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CME Gateway

Configuring Product Group Subscriptions

Productgroupings.cfg Overview

This file contains a listing of products available for subscription via the productgroupingfilter parameter. When using this parameter, the products listed must follow the format set in the productgroupings.cfg file.

For example, if you want to trade Eurodollar Options, you must:

  • Add the productgroupingfilter and enableordisablegroupings parameters to the hostinfo.cfg file.
  • Set productgroupingfilter=EURODLRFUT, EURODLROPT
  • Set enableordisablegroupings=enable
  • Ensure that the FIX/FAST price feed channels for the products listed in productgroupings.cfg are enabled in the [price_session] section of the hostinfo.cfg fie.
  • Add the productgroupings.cfg file to the <root drive>:ttconfig directory.
Note

TT recommends configuring a separate gateway for all Eurodollar contracts. When using this approach, set up a secondary gateway to trade Eurodollar contracts by completing the steps above. Repeat this procedure on the primary CME Gateway; however, you must set enableordisablegroupings=disable on that gateway.

Productgroupings.cfg Example

Example

[productgrouping_EURODLRFUT]

GE

GE0

GE2

GE5

[productgrouping_EURODLROPT]

E0

E2

E5

E$