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Configuring the Price Server Connection

Firewalls and Connectivity

If a customer connects to the exchange through a firewall, you must ensure that the Primary ports listed in the hostinfo.cfg file are available for one-way, outbound TCP sessions to the exchange host servers.

Additionally, if you NAT your BVMF Gateway through your firewall, you must use the IP address that the BVMF assigns as your NATed IP address. Resolve this address to your BVMF Gateway.

Warning

TT does not support or recommend using NAT IP addresses to connect to the BVMF. The BVMF holds you fully responsible for all maintenance regarding NAT IP addresses. You must consult the exchange for all NAT implementation details.

Parameters

In the hostinfo.cfg file:

  • Add price session connection information to and configure the [PriceServer] section.
  • For each Order Router (order session) you want to maintain, configure an [OrderServerSession_#] section.

Configuring HostInfo.cfg for a UMDF Connection

To configure the hostinfo.cfg file for a UMDF connection:

  1. In Windows Explorer, navigate to <root drive>:ttconfig.
  2. Using Notepad, open the hostinfo.cfg file.
  3. Edit the [OrderServerSession_#] section.
    • Add order session connectivity information.
    • Set member and session ID information.
    • Configure the Firm ID and Sender Location values.
  4. Add and configure new order session sections as needed.
  5. Configure the [PriceServer] section with your custom connection parameters.
    • Configure all parameters that require custom values.
    • Add all product subscriptions that you need.
  6. Add the exchange-facing NIC to the NetworkInterface parameter.

    If you want to manage incoming feeds over multiple NICs, you must specify each network interface uniquely. For details on adding multiple interfaces, refer to Configuring a Multiple NIC Setup.

  7. On the File menu, click Save.
  8. Close hostinfo.cfg.

Section: [PriceServer]

The [PriceServer] section configures the Price Server connection to the UMDF platform and lists the various multicast groups for which the Price Server subscribes. The contents of each [PriceServer] section consist of the following parameters:

[PriceServer] section parameters
ParameterDescription
[PriceServer]

This is the section title.

MulticastGroup=<multicast group>

Configures the type of data (i.e., products) to which the BVMF Gateway subscribes. You can subscribe to any market data that has a [BVMF_<multicast group>] section in the MulticastGroup.cfg file.

The value of this parameter must exactly match the value of a multicast group parameter in the MulticastGroup.cfg file. The BVMF Gateway uses MulticastGroup.cfg to determine how to connect to the UMDF price feed to subscribe to the specified data.

NetworkInterfaceFeed*=IP

Sets the IP Address of the BVMF-facing NIC. If you use multiple BVMF-facing NICs that use Feed*, you must specify which UMDF feed the TT Gateway routes over the NIC. The Feed* section of this parameter maps to the same section in the parameter AddressFeed* in the MulticastGroup.cfg file. If you have only one BVMF-facing NIC that uses NetworkInterface=IP, the TT Gateway uses this as the default NIC for all UMDF feeds.

For further details and examples, refer to Configuring a Multiple NIC Setup.

#ReplayIDEnables TCP retransmission requests on the Price Server for BM&F products. When enabled, the Price Server will attempt TCP recovery of missed data packets first before using a snapshot or incremental refresh of the Order Book.

To enable, remove the hash symbol (#) and enter the FIX TCP session ID provided by the exchange. In the exchange credentials, BVMF provides the FIX TCP session ID as a “SenderComp ID” in addition to the Sender Comp ID provided for FIX order sessions. This is an optional parameter.

#EquitiesReplayIDEnables TCP retransmission requests on the Price Server for Bovespa equities products. When enabled, the Price Server will attempt TCP recovery of missed data packets first before using a snapshot or incremental refresh of the Order Book.

To enable, remove the hash symbol (#) and enter the FIX TCP session ID provided by the exchange. In the exchange credentials, BVMF provides the FIX TCP session ID as a “SenderComp ID” in addition to the Sender Comp ID provided for FIX order sessions. This is an optional parameter.

PercentageSettlementEnables processing of settlement prices as a percentage instead of Per Unit for the listed product(s). Enter product names in a semicolon (;) separated list. For example, PercentageSettlement=D12;D13

By default, this parameter is not present and the gateway processes settlement prices as Per Unit except for the following products, which are calculated as a percentage by default: D12;D13;DAP;DDM;DI1;FRC;FRG;FRP;FRO;IDI;ITC;OC1;TF0;TF1;TF2;TF3;TF4;TF7;TF8. This same behavior is true if you enter the parameter without a list of products (e.g., PercentageSettlement=)

LogSettlements

Sets whether the Price Server logs settlement prices.

When LogSettlements=Y, the Price Server logs all settlement prices.

By default, this parameter is not present. If this parameter is missing or contains a value other than Y, the Price Server does not log settlements.

Warning

Do not modify this parameter unless instructed to do so by a TT Representative.