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CME Gateway

Configuring the Trading Environment

Overview

After installing the TT Gateway, you must perform the following procedures:

  • Stop all TT-related services.
  • Configure Exchange-flavorhostinfo.cfg (referred to throughout simply as the hostinfo.cfg file) and edit the ttchron.ini file.
  • Concerning tick tables, in 7.X, CME Gateways use pMerge to populate their product and tick tables. You no longer need to manually configure tick table.
  • Configure time zone settings in aconfig_local.xml. Do not modify any other aconfig default settings without first contacting your local TAM.

Before configuring the TT Gateway, you must stop all TT-related services.

To stop Services:

  1. From the Start menu, point to Settings, and click Control Panel.

    The Control Panel opens.

  2. Double-click Administrative Tools.

    The Administrative Tools window displays.

  3. Double-click Services.

    The Services window displays.

  4. Scroll through the Services box to locate TT Chron.
  5. Right-click TT Chron, and then click Stop.
  6. If there are any other TT Services running, you must stop them as well. One at a time, right-click the TT service, and then click Stop.
  7. After you have stopped all TT services, close the Services and Administrative Tools windows.

TTChron.ini

Located in <root drive>:ttconfig, all services in the ttchron.ini file must be set with the correct startup and shutdown times. For information and restrictions on configuring ttchron.ini, refer to the TT Gateway Architecture SAM Version 7.X.

Note

On the CME Gateway, Order Routers are threads managed by the Order Server. The ttchron.ini file does not have an Order Router section.

Warning

The following warnings apply to the CME Gateway startup and the use of ttchron.ini on the CME Gateway:

  • You must set the Order Server to start up on Sunday before the CME Group. If the Order Server starts up for the first time that week at a later date, you must start it up using the -r command line option. If the Order Server cannot startup after a failure (i.e., it has been already running smoothly that week), refer to Single Gateway Failure.
  • Leave TTChron running after installing and configuring the CME Gateway.

To edit the ttchron.ini file:

  1. Verify that the time to start for the Price Server is set to 10:30 CST.

    This setting ensures that the CME Gateway captures the correct product listings. If the Price Server starts after the exchange starts broadcasting products, the CME Gateway can have incorrect products listings.

  2. Verify that the time to stop on Fridays for the Order Server is set to 16:30 CST.

    This setting prevents stale orders that could arise if the Order Server runs too long on Fridays and eventually gets disconnected by the exchange.

  3. Use this information to determine the correct startup times for all CME Gateway processes. Since the CME Group can change its trading hours at any time, specific startup times are not included in this document. The times provided in the ttchron.ini file are representative of the current exchange startup times. Unless otherwise informed by TT or CME Group, do not change these times.
    Note

    Call the CSC or your TAMs for correct startup times to use in ttchron.ini.

pMerge

The CME Gateway installs with the pmerge.exe executable. During installation, this executable runs automatically to set up and configure the CME Group’s product and tick tables that the TT Gateway requires. Additionally, when you upgrade a CME Gateway, pmerge.exe runs automatically to merge pre-existing product tables with any product tables distributed with the new TT Gateway software.

For instructions on using pMerge, refer to pMerge Overview.

Aconfig Time Zone Parameters

You must pay close attention when configuring the time zone settings located in the Aconfig.Core.Server.Exchange-Specific.Exchange-flavor.Time.Zone directory. These settings directly impact price and fill server operation.

When resetting these parameters, you must restart both the Price and Fill Servers.

Warning

Failure to restart the Price and Fill Servers after changing the Aconfig time zone setting can result in missing fills.

Verifying Fill Server Rollover Settings

For the latest product rollover times, refer to: http://www.cmegroup.com/trading_hours/index.html

Note

When combining CBOT and CME channels on CME Gateway 7.15.0 or higher, you need to configure a single Fill Server rollover time for all products traded on the gateway.

To verify that the Fill Server Rollover occurs at the proper time, locate the following entry in the FillServer.log file:

Example FillServer.log file

01.01.2008 15:25:00.671 | FILLSERVER/PROD | 3016 | INFO| 00000000 | Automatic rollover in 86400000 ms at: 2008/01/02 21:25:00 local time

Since the Fill Server is not running at 21:25:00 UTC, the Fill Server Rollover actually occurs at 15:25:00 Central Standard Time (UTC-6), when TTChron restarts the Fill Server.

Note

Because the CME Interest Rate and Currency products have not yet ended their tradingsession:

  • Any fills received between 3:25pm and 4:00pm will be considered by the TT Fill Server as fills from the next day’s session.
  • If an X_TRADER® is restarted between 3:25pm and 4:00pm, all of its fills received prior to 3:25pm will not be displayed.

If you wish to modify the rollover settings to occur after the close of CME Interest Rate andCurrency products, please contact your local TAM.