Configuring a Multiple-Multicast Network


If your network needs to support coalesced prices for trading clients and non-coalesced prices for Autospreader SE, but the network infrastructure cannot provide the necessary bandwidth to handle both types of prices, you can create multiple multicasts. The networks uses one multicast to handle the traffic for coalesced prices, orders, and fills for the trading clients. To maximize performance, the network places the TT Gateways with dedicated non-coalesced Price Servers in a separate network segment. Additionally, it provides individual multicasts for each Price Server. Autospreader SE connects to these dedicated Price Servers for dedicated access to non-coalesced prices, while X_TRADER clients and remote trading clients use the standard TT Gateways for price, order, and fill data.


Separating messages onto multiple multicasts is an advanced task that should only be performed under the supervision of your TAM. Many TT messages are interdependent and cannot be separated, and some TT features use dynamically defined messages. Incorrectly configured multicasts could cause messages to be dropped. Additionally, TT may rename, add, or remove messages at any time. Customers will only be notified of changes made to messages used in the supported multiple multicast scenarios.

For more information about multiple multicasts, refer to the TT Network Administration Manual.

Mixed Environment Illustrated

The following figure illustrates a environment that allows Autospreader SE to retrieve non-coalesced prices from a TT Gateway Server Farm that provides non-coalesced prices. This environment contains two independent multicast networks:

  • On the left, a network of TT Gateways with dedicated Price Servers multicasting non-coalesced prices for an Autospreader SE Server.
  • On the right, a network of TT Gateways that provide client applications access to prices, orders, and fills.

What You Need to Do

To set up a multiple-multicast network environment, you need to perform the following tasks.

  • Verify that each Price Subscription Server disables price coalescing (AConfig utility sets Market-Depth.Inverval-mSec to 0). For more information about this setting, refer to the TT Gateways Architecture System Administration Manual.
  • On one of the Autospreader SE Server machines:
    • Configure the tt_ase.ini file to associate a Price Subscription Gateway with each market.
    • Create a ttminclude.cfg file to identify the TT Gateway ID and multicast address for each TTM subject.
    • Copy the ttminclude.cfg file to all other Autospreader SE Server machines.
  • For the other Autospreader SE Server machines and non-coalesced Price Servers, update their respective ttmd.cfg files to reference the ttminclude.cfg file.

All Servers in the Autospreader SE network environment must share the same default (customer) multicast. The Servers with coalesced prices use this multicast for all traffic, while the Serves with non-coalesced prices use this multicast only for Gateway logins and connections.

Configuring the tt_ase.ini File

When connecting to multiple markets with multiple gateways delivering non-coalesced prices, you must update the tt_ase.ini file.

To configure multiple markets with non-coalesced prices:

  1. Using Notepad, open tt_ase.ini, located in <root drive>:ttconfig.
  2. Add additional [market-Market-Name] sections as needed.
  3. Add Login information to the [gw-Exchange-Flavor] section, where Exchange-Flavor is the TT Gateway to which you want to connect.
  4. Add the name of the TT Gateway containing the non-coalesced Price Servers.
  5. Add additional [gw-Exchange-Flavor] sections as needed, similar to the following.

    Example tt_ase.ini











  6. Save the tt_ase.ini file.

Configuring the ttminclude.cfg File

You also need to provide the multicast information for each of the TT Gateways to which Autospreader SE connects in the ttminclude.cfg file.

To configure the ttminclude.cfg file:

  1. Using a text editor, create a text file with the following content:

    Example ttminclude.cfg



    # TT Gateway 1

    TTVIA.prc.upd.[ps-gw-exch-id].> = [ps-gw-multicast]

    TTVIA.prc.msg.[ps-gw-exch-id].> = [ps-gw-multicast]

    TTVIA.prc.ctl.[ps-gw-exch-id].> = [ps-gw-multicast]

    TTVIA.prc.rfq.[ps-gw-exch-id].> = [ps-gw-multicast][ps-gw-exch-id].> = [ps-gw-multicast]

    TTVIA.prc.req.[ps-gw-exch-id].> = [ps-gw-multicast]

    TTVIA.prc.dl.[ps-gw-exch-id].> = [ps-gw-multicast]

    TTVIA.prc.ack.[ps-gw-exch-id].> = [ps-gw-multicast]

    TTVIA.Time.[ps-gw-exch-id].> = [ps-gw-multicast]

