Configuring the Price Server Connection

Overview

To establish the price API connection, users must configure connectivity information in the [PriceServer] section.

Section: [PriceServer] 7.16.9 and earlier

Example [PriceServer] section in the hostinfo.cfg file

[PriceServer]

ExchangeIP=123.456.7.89

ExchangePort=12686

SenderCompId=SMJN01

TargetCompId=TMJN01

Password=12345678

loxfixmessagestodisk=0

The [PriceServer] section contains the following parameters:

[PriceServer] section parameters
Parameter Description
[PriceServer]

This is the section title.

ExchangeIP

Sets the IP address that the CFE Gateway uses to establish connectivity to the exchange.

ExchangePort

Sets the port address that the CFE Gateway uses to establish connectivity to the exchange.

SenderCompId

Identifies the client’s exchange-provided SenderCompId. This is generated by the exchange based on the client’s firm name and a connection number. The maximum length of the SenderCompId is eight characters. SenderCompId is sent in Tag 49 and provides messages sent to the exchange from the client.

TargetCompId

Identifies the client’s exchange-provided TargetCompId. This is generated by the exchange based on the client’s firm name and a connection number. The maximum length of the TargetCompId is eight characters. TargetCompId is sent in Tag 56 and provides messages sent to the client from the exchange.

Password

Sets the password the Price Server uses to connect to the exchange.

logfixmessagestodisk

Sets the logging for all FIX messages to FIX message cache on disk. The available settings for this parameter are:

  • 1: logs all FIX messages to disk
  • 0: does not log FIX messages to disk

By default, CFE Gateways install with this value set to 0.

Section: [PriceServer] 7.16.10 and higher

Example [PriceServer] section in the hostinfo.cfg file

[PriceServer]

MulticastGroup=CFE_STANDARD

MulticastGroup=CFE_STRATEGIES

#NetworkInterface=xxx.xxx.xxx.xxx#NetworkInterfaceFeedA=xxx.xxx.xxx.xxx#NetworkInterfaceFeedB=xxx.xxx.xxx.xxx

CFE Gateways Version 7.16.10 and higher support the exchange’s CBOE Streaming Market (CSM) multicast feed. You may use the [PriceServer] section to comment-out portions of the price feed or assign a specific Network Interface Card (NIC).

[PriceServer] section parameters
Parameter Description
[PriceServer]

This is the section title.

MulticastGroup

Sets the name for each multicast group the CFE Gateway subscribes to. CFE Gateways install with the correct values listed for the MulticastGroup# parameters and do not require an additional configuration.

NetworkInterface

Sets the IP address for a dedicated network interface card (NIC) in trading environments that utilize multiple NICs.

In addition, you may assign a separate NIC for each price feed by using the NetworkInterfaceA and NetworkInterfaceB parameters.

Section: [PriceServer] 7.18 and higher (Cfe Bats)

 

The Hostinfo file must be configured with appropriate production credentials to establish the connection for market data. The Gap Request Proxy (GRP) port configuration is required to recover missing data and for message retransmission. The SPIN port configuration is required to fetch the current snapshot of the book at that point of time.

Example - Price Server configuration in Hostinfo

 

[PriceServer]

MulticastGroup=UNIT-1

#SPIN creds for retransmission

#Below field Provided by the exchange

unit-1_spin_user_id=<user ID>

#Below field Provided by the exchange

unit-1_spin_user_password=<password>

#Below field Provided by the exchange

unit-1_spin_user_sessionsubid=<session SubID>

#Below field Provided by the exchange

unit-1_spin_server=<ip:port>

 

#GRP creds for retransmission

#Below field provided by the exchange

unit-1_grp_user_id=<user ID>

#Below field provided by the exchange

unit-1_grp_user_password=<password>

#Below field provided by the exchange

unit-1_grp_user_sessionsubid=<session SubID>

#Below field provided by the exchange

unit-1_grp_server=<ip:port>

 

MulticastGroup=UNIT-2

#SPIN creds for retransmission

#Below field Provided by the exchange

unit-2_spin_user_id=<user ID>

#Below field Provided by the exchange

unit-2_spin_user_password=<password>

#Below field Provided by the exchange

unit-2_spin_user_sessionsubid=<session SubID>

#Below field Provided by the exchange

unit-2_spin_server=<ip:port>

 

#GRP creds for retransmission

#Below field provided by the exchange

unit-2_grp_user_id=<user ID>

#Below field provided by the exchange

unit-2_grp_user_password=<password>

#Below field provided by the exchange

unit-2_grp_user_sessionsubid=<session SubID>

#Below field provided by the exchange

unit-2_grp_server=<ip:port>

 

# Unless your Primary NIC is in the exchange network,

# uncomment the applicable line(s) below and

# fill in the NIC IP address(es)

#NetworkInterface=xxx.xxx.xxx.xxx

#NetworkInterfaceFeedA=xxx.xxx.xxx.xxx

#NetworkInterfaceFeedB=xxx.xxx.xxx.xxx

 

Example - Price Server configuration in MulticastGroups configuration file

 

# Do not modify below field. These are Production details for CFE PITCH

[UNIT-1]  

# Do not modify below field

ChannelNumber=0  

# Do not modify below field

Exchange=CFE  

 

# Real Time Multicasts channel for CFE PITCH  

# Do not modify below field

AddressFeedA=224.0.131.132:30001  

# Do not modify below field

AddressFeedB=233.130.124.132:30001  

 

# Gap Multicasts channel for CFE PITCH

# Do not modify below field

GapAddressFeedA=224.0.131.133:30001

# Do not modify below field

GapAddressFeedB=233.130.124.133:30001

 

# Do not modify below field

[UNIT-2]  

# Do not modify below field

ChannelNumber=0  

# Do not modify below field

Exchange=CFE  

 

# Real Time Multicasts channel for CFE PITCH

# Do not modify below field

AddressFeedA=224.0.131.132:30002  

# Do not modify below field

AddressFeedB=233.130.124.132:30002  

 

# Gap Multicasts channel for CFE PITCH

# Do not modify below field

GapAddressFeedA=224.0.131.133:30002

# Do not modify below field

GapAddressFeedB=233.130.124.133:30002