Server and Database Guide - Trayport

[Pages:99]Trayport? GlobalVision

Server and Database Guide

Version 8.9 for Trading Gateway

Server and Database Guide

This document provides information on how to install and configure the Trayport? GlobalVisionSM Trading GatewaySM (TGW) server, version 8.9. The document is aimed at system administrators.

Trading Gateway is designed to allow information from multiple brokers or exchanges (foreign servers) to be displayed on a single Front-End screen. When you install Trading Gateway on your local server, you must set up a broker service for each foreign server to which you want to connect. This document also describes how to set up a Trading Gateway system and the first broker service, for version 8.9.

Legal Notice

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The software contains proprietary information of Trayport? Limited; it is provided under a licence agreement containing restrictions on use and disclosure and is also protected by copyright law. Reverse engineering of the software is prohibited.

Due to continued product development this information may change without notice. The information and intellectual property contained herein is confidential between Trayport Limited and the client and remains the exclusive property of Trayport Limited. If you find any problems in the documentation, please report them to us in writing. Trayport Limited does not warrant that this document is error-free.

This guide is for the client's internal use with a licensed Trayport product only. No part of this publication may be reproduced, stored in a retrieval system, or transmitted in any form or by any means, electronic, mechanical, photocopying, recording or otherwise without the prior written permission of Trayport Limited.

All information submitted to Trayport will be subject to Trayport's Privacy Policy as amended from time to time. The privacy policy can be found at .

Trayport is a registered trademark of Trayport Limited.

This document was written using Author-it in British English.

It was last updated on 07/10/2016 (15:11).

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Copyright? 2016 Trayport

Contents

Chapter 1: Introduction to the Server and Database Guide .......................................................................4

1.1 Trading Gateway Guides ..................................................................................................................................... 5

Chapter 2: Server Overview.......................................................................................................................7

2.1 Overview of the GlobalVision Services ............................................................................................................... 7 2.2 Starting and Stopping the GlobalVision Server .................................................................................................. 9 2.3 Service Logon Settings ...................................................................................................................................... 10 2.4 Data Files and Storage.......................................................................................................................................11

Chapter 3: System Requirements ............................................................................................................12

3.1 GlobalVision Server Requirements ...................................................................................................................12 3.2 Trading Gateway Prerequisites ......................................................................................................................... 16

3.2.1 Storing the Licence File ............................................................................................................................ 16 3.2.2 Creating Accounts .................................................................................................................................... 16

Chapter 4: Creating Databases and Installing Services.............................................................................18

4.1 Creating the Databases .....................................................................................................................................18 4.2 Copying the Trayport Files to your Local Directory ......................................................................................... 19 4.3 Installing the Core Services ............................................................................................................................... 20

4.3.1 Upgrading or Reinstalling the Archiver Service ......................................................................................22 4.3.2 Installing Automated Trading Version 1 ..................................................................................................22

4.3.2.1 Pre-requisites for Automated Trading Version 1...........................................................................22 4.3.2.2 Certificate Requirements for using SSL ..........................................................................................23 4.3.2.3 Installing the Automated Trading Version 1 Engine ...................................................................... 23 4.3.2.4 AT.exe.config File Options ..............................................................................................................24 4.3.2.5 Connecting to the Automated Trading Server via RPS .................................................................. 26 4.3.2.6 Starting the Automated Trading Version 1 Engine ........................................................................27 4.3.3 Installing Automated Trading Version 2 ..................................................................................................27 4.3.3.1 Pre-requisites for Automated Trading Version 2...........................................................................27 4.3.3.2 Installing the Automated Trading Version 2 Engine ......................................................................28 4.3.3.3 Manually Setting Trayport.AT2.Service.exe.Config File Options .................................................. 29 4.3.3.4 Manually Copying the Automated Trading Version 2 DLLs...........................................................30 4.3.4 Using Trading Accounts for Automated Trading ....................................................................................31 4.4 Installing Automatic Gold Mappings Service ...................................................................................................32 4.5 Registering DLLs.................................................................................................................................................34 4.6 Installing Joule Services ..................................................................................................................................... 34 4.6.1 Creating the Joule Worksheet Service User ............................................................................................ 34 4.6.2 Installing the Joule Services on the Trading Gateway Server.................................................................35 4.6.3 Upgrading the Joule Services From a Previous Version .........................................................................36 4.6.4 The MarketSheets Folder.........................................................................................................................36

Chapter 5: Server Setup and Configuration .............................................................................................37