    TTVIA.TTQAP.[ps-gw-exch-id].> = [ps-gw-multicast]

    TTVIA.prc.dl.ttqap.[ps-gw-exch-id].> = [ps-gw-multicast]

    TTVIA.HPS.[ps-gw-exch-id].> = [ps-gw-multicast][ps-gw-exch-id].> = [ps-gw-multicast][ps-gw-exch-id].> = [ps-gw-multicast]

    TTVIA.fill.series.bcast.[ps-gw-exch-id].> = [ps-gw-multicast][ps-gw-exch-id].> = [ps-gw-multicast]

    TTVIA.ntd.[ps-gw-exch-id].> = [ps-gw-multicast]

    TTVIA.VAP.[ps-gw-exch-id].> = [ps-gw-multicast]

    TTVIA.prc.dl.VAP.[ps-gw-exch-id].> = [ps-gw-multicast]

    TTVIA.dld.[ps-gw-exch-id].> = [ps-gw-multicast]

    TTVIA.SrvSts.[ps-gw-exch-id].> = [customer-multicast]

    # TT Gateway 2

    TTVIA.prc.upd.[ps-gw2-exch-id].> = [ps-gw2-multicast]

    # . . .



    Where: [ps-gw-exch-id] is the dedicated Gateway flavor exchange ID (e.g. 752), [ps-gw-multicast] is the Autospreader SE Price Server multicast address, and [customer-multicast] is the is the customer multicast IP address. For information about determining the exchange ID, refer to the TT Gateways System Administration Manual.

    The subjects are used by Price API clients. Repeat the subjects within the <MulticastGroups> section for each exchange.

    The following example shows a completed ttminclude.cfg file configured for the ICE_IPE-U (752) and CME-U (694) MPF Servers.

    Example ttminclude.cfg



    # ICE_IPE-U Exchange

    TTVIA.prc.upd.752.> =

    TTVIA.prc.msg.752.> =

    TTVIA.prc.ctl.752.> =

    TTVIA.prc.rfq.752.> => =

    TTVIA.prc.req.752.> =

    TTVIA.prc.dl.752.> =

    TTVIA.prc.ack.752.> =

    TTVIA.Time.752.> =

    TTVIA.TTQAP.752.> =

    TTVIA.prc.dl.ttqap.752.> =

    TTVIA.HPS.752.> => => =

    TTVIA.fill.series.bcast.752.> => =

    TTVIA.ntd.752.> =

    TTVIA.VAP.752.> =

    TTVIA.prc.dl.VAP.752.> =

    TTVIA.dld.752.> =

    TTVIA.SrvSts.752.> =

    # CME-U Exchange

    TTVIA.prc.upd.694.> =

    TTVIA.prc.msg.694.> =

    TTVIA.prc.ctl.694.> =

    TTVIA.prc.rfq.694.> => =

    TTVIA.prc.req.694.> =

    TTVIA.prc.dl.694.> =

    TTVIA.prc.ack.694.> =

    TTVIA.Time.694.> =

    TTVIA.TTQAP.694.> =

    TTVIA.prc.dl.ttqap.694.> =

    TTVIA.HPS.694.> => => =

    TTVIA.fill.series.bcast.694.> => =

    TTVIA.ntd.694.> =

    TTVIA.VAP.694.> =

    TTVIA.prc.dl.VAP.694.> =

    TTVIA.dld.694.> =

    TTVIA.SrvSts.694.> =



  2. Save the file as ttminclude.cfg.
  3. Copy the ttminclude.cfg file to the <root drive>:ttconfig directory on other Autospreader SE Servers and on each of the dedicated Price Server Gateways supporting Autospreader SE.

Updating the ttmd.cfg file to reference the ttminclude.cfg file

Perform the following procedure for all Autospreader SE Server machines and all non-coalesced Price Servers to which Autospreader SE connects.

To update the ttmd.cfg file to reference the ttminclude.cfg file:

  1. With a text editor, open the <root drive>:ttconfigttmd.cfg file.
  2. After the file header, add the following line:
  3. Example ttmd.cfg file


    # TTM Communication Daemon Configuration file

    # Copyright(C) 2009 Trading Technologies International Inc., all

    # rights reserved





    # ...



    > =



  4. Restart TTM on the Autospreader SE Server and on every affected TT Gateway.