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AMP/TTNet Trading Service

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Introduction

AMP Global Clearing is a Chicago-based Futures Commission Merchant (FCM) providing access to the global electronic futures markets for Individual Traders, US & Foreign Introducing Brokerages, CTAs, 3rd Party & API Developers.

With AMP Global Clearing AMP/TTNet you have access to real-time data, historical data and trading in the futures markets from many exchanges around the world.

The Sierra Chart trading features fully support AMP Global Clearing. You are able to enter simple and advanced orders from the charts, Chart DOM, and Trade DOM.

What is Included

  • Streaming Real-Time Data: Yes.
  • Historical Intraday Data: Yes. Tick by Tick.
  • Historical Daily Data: Provided through the Sierra ChartHistorical Daily Data service.
  • Historical BidVolume and AskVolume: Yes.
  • Live Trading Services: Yes.
  • Simulated Trading: Yes.
  • Order Types Supported: All.
  • Server Managed OCO (Order Cancels Order): No.
  • Automated Trading (applies to Live or Simulated): Yes.

Setup Instructions

  1. In order to use the AMP/TTNet trading service you must have an account with AMP Global Clearing.
  2. Your broker will provide you with the necessary connection information. You will need that from them before you can proceed. In some cases, your broker will have the ability to set the AMP/TTNet connection information directly onto your Sierra Chart account to avoid the need to manually enter the connection information. However, in the case of a Live account, the password will need to be manually entered by you.
  3. Go to Sierra Chart. Select Global Settings >> Data/Trade Service Settings on the menu. Click on the Service list box at the top of the window. Select the AMP/TTNet service name from the list. If you do not see this service listed in the list box, then refer to help topic 52.
  4. Select the Price Feed tab. Many of the settings should already be preset for you. Make sure the Server is set in the general format as shown in the image below for the Price Feed tab.

    Set the Sender Comp ID to what your broker has provided you. Set the Target Comp ID to TT_PRICE.

    Set the Password to what your broker has provided you.

  5. Select the Orders tab. Many of the settings should already be preset for you. Make sure the Server is set in the general format as shown in the image below for the Orders tab.

    Set the Sender Comp ID to what your broker has provided you. Set the Target Comp ID to TT_ORDER.

    Set the Password to what your broker has provided you.

    Set the Accounts to your account identifier provided by your broker. Multiple accounts can be specified and separated by a comma character. If your broker did not provide you an account identifier because it is a demo account, then leave the Accounts box blank. If you do not have any Accounts specified, then you will need to enable Trade >> Trade Simulation Mode On within Sierra Chart.
  6. Set the Requested Market Depth setting to the number of levels of market depth that you require. You should set this to only what you require to reduce the needed bandwidth. Top of Book uses the least amount of network bandwidth. Market Depth data provides the quantities of working buy and sell orders at prices near the current trade price. There are various features in Sierra Chart which use Market Depth.
  7. Enable the Connect On Program Startup and the Reconnect on failure options.
  8. Set the Time Zone setting to the time zone that you want times displayed in.
  9. Set the Intraday Data Storage Time Unit to what you require.
  10. Press OK to close the Data/Trade Service Settings window.
  11. To connect to the Data and Trading server, select File >> Connect to Data Feed on the menu.
  12. If the Message Log window opens and displays messages indicating there was an error connecting to data and trading servers, then select File >>Disconnect to prevent further connection attempts. Next, carefully review the setup steps above again. Try connecting to the data and trading servers again by selecting File >> Connect to Data Feed on the menu.

    If there still is an error connecting, then refer to help topic 1.5.

    When you try to connect and you receive this message in the Message Log:
    Received a logout message from the server. Reason: Cannot find session with matching TargetCompId and SenderCompId

    Then open the Global Settings >> Data/Trade Service Settings window and verify the TargetCompId and SenderCompId on both the Price Feed and Orders tabs to be certain they are correct. Consult with your broker if you are not certain what these settings should be.
  13. Open a Historical Chart, Intraday Chart or Trading DOM by selecting File >> Find Symbol on the menu. Find the symbol in the available lists and press the appropriate button.

    If you do not receive any historical data for the symbol, then contact Sierra Chart support and let us know what the symbol is and we will add historical data support for it if possible.
  14. If you are using a AMP/TTNet Demo account and not a Live account, then you need to use Sierra Chart Trade Simulation Mode to handle all trading. Make sure there is a checkmark by Trade >> Trade Simulation Mode On. Otherwise, any orders submitted to the server will fail
  15. Continue with step number 3 on the Getting Started documentation page.
  16. Take note that Stop orders submitted to the CME will be converted to Stop-Limit orders.

Symbols

To find the available symbols, you need to select File >> Find Symbol on the menu. If a symbol is not listed, contact Sierra Chart support to have it added.

Exchange Traded Spreads/Strategies

Sierra Chart fully supports trading exchange traded spreads and strategies with the AMP/TTNet trading service.