5.1 Connectivity between IPTS and Microsoft SQL Server .................................................................................... 38 5.2 Recommendations for Synchronising with a Time Server ..............................................................................39 5.3 SSL Configuration...............................................................................................................................................40 5.4 Disabling RPS and Plaintext Connections .........................................................................................................41

Chapter 6: Microsoft SQL Server Configuration .......................................................................................42

6.1 Supported Versions ...........................................................................................................................................42 6.2 Installing Microsoft SQL Server.........................................................................................................................42

6.2.1 Post-installation Configuration ................................................................................................................ 44

Chapter 7: Setting up Trading Gateway ...................................................................................................46

7.1 Creating and Mapping Users and Markets.......................................................................................................46

7.1.1 Creating Users and Companies................................................................................................................46 7.1.2 Creating Instruments................................................................................................................................47 7.1.3 Mapping Users and Instruments .............................................................................................................47 7.2 Setting Up the Foreign Venue (Broker) Service ............................................................................................... 48 7.2.1 Installing the Foreign Venue Service .......................................................................................................48 7.2.2 Configuring the Connection Between the Foreign Venue Service and the Foreign Server ................. 51 7.2.3 Using the Set Venue ID Tool ....................................................................................................................51 7.2.4 Starting the Trading Gateway Service ..................................................................................................... 52 7.3 Viewing and Submitting Orders Using the Front-End .....................................................................................52 7.4 Configuring Venue Implied Prices.....................................................................................................................53

Chapter 8: Server Maintenance...............................................................................................................54

8.1 Disk Space Monitoring ...................................................................................................................................... 54 8.2 Maintaining the Server......................................................................................................................................54

Chapter 9: Log Files .................................................................................................................................55

9.1 List of Log Files...................................................................................................................................................55 9.2 Archiving Log Files .............................................................................................................................................57

9.2.1 Configuring IPTS Log Files ........................................................................................................................ 57 9.2.2 Configuring Broker Log Files .................................................................................................................... 58 9.3 Investigating User Connectivity Problems .......................................................................................................58 9.4 Investigating Market Activity ............................................................................................................................ 61 9.5 Troubleshooting Connection Problems............................................................................................................67 9.6 List of Error Messages ....................................................................................................................................... 68

Chapter 10: GlobalVision Performance Counters ....................................................................................71

10.1 Setting Up GlobalVision Performance Counters............................................................................................71 10.1.1 Per Process Performance Counters.......................................................................................................73 10.1.2 Per Foreign Server Performance Counters ...........................................................................................75 10.1.3 Per Session Performance Counters .......................................................................................................76

Chapter 11: Backing up the Server and Databases...................................................................................78

11.1 Backing Up the GlobalVision Server ............................................................................................................... 78 11.2 Database Auto Growth Recommendations ...................................................................................................78 11.3 Backing Up the GlobalVision Database ..........................................................................................................79

11.3.1 Restoring the Database..........................................................................................................................79 11.4 Configuring Automated Backup Software......................................................................................................80 11.5 Backup Strategies ............................................................................................................................................ 80 11.6 Which Data to Back Up ...................................................................................................................................80

Appendix A: Installation Checklist........................................................................................................... 81

Appendix B: Security and Port Settings................................................................................................... 83

B.1 User Connectivity and Firewall Ports to Open .................................................................................................83 B.2 Transport Layer Security (TLS) and Secure Sockets Layer (SSL) ......................................................................83 B.3 Configuring the SSL Certificate .........................................................................................................................84

Appendix C: Trayport Service Availability Monitoring ............................................................................. 85

C.1 TSAM Architecture ............................................................................................................................................ 85

Appendix D: Distribution Server ............................................................................................................. 87

D.1 Distribution Server Overview ........................................................................................................................... 87 D.1.1 Accounts ...................................................................................................................................................88 D.1.2 Hardware and Software Requirements ..................................................................................................89 D.1.3 Connection Between the Distribution Server and the Transaction Server...........................................89

D.1.4 Administration..........................................................................................................................................89 D.1.5 Distribution Server Log Files ....................................................................................................................89 D.1.6 Server-Side Workbooks and Custom Logos............................................................................................90 D.1.7 Load Balancing Distribution Servers .......................................................................................................90 D.2 Installing a Distribution Server ......................................................................................................................... 90

Glossary................................................................................................................................................... 93

Chapter 1: Introduction to the Server and Database Guide

This document is divided into the following sections.

