TT Access

TT Access

TT Price Proxy

The TT Price Proxy is a service that provides a dedicated channel for market data from one or more Edge Servers. Using a proxy may reduce bandwidth usage on your sessions, as it allows you to receive market data on a single channel from multiple Edge Servers in selected markets.

The figure below shows how each user in your firm connects and sends price subscription requests to Edge Servers through the TT Price Proxy. Non-price data from Edge Servers is routed through each user's Edge Server web socket connection (e.g., Web Socket 1), but market data is provided to all users via a dedicated market data channel between the TT Price Proxy and a single Edge Server (Edge Server 1).

Price subscriptions from users are basically intercepted by the TT Price Proxy, which keeps track of the subscriptions and forwards them to the Edge Servers via the web socket connections. Price subscription validation for each user is handled by the Edge Server (ES).

If users are connected to additional Edge Servers (e.g., Edge Server 2), each one of these Edge Servers will connect and forward market data to the Edge Server (e.g., Edge Server 1) connected to TT Price Proxy via the market data channel. The TT Price Proxy then rebroadcasts the market data via the web socket connections (e.g., Web Socket 1, Web Socket 2) to all users requesting prices in the desired markets.

Installation and registration

You can download the TT Price Proxy and install it on a Linux machine located at your site. As part of the installation, proxy will register itself with the TT system and allow you as a company administrator to configure it using the Setup application. Once configured, proxies are displayed in the private lines section of the access list for each user.

When logging in to an Edge Server, the Trade application asks for a configured proxy in the access list in order to know which Edge Server URL to use for the web socket connection.

Note: Prior to installing an TT Price Proxy, contact TT support to enable your company for proxy access.

TT Price Proxy Connection Scenario

When logging in to an Edge Server, the Trade application asks for a configured proxy in the access list in order to know which Edge Server URL to use for the web socket connection.

If an Edge Server Price Proxy is installed and registered with TT, the browser connects to AWS and the TT data center as shown in the following diagram.

In this diagram:

  1. A DNS lookup occurs for *trade.tt allowing the client browser to connect to *trade.tt on AWS.

  2. The connection to AWS is established through the client network's web proxy and firewall and maintained for less latency-sensitive traffic. The Trade application and other available AWS services are downloaded to the client's browser.

    Note: A DNS and Internet connection are required for connecting to AWS.

  3. The Trade application uses the hunt list to determine that a TT Price Proxy URL and optimal IP address are available for connecting to the data center. The Web Proxy is bypassed and the browser establishes a web socket connection to TT Price Proxy.

    The web socket connection is made through TT Price Proxy to the HA Proxy and Edge Server in the TT data center.