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Using Connection Quality Tools

Overview

For the UMDF connection, the BVMF Gateway receives FIX/FAST messages via two connections labeled Feed A and Feed B. The Connection Quality Tools help troubleshoot and prevent problems associated with the feeds connections.

There are two Connection Quality Tools available:

  • TT FAST Tester - quickly checks the standard UMDF connection (Feeds A and B) between the BVMF Gateway and the exchange.
  • TT Bandwidth Tester - checks the standard UMDF connection (Feed A and B) for packet loss and latency.

Before You Begin

Contact your local TAM to obtain the.zip file containing the Connection Quality Tools. After obtaining the.zip file, extract and save the tools to the <root drive>:ttExchange-Flavor directory.

You can start the TT FAST Tester and TT Bandwidth Tester by double-clicking the executable file (.exe.) located in the <root drive>:ttExchange-Flavor directory. The filenames are tt_fast_tester.exe and tt_fast_bandwidth.exe.

Before starting each test, you must edit the following in the hostinfo.cfg file:

  • Configure the [PriceServer] section with your custom connection values.
  • Add the BVMF-facing NIC to each NetworkInterface parameter.
  • Create a copy of the hostinfo.cfg file with the name TMPhostinfo.cfg. The TT FAST Tester and TT Bandwidth Tester use the settings in this file to verify connectivity.

Executing the Tests

The TT FAST Tester runs a test for each channel along the NIC (Network Interface Card) defined in the hostinfo.cfg file. The utility checks the heartbeat that the exchange sends once every 60 seconds. Each channel test may take up to 65 seconds. For more info on Heartbeating, refer to “Aconfig and Environment Setup” in the TT Gateways Architecture System Administration Manual Version 7.X.

In addition to testing the overall status of the connection, the TT Bandwidth Tester also checks for packet loss and packet latency. Due to the extensive nature of this test, the utility runs for approximately one hour. If stopped before completion, the utility can fail to create a proper log file.

To run a test, double-click its executable. Once complete, the UMDF Quality Tools create the log files tt_fast_tester.out and tt_fast_bandwidth.out in the <root drive>:ttlogfiles directory.

TT FAST Tester Results

The following illustrates the results the TT FAST Tester writes to the tt_fast_tester.out logfile:

To interpret the TT FAST Tester results:

  1. The utility prints out information regarding which NICs (Network Interface Cards) it tests.

    Example

    Interface: feeda using 172.20.16.210

    Interface: feedb using 172.20.28.138

  2. The utility then prints the IP address of each test channel and returns a PASSED or FAILED message.

    Example

    Run test for multicast group: BVMF_FAST_MO_MESSAGES

    Run Test For 233.119.160.1:10001 on Interface 172.20.16.210

    Run Test For 233.119.160.65:100065 on Interface 172.20.28.138

    . PASSED

    Run test for multicast group: BVMF_ADMIN_CHANNEL

    Run Test For 233.119.160.2:10002 on Interface 172.20.16.210

    Run Test For 233.119.160.66:100066 on Interface 172.20.28.138

    ……………………………………………………….PASSED

  3. The utility produces a FAILED test result when one of the following occurs:
    • A problem exists with the NetworkInterface parameter setting in the hostinfo.cfg file.
    • Inability to connect to the exchange.
    • No heartbeat received within 65 seconds.

TT Bandwidth Tester Results

The following illustrates the results the TT Bandwidth Tester writes to the tt_fast_bandwidth.out logfile:

To interpret the TT Bandwidth Tester results:

  1. The utility lists the UMDF interfaces and IP addresses it listens to:

    Example

    Create listener for 233.119.160.2.10002 on 172.20.16.210

    Create listener for 233.119.160.66.10066 on 172.20.28.138

    Create listener for 233.119.160.20.10020 on 172.20.16.210

    Create listener for 233.119.160.84.10084 on 172.20.28.138

  2. The utility calculates the normalized time difference between packets on the UMDF feed and the machine itself. Ideally, these latencies should be close to zero.
  3. The utility prints out information on dropped and delayed packets. A delayed packet arrives 100 milliseconds later or more.

    Example

    [2011-07-25 16:29:26.295]: BVMF_IR_FUTURES: 233.119.160.142:10142: Sequence: 429651 Packet Latency: 100ms

    [2011-07-25 16:29:26.295]: BVMF_COMMODITY_FUTURES: 233.119.160.142:10142: Sequence: 429652 Packet Latency: 102ms

    [2011-07-25 16:29:26.295]: BVMF_EQUITY_INDEX_FUTURES: 233.119.160.142:10142: Sequence: 429661 Packet Latency: 102ms

    [2011-07-25 16:29:26.295]: BVMF_MINI_EQUITY_INDEX_FUTURES: 233.119.160.206:10206: Sequence: 429651 Packet Latency: 102ms

  4. At the end of the test, the utility prints a test results summary that shows the number of dropped and lost packets.

    Example

    Statistics for: BVMF_IR_FUTURES

    Address 233.119.160.142:10142 on 172.17.117.101:

    Received: 46

    Dropped: 10

    Address Percent Loss: 17.86%

    Address 233.119.160.206:10206 on 172.17.117.101:

    Received: 48

    Dropped: 8

    Address Percent Loss: 14.29%

    Packets Not Received By Any Interface: 8

    multicast group Percent Loss: 14.81%

Order Messaging Volume Controls

The exchange sets messaging volume thresholds at the EntryPoint session level to monitor and control excessive new order and cancel/replace messaging. The automated controls are designed to prevent latencies and support valid trading.