Chapter 1: Introduction to the Sever and Database Guide ? provides information about what this document contains.

Chapter 2: Server Overview on page 7 ? describes the services and their dependencies, and explains the architecture of the server.

Chapter 3: GlobalVision Server Requirements on page 12 ? describes the GlobalVision server requirements and the Trading Gateway prerequisites.

Chapter 4: Server Setup and Configuration on page 37 ? describes the configuration options you need to use when setting up the server on which you plan to install GlobalVision.

Chapter 5: Microsoft SQL Server Configuration on page 42 ? describes the configuration options specific to GlobalVision that you must use when installing Microsoft SQL Server.

Chapter 6: Server Maintenance on page 54 ? describes the server maintenance processes. Chapter 7: Creating Databases and Installing Services on page 18 ? describes how to create GlobalVision

databases, install the services (including Automatic Gold Mappings), and register the DLLs. Chapter 8: Setting Up Trading Gateway ? describes how to:

use the administration tools to create and map users, companies, instruments, and trading agreements install, configure, and start the foreign venue (broker) service connect to additional foreign servers enable venue implied prices for a selected broker. Chapter 9: Log Files on page 55 ? provides a list of the GlobalVision Log files and error messages, together with information troubleshooting and how to investigate user connectivity problems and market activity. Chapter 10: GlobalVision Performance Counters ? describes the GlobalVision performance counters and how to use them to monitor the performance of your system. Chapter 11: Backing up the Server and Databases on page 78 ? describes how to carry out backups of your GlobalVision server and databases. Chapter 12: Database Mirroring ? provides an overview of how GlobalVision can be set up to use database mirroring. Appendix A: Installation Checklist ? provides a checklist of tasks that you need to complete in order to prepare for the installation of the GlobalVision server. Appendix B: Security and Port Settings on page 83provides information about the ports that are used by GlobalVision. Appendix C: Trayport Service Availability Monitoring on page 85 - provides information about the TSAM system - a monitoring tool that provides enhanced diagnostics to all systems running any version of GlobalVision. Appendix D: Distribution Server on page 87 - describes the purpose of a Distribution Server, and how to install, configure, and start a Distribution Server. Glossary on page 93provides definitions of the terms used in this document.

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Typographical Conventions

Typographical conventions used in this document:

Note Notes emphasise points related to the current topic.

Tip

Tips provide information that helps you to apply the techniques and procedures described in the text, to your specific needs. Tips can provide alternative methods that may not be obvious, and they can provide assistance with understanding the benefits and capabilities of the feature or process that is being described.

Important Contains information that is more important than a note but not as vital as a warning.

Warning Warnings contain information about issues that might cause a problem in the future, or essential instructions.

Italic Italic is used when referring to the names of entities such as: dialog boxes, file names, directory paths, service names, and names of documents. It is also used for figure captions and when introducing a term for the first time.

Bold Bold is used to emphasise the importance of a point, and, in a series of numbered steps, to indicate items that you must select, for example: menu options, command buttons, or items in a list.

1.1 Trading Gateway Guides

This guide is one of several that are available for Trayport? GlobalVisionSM Trading GatewaySM. The table below lists the most important guides and gives a brief description of the information contained in each.

Document

Description

Administration Tools Guide

Gives an initial overview of Trading Gateway and tells you about the tools that are available to administer the system, including information about:

creating and managing users and instruments

mapping objects defined on your local Trading Gateway server to the same objects defined on the remote venue servers (for example, users, companies, instruments and sequences)

GlobalVision Finger, a tool that enables you to find out who is currently logged in to GlobalVision

Intended readers: system administrators

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Document API Guide Architecture Guide

New Features and Key Changes Product User Guide Release Notes Server and Database Guide Upgrading Trading Gateway

Description Explains how to use the API to integrate GlobalVision with another system, such as a back or middle office system.

Intended readers: developers

Explains Global Vision's system architecture, including the components that comprise Global Vision, startup events and connectivity between the Global Vision server and the clients.

Intended readers: system administrators

Outlines the key changes made for each major software release.

Intended readers: everyone

Tells you how to use the Global Vision 8 front end to view the market and trade.

Intended readers: traders

Lists bug fixes and new features by software version.

Intended readers: everyone

Tells you how to install and configure your Trading Gateway server so that you can connect to multiple brokers.

Intended readers: system administrators.

Gives step-by-step instructions telling you how to upgrade Trading Gateway.

Intended readers: system administrators

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