afsRTTM.exe is a server application that connects to the Fixed Income Clearing Corporation’s (FICC) Real-Time Trade Matching, or RTTM, via MQSeries, to report trades within the 15 minute deadline.
afsRTTM sends messages (SENT messages) to, and accept messages (RECEIVED messages) from the RTTM. The SENT messages include those to submit new trade details, cancel a previously submitted trade, or modify a previously submitted trade. The RECEIVE messages include Trade Status messages (e.g. indicating those messages sent by afsRTTM that were accepted/rejected by RTTM), and messages resulting from other parties sending messages to RTTM (e.g. indicating trade has been matched by other party, or trades with your firm submitted by other party).
While it accepts all RECEIVED messages, afsRTTM only process and report on accept/reject messages, i.e. those messages sent by RTTM indicating that a trade, submitted by your firm, has been validated by RTTM and is awaiting further processing (e.g. to be matched against).
The specific messages available may be found at http://ficc.com/cmu/docs/nscc.particip.specs.final.pdf Starting at section 2.3, afsRTTM supports the following messages
Use the afsRTTMController application to monitor the progress of, and manage, the afsRTTM server.
The application provides a number of settable properties in the afstrade.ini file
[afsRTTM]
; Set From/To addresses when error messages/notifications are to be sent
;SMTPToAddress=user@domain.com
;SMTPFromAddress=user@domain.com
; Set time service is to start and stop each day
;START_TIME=731
;END_TIME=1801
; Indicate login used to run this service
USER NAME=mikem
; Indicate port on which this service listens for client requests.
;SERVICE_PORT=5099
; Set the Password used to validate messages
FICCPassword=UNKNPASS
; Set ID and Code with which FICC identifies your firm
ParticipantID=1111
ParticipantCode=XXXX
; Set information for local MQ Server.
MQ_SERVER=QM_myPC
MQ_READ_QUEUE=inqueue
MQ_WRITE_QUEUE=outqueue
; Indicate number of hours that a database server is different than FICC server
;TimeAdjustmentHours=1
; Support stepouts for proper MSRB reporting
;SupportStepouts=1
; If users can schedule trades, set this to 1
;CanScheduleTrades=1
; Zero by default, this parameter delays the reporting of ALL trades, from
; their trade time, by the specified number of minutes.
DelayMinutes=5
;**************
; Set the following two when doing regression testing
; so that files match from one run to the next.
;IsRegressionTesting=1
;ShowLogTime=0