCFRDEFFR A B i e member ABCFR is allowed to subscribe to stream A and B trade confirmation b order execution of DEFFR Important Entries to mmstreams dat must only be made if Broadcast Validation is enabled If Broadcast Valida tion is disabled the content of this file will be ignored The associated Back End stream codes are shown in chapter 5 2 in this Guide 5 7 Configuration File exclList dat For improved load balancing of inside market broadcast the broadcast split concept was introduced with Xetra 8 0 The streams are split into smaller broadcast sub stream groups Each broadcast sub stream group relates to a specific group of XETRA instrument groups The exclusion file exclList dat allows specific broadcast sub streams to be excluded from the subscriptions of inside market broad cast specified in the sublist dat This will further increase the overall performance and minimise net work congestion re re Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide 06 04 10 Page 27 of 31 Please note Sub stream group O zero is the only group which is not excludable Broadcast sub stream groups are defined by Market Supervision and are subject to change after due announcement Broadcast sub stream groups are identified by a one le
32. ribes to broadcast streams available at the Back End The subscription file on a MISS sublist dat lists the streams which are to be subscribed This is described in section 5 2 Additional configuration files are available e g mmlogin dat mmstreams dat and exclList dat This is described in section 5 3 till 5 5 Please refer to chapter 2 3 Broadcast Overview and Subscription List in this guide Reference Data File and the Member Reference Data Files The Xetra Back End uploads the Reference Data File xetraref dat and the Member Reference Data Files automatically via FTP to the MISS during batch processing at the end of a trading day to ensure the consistency of the Reference Data File on the MISS and on the Xetra Back End The Reference Data File contains functional information as well as technical information The Member Reference Data Files contain member specific information Reference Data Files for each day are archived on the MISS using the directory structure _ XETRA_ data archive YYYYMMDD where XETRA _ refers to the exchange e g XETRA_FFM and YYYYMMDD refers to the date The reference data files of all members subscribed to this MISS are stored in the same archive directory on that day There are three files per member rdiZZZZZ dat rdgZZZZZ dat and rdtZZZZZ dat where ZZZZZ is the member ID Report Files Report Files contain information related to the prior trading day The Xetra Back End creates the Re port
33. s the files located in the xetra file transfer directory structure The file transfer account has write access to the appropriate subdirec tories of its home directory which is the above mentioned transfer directory Names and groups have to be as follows Exchange Environment Env Number OS File Transfer Account Name OS Groupname Production 51 xnet51 FFM Simulation 52 xnet52 xetraft Advanced 53 xnet53 Simulation ISE Production 55 xnet55 xiseft XIM Production 57 xnet57 xximft Production 61 xnet61 FF2 _ xetra2ft Simulation 62 xnet62 Production 68 xnet68 VIE N xwbagft Simulation 69 xnet69 Table Environment Numbers Note that on Sun all accounts and groups except the file transfer accounts are created during the installation procedure if not already existing The file transfer accounts xnetYY and groups xetraft xwbagft xetra2ft are only required on a MISS they are created by the XetraPrepareExchange tool following an initial installation On Windows all accounts and groups have to be created manually using the User Manager Active Directory Users and Computers see XETRA Front End Installation Guide Deutsche B rse Group Xetra Release 11 0 Front End Operations Guide 06 04 10 Page 31 of 31 5 10 User Profile Handling The user profile is stored in a xml file containing all local settings profiles save settings window configuration instrument watch etc The file name is derived from the sys
34. sages broadcasts generated while being disconnected from the Xetra Back End Therefore this broadcast type is called Recoverable Broadcast ROB Recoverable Broadcasts ROB are stored in special log files located in the ROB directory on the MISS The date of these files is checked automatically during the MISS startup procedure This is to avoid the usage of ROB files from the previous day by the Xetra Application Xervices These files are moved to the XETRA_ data ROBArchive directory when the Xetra Application Xervices are started for the first time on a business day and during the end of day job If it is not possible to retrieve any lost messages the stream is classified as unreliable 2 3 4 Xetra Streams available The different Xetra broadcast streams and their service quality are summarised in the table below Stream Public Unreliable Recoverable Xervice BE Stream ID private Public Data Public X XETRA X Order Confirmation Private X XETRA B Trade Confirmation Private X XETRA A Designated Sponsor Quote Re Private X XETRA E quests OTC Order Confirmation Private X XETRA F CCP Trade Confirmation Private X XETRA G Specialist Specific Information Private X XETRA H Issuer Specific Information Private X XETRA l Matching Event Private X XETRA M All Order Confirmation Private X XETRA O Quote Confirmation Private X XETRA R All Trade Prices Public X XETRA W Table Broadcast Stream Service Quality 1 Please note Strea
35. tem login e g GA TEADM P XETRA110 JTr cfg By default the file is located in the user s home directory Solaris respective users profile directory Windows However by setting an environment variable setting spath this location can be defined differently
36. tter code the short group name The current broadcast sub stream group definitions are encoded in the xetraref dat file of the XETRA MISS By default the exclusion list is empty i e by default no broadcast stream group is excluded and net ted inside market data are transferred The exclusion list is configured via the Configuration utility or a text editor A valid xetraref dat is a prerequisite if you use the Configuration utility Please note the content of the stream groups may change The xetralMKTBcastGroups tool is available to retrieve the actual content Currently the following broadcast sub stream groups are defined for Frankfurt FFM only Sub stream Exchange Instrument group Information content group G ETR PBA1 PBAO H ETR DAX1 l ETR FONA FON1 FON2 ETC1 J ETR SDX1 TDX1 GER2 GER1 GERO MDX1 STX6 K ETR LUX1 AST1 ASTO UKI1 UKIO LUXO STX1 SWI1 SWIO ITA1 SKA1 SKAO ESP1 ESPO FRAO FRA1 ITAO L ETR NAM4 NAM2 NAM7 NAM1 NAM8 NAMC NAMB NAM9 NAM5 NAM3 NAM6 NAMA NAMO USS1 M ETR ASIO SAM1 AFR1 NEWX AUS1 AUSO WAR1 BC1 AFRO SAMO ASI2 ASI1 ASI3 N EUB EGOV JUMB BOND BILL BASE AGEN ECOV ILBE IGOV CORP EEX EEXS EEXV EXRW EXEO EXVE EXAP EXEN EEXH EXET EEXB BSE BSEO BSRO BSFO BSBO BSSO BSCO 1 one Ticker News EXTE The following broadcast sub stream group is not excludable O zero Market Supervision Information exceptional market interrupts Table Sub stream group FFM Deutsche B rse Group Xetra R
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