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CME Gateway

Initial Configuration

Time and Time Zone

Due to the default settings in its configuration files, TT recommends that you set the TT Gateway to run in the CST time zone (Chicago time) with Daylight Savings enabled.

If you decide to run the CME Gateway in another time zone, you must:

  • Run the CME Gateway in the correct time zone and daylight savings setting associated with that time zone.
  • Adjust the times in ttchron.ini to match the time in which the CME Gateway runs.
  • Adjust times in Fill Server section of the aconfig_local.xml file.

Example

Trading Firm ABC based in Indianapolis decides to run the CME Gateway in the Indiana time zone. ABC sets the system clock to Indiana time, which is CST, and turns off daylight savings. Whenever Daylight Savings changes, ABC edits ttchron.ini to account for new time schedules.

Warning

You must restart the Price and Fill Servers after changing the time settings in the aconfig_local.xml file.

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.

Account Names

The CME Group restricts account names to a maximum length of 12 characters. For longer account names, the exchange truncates any additional characters beyond the 12 character limit. This results in orders being rejected by the exchange.

Warning

Users must use account numbers that do not exceed 12 characters in length. If your account name exceeds the 12 character limit, CME Group will prevent you from sending orders to the exchange.

Member, Group, and Trader ID Format

TT Trader IDs on CME Gateways use the format SessionIdFirmIdxxxyyy, where:

  • The CME Group determines the values of SessionId and FirmId. Trader’s use this concatenation as their Member ID when logging into X_TRADER®.
  • To better manage trader groups, if the customer wants to use a custom FirmID, they may do so. However, the customer must communicate this to the CME Group; CME Group will map the custom FirmId to a SessionId that you use.
  • xxx is the customer defined group ID. Customers can use any value.
  • yyy is the customer defined trader ID. Customers can use any value.

Key Range

CME Gateways install with the following default key range: 020000-02ZZZZ.