Elasticia Technical Documentation

The Elasticia systems are operated in an Active-Active configuration to ensure high availability and redundancy. Members can connect to either of the available gateways.

For test systems, connectivity follows the same Active-Active principle. Members may connect to either gateway, with system separation handled by port configuration rather than IP-addresses.

  Gateway #1 Gateway #2
IP-address 194.103.132.4 194.103.132.20
Port Trading 20200 20200
Port Market Data 20300 20300
Port Trading FIX Classic 20210 20210
Port Market Data FIX Classic 20310 20310
TargetCompID Trading NGM NGM
TargetCompID Market Data equities EQUITY EQUITY
TargetCompID Market Data ETP-1 ETP-1 ETP-1
TargetCompID Market Data ETP-2 ETP-2 ETP-2
TargetCompID Market Data ETP-3 ETP-3 ETP-3
TargetCompID Market Data ETP-4 ETP-4 ETP-4

 

Please note that session history is NOT synced between gateways. When switching between gateways you will have to either logon with reset or keep track of the state for each gateway.

 
  Test System #1 Test system #2
Elasticia version 2.0 3.0
Instrument source Cloned from production + test instruments  Cloned from production + test instruments 
NGM Instrument Schema 2.3.0 2.3.0
IP-address Gateway #1 194.103.132.54 194.103.132.54
IP-address Gateway #2 194.103.132.61 194.103.132.61
Port Trading 21200 22200
Port Market Data 21300 22300
Port Trading FIX Classic 21210 22210
Port Market Data FIX Classic 21310 22310
TargetCompID Trading NGM NGM
TargetCompID Market Data equities EQUITY EQUITY
TargetCompID Market Data ETP-1 ETP-1 ETP-1
TargetCompID Market Data ETP-2 ETP-2 ETP-2
TargetCompID Market Data ETP-3 ETP-3 ETP-3
TargetCompID - Market Data TEST TEST TEST
     
TargetCompID Market    

 

  Gateway #1 Gateway #2
IP-address 194.103.132.9 194.103.132.25
Port Trading 20200 20200
Port Market Data 20300 20300
Port Trading FIX Classic 20210 20210
Port Market Data FIX Classic 20310 20310
TargetCompID Trading BX BX
TargetCompID Market Data Equities 1 MD-1 MD-1
TargetCompID Market Data Equities 2 MD-2 MD-2

 

Market data for BX Swiss is published on MD-1 and BX Digital on MD-2.


Please note that session history is NOT synced between gateways. When switching between gateways you will have to either logon with reset or keep track of the state for each gateway.

 

  Test System #1 Test System #2
Elasticia version 2.0 3.0
Instrument Source Fake instruments + production like instruments Fake instruments + production like instruments
NGM Instrument Schema 2.3.0 2.3.0
IP-adress (Gateway)

Gateway #1 - 194.103.132.54

Gateway #2 - 194.103.132.61

Gateway #1 - 194.103.132.54

Gateway #2 - 194.103.132.61

Port Trading Order Entry 27200 28200
Port Market Data 27300 28300
Port Trading FIX Classic 27210 28210
Port Market Data FIX Classic 27310 28310
TargetCompID Trading BX BX
TargetCompID Market Data 1 MD-1 MD-1
TargetCompID Market Data 2 MD-2 MD-2
TargetCompID - Market Data TEST  TEST TEST
Opening times CET CEST Production Schedule Production Schedule
Please observe that the tests below are only scheduled in test system #1.
 
Automatic order and quote matching
  • From market opening – 09:49 CET/CEST – Every 10 minutes
  • 12:09 CET/CEST – 17:29 – Every 10 minutes

    Limit orders and quotes within the spreads 3.40-3.49, 34.0-34.9 and 340-
    349 (inclusive) will be matched by an order (one per leg) placed by NGM.
    This will generate a trade if the orderbook is in a tradable state.
Automatic trade cancellation
  • From market opening – 09:49 CET/CEST – Every 20 minutes
  • 12:09 CET/CEST – 17:29

    Trades with volume 330-339 (inclusive) and trades with volume 200,000-
    250,000 (inclusive) will be cancelled.
Fail tests
Scheduled to run every Tuesday and Thursday.
  • 10:00 Order Entry gateway #1 is restarted, short downtime
  • 10:10 Market Data gateway #1 is restarted, longer downtime (5 min)
  • 10:13 During restart of MD #1, OE #2 is taken offline and is down for 15 minutes
  • 10:40 When MD #1 and OE #2 are up again, MD #2 is restarted.
Please note that session history is NOT synced between gateways. When switching between gateways you will have to either logon with reset or keep track of the state for each gateway.
Automatic order and quote matching
  • From market opening – 09:49 CET/CEST – Every 10 minutes
  • 12:09 CET/CEST – 17:29 – Every 10 minutes

    Limit orders and quotes within the spreads 3.40-3.49, 34.0-34.9 and 340-
    349 (inclusive) will be matched by an order (one per leg) placed by NGM.
    This will generate a trade if the orderbook is in a tradable state.
Automatic trade cancellation
  • From market opening – 09:49 CET/CEST – Every 20 minutes
  • 12:09 CET/CEST – 17:29

    Trades with volume 330-339 (inclusive) and trades with volume 200,000-
    250,000 (inclusive) will be cancelled.
Fail tests
Scheduled to run every Tuesday and Thursday.

  • 10:00 Order Entry gateway #1 is restarted, short downtime
  • 10:10 Market Data gateway #1 is restarted, longer downtime (5 min)
  • 10:13 During restart of MD #1, OE #2 is taken offline and is down for 15 minutes
  • 10:40 When MD #1 and OE #2 are up again, MD #2 is restarted.

Please note that session history is NOT synced between gateways. When switching between gateways you will have to either logon with reset or keep track of the state for each gateway.

Documentation

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