Make certain you are connected to the Data and Trade servers by selecting File >> Connect to Data Feed the menu.

Select File >> Find Symbol on the menu. In the list of available symbols, select the particular futures market that you want to get spread/strategy symbols for. You can select any particular futures contract month, it does not matter. Press the Get Spread Symbols button. The symbols will be downloaded from the AMP/TTNet server. Once the download is complete, they will be listed and the first one will be highlighted. Choose a particular exchange traded spread or strategy that you want to trade, from the list and press Open Trading DOM . You can then enter orders for that symbol on the Trade DOM.

Note: AMP/TTNet does not provide current Position data for exchange traded spreads/strategies. However, they do provide the position data for the outright contracts that make up the individual legs of the exchange traded spread/strategy. You will see these individual positions in Trade >> Trade Orders and Positions Window >> Positions.

Sierra Chart is able to calculate the Trade Position Quantity and Average Price for exchange traded spreads and strategies you are trading based upon the order fills for the symbol being traded received both in real-time and downloaded upon connection to the trade server. To have Sierra Chart calculate the current Position from order fills, confirm that Trade >> Open Trade Window for Chart >> Menu >> Use Order Fill Calculated Position , is enabled. It also must be understood, that if there any missing order fills Sierra Chart has in the Trade Activity Log, then the reported position data will be inaccurate.

In order for the Sierra Chart trading functionality to work properly with AMP/TTNet exchange traded spreads and strategies, it is essential that the AMP/TTNet FIX Adapter sends Summary Fills for FIX sessions. FIX Adapter administrators need to refer to the FIX Adapter System Administration Manual for further information.

In the case of exchange traded spreads or strategies, set the Order Quantity on the Trade Window to the exact quantity you want to make a trade for of the spread or strategy.

Price Formatting

To modify the price formatting for Exchange Traded spreads and strategies you will want to adjust the following settings in Chart >> Chart Settings. For complete details, refer to Chart Settings.

  1. Main Settings >> Price Display Format
  2. Main Settings >> Tick Size
  3. Advanced Settings 2 >> Real-Time Price Multiplier

The prices you will use for Order prices will be based upon exactly the prices you see displayed on the Trade DOM.

Average Position Price

In Sierra Chart the Trade Position Average Price can come from two different sources. It may be calculated from the order fills which make up the currently open position or come direct from the Trading Service. For complete information, refer to How Average Price for Positions Is Calculated and Used.

The Trade Position Average Price that comes from the AMP/TTNet trading service for the currently Open Position uses an averaging method for all of the fills during the trading day. It is not based upon just the fills representing the Open Position. Therefore, this Trade Position Average Price may not always be what you would expect it to be.

You need to be aware of this and if this is the Average Price you are looking at, you need to disregard it.

Account Balance

TT FIX Adapters do not provide account balance data over FIX. Therefore, there will be no account balance information for the accounts displayed on the Trade >> Trade Orders and Positions >> Balance tab.

Common Error Messages

Below are common error messages you may see in the Trade >> Trade Service Log or Window >> Show/Hide Message Log.

  • Trade Order Error - TT order update (Rejected). Info: User [sender comp ID] is not allowed to use account [trade account]. Internal Order ID: [number]. : This means the Trade Account specified through Global Settings >> Data/Trade Service Settings >> Orders >> Trade Accounts, is not a valid account identifier. Or, the FIX Adapter is not properly configured for your account. Contact your broker for help with any of these issues.
  • Unable to login to adapter AMPNON1ORPR: [account] is not authorized to use FIX Adapter. Please contact your System Administrator.: When you encounter this error message when connecting to the Data or trading server, then this means you need to contact your broker about this and they need to authorize your account to connect. Provide them the text of this message.
  • Symbol Error - [symbol] is unknown, unavailable, or improperly formatted. FIX message: [message from server describing the specific problem]:

    This means either the symbol is not valid or the gateway to the exchange is down. Make sure you are using the correct and current symbol. You can find the available symbols through File >> Find Symbol.

    We have seen that when the EUREX market is closed and you connect to the data and trade server, you will get a market data reject message for EUREX symbols. You need to reconnect to the server no earlier than one minute before the EUREX market opens to make sure your market data requests are not rejected. Reconnect with File >> Disconnect and File >> Connect to Data Feed.

Availability Market Data and Trading Server

The TT AMP FIX adapter server which is provided by the clearing firm you are using, which Sierra Chart connects to for trading and market data, usually is not available over the weekends.

Therefore, Sierra Chart will fail to connect during the weekend. There will be error messages related to this in the Sierra Chart Message Log. Example: Error received in OnConnect while connecting. Windows error code 10061: No connection could be made because the target machine actively refused it..

The server becomes available Sunday evening when the markets reopen for the next trading week.

To prevent connection attempts, select File >> Disconnect. To connect to the server Sunday evening or at any time, select File >> Connect to Data Feed.


*Last modified Thursday, 11th December, 2014.