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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
ParameterDescription
[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
ParameterDescription
[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.