Adding a KCG connection
To add a KCG connection:
- Click Connections in the left navigation panel.
- Click +New Connection
- Configure the settings in the General Settings section:
- Connection enabled: Check this setting to activate the connection. Uncheck to deactivate the connection.
- Name: This is a required field for creating a connection.
- Exchange: Select KCG. Only one exchange is allowed per connection.
- Use the default setting in the Type field.
Configure the settings in the Additional Settings section.
Configure the following KCG (Knight Capital Group) exchange settings per connection:
- Primary IP — Sets the exchange-provided primary IP address for connecting the order session to the exchange.
- Primary Port — Sets the exchange-provided primary port for connecting the order session to the exchange.
- Secondary IP — Sets the backup IP address for connecting the session if the primary IP address is not reachable.
- Secondary Port — Sets the backup port for connecting the session if the primary IP address is not reachable.
- Sender Comp — Identifies the name of your firm in FIX Tag 49 in all outbound messages sent via the connection. This is an exchange-provided credential that is required for connecting the session.
- Target Comp —
Identifies the name of the exchange host that sends messages on this connection. This field supplies the value of the FIX Tag 56 in all inbound messages to the TT platform.
- Max Order Rate (orders/sec) — (Optional) Sets the maximum number of orders per second that a user can enter per connection. This limit cannot exceed the exchange-defined order rate maximum.
You can review the connection settings in the Settings tab.
Click the Accounts tab to assign an existing account to the connection. Multiple accounts can be added to a single connection.
Note: The connection will not become active until at least one account is assigned.
Click Save Changes.