Try TT Now

CME Gateway

List of Upgrade Tasks

To upgrade your trading environment to support the CME Group’s mandatory iLink tags, successfully perform the following tasks:

  • Upgrade to CME Gateway 7.14.3 or higher and correctly configure the location parameters on the gateway.
  • Upgrade TT Client applications and clients of APIs to the supported versions listed in this section.
  • Install or upgrade to TT User Setup Version 7.4.0 and set up each trader location.

Upgrading TT Gateways

Warning

After an upgrade to CME Gateway 7.14.3, the [location] section must be added to the top or bottom of your existing hostinfo.cfg file. If [location] is added in any other place in the file (e.g., between order sessions), the gateway will not start.

After an upgrade to CME Gateway Version 7.14.3 or higher, you have to manually add the [location] section to your existing hostinfo.cfg using the hostinfo.cfg_master file as a reference. This section is required on all order routing CME Gateways. This section can be added to MPF Price Servers, but it is not required.

To add [location] using hostinfo.cfg_master as a reference

  1. Using a text editor (e.g., Notepad), open <root drive>:tt<Exchange-flavor><Exchange-flavor>hostinfo.cfg_master
  2. Copy the [location] section and paste it as a separate section at the top or bottom of your current <root drive>:ttconfig<Exchange-flavor>hostinfo.cfg file. Refer to Example: [location] in an Upgraded Hostinfo.cfg File.
  3. Configure the [location] section. Refer to Configuring Gateway Location.
  4. Save the changes and close both files.

Example: [location] in an Upgraded Hostinfo.cfg File

The following example shows [location] correctly added and configured before [order_session_1] at the top of the hostinfo.cfg file.

Example

## Global section Location is mandatory and applies to all the order Sessions on the Gateway.

## Within the Location section:

## i) a mandatory parameter named Country is required and should be the 2

character country code per ISO 3166-1. 

## ii) an optional parameter named StateProvince. if provided, it has to

be 2 characters.

##

## For example,

##

## [location]

## Country=US

## StateProvince=IL

##

## [location]

## Country=GB

[location]

Country=US

StateProvince=IL

[order_session_1]

Member=TR409

Password=TR4

iLinkPrimaryIP=10.140.120.45

iLinkPrimaryPort=11092

A1=40

G1=30

G2=40

M1=10

M2=21

P1=10

P2=21

U1=10

Upgrading TT Clients

When upgrading TT Client applications to support the mandatory iLink Tags, you can upgrade to the minimum supported versions independently of when the CME Gateway is upgraded. The timing of the TT Client upgrades should be based on the needs of your trading environment.

The following table lists the TT Client versions required for supporting mandatory iLink tags in your trading environment, and describes their impact on the CME Gateway.

TT Client Applications to Support Mandatory iLink Tags
TT ClientMinimum Supported VersionTT Gateway Impact
TT User Setup*7.4.0Version 7.4.0 is required to set the location value in trader profiles configured in the TT User Setup database. For each supported order action, the location value is determined by the trader’s profile in TT User Setup and forwarded to the CME Gateway.
X_TRADER®7.9.1This version sends the Tag 142 (location) value configured in a trader profile in TT User Setup and forwards it to the CME Gateway. X_TRADER® 7.9.1 also sets the Tag 1028 (automated trading indicator) flag and sends it to the gateway.

The location and automated trading indicator values are not visible in the X_TRADER® displays (e.g., Fill Window, Order Book, etc.).

X_TRADER® API7.7.0

The location value is determined by the trader’s profile in TT User Setup. X_TRADER® API forwards the value provided by X_TRADER when submitting an order through the CME Gateway.

The Tag 1028 flag for all X_TRADER® API applications defaults to “automated”. X_TRADER® API allows customers to override this flag on a per order basis. Older versions of X_TRADER® API applications can be modified to override the default setting and flag orders as being submitted “manually”.

Autospreader® SE (ASE)7.2

This version of ASE accepts the location value from the client (X_TRADER®, X_TRADER® API, FIX Adapter) and sends it to the CME Gateway to be populated in Tag 142. This sets the location tag based on the location of the trader who originated the order action on the ASE server.

ASE always sets the automated trading indicator flag as “automated” regardless of what it receives from clients. The CME Gateway populates Tag 1028=N (automated) by default for all order actions submitted via the ASE server.

Synthetic SE (SSE)7.1.3

This version of SSE accepts the location value from the client (X_TRADER®, X_TRADER® API, FIX Adapter) and sends it to the CME Gateway to be populated in Tag 142. This sets the location tag based on the location of the trader who originated the order action on the ASE server.

SSE always sets the automated trading indicator flag as “automated” regardless of what it receives from clients. The CME Gateway populates Tag 1028=N (automated) by default for all order actions submitted via the SSE server.

AlgoSE7.10.0

This version of AlsoSE accepts the location value from the client (X_TRADER®, X_TRADER® API, FIX Adapter) and sends it to the CME Gateway to be populated in Tag 142. This sets the location tag based on the location of the trader who originated the order action on the ASE server.

AlgoSE always sets the automated trading indicator flag as “automated” regardless of what it receives from clients. The CME Gateway populates Tag 1028=N (automated) by default for all order actions submitted via the AlgoSE server.

FIX Adapter7.6.2

The location value is determined by the trader’s profile in TT User Setup. FIX Adapter forwards the location provided by the client when routing order actions to the CME Gateway. Third-party applications connecting via FIX Adapter can be modified to override the default location defined in TT User Setup.

The Tag 1028 flag for all API applications defaults to “automated”. FIX Adapterallows customers to override this flag on a per order basis. Third-party applications connecting via FIX Adapter can be modified to override the default settings for Tag 1028.

NOTE: If you host TT FIX Adapter versions 7.5.8 and lower in your trading environment, you are strongly encouraged to contact TT Development Technical Support at

for assistance with upgrading to TT FIX Adapter 7.6.2.
* Required with CME Gateway 7.14.3 or higher.

Installing or Upgrading to TT User Setup 7.4.0 or higher

TT User Setup 7.4.0 or higher is required for identifying trader location. You need to upgrade to this version if you are currently using TT User Setup, or do a clean install and migrate trader logins to this application if you are a first-time user.

To migrate trader logins to this application, refer to the TT User Setup System Administration Manual. To configure trader locations, refer to the TT User Setup User Guide.