Try TT Now

Configuring Price Server Product Subscriptions By Membership Type

Overview

This section describes the various network configurations as required by customer location and membership type. These product subscriptions are configured using inclusion list files on a Price Server.

Network Configuration for Non-US Based Memberships

To support subscribing to all Eurex products, non-US based members must split product subscriptions between two separate Eurex Gateways with Price Servers that are not a part of a failover pair. To aid in configuration, TT provides a unique inclusion list and an example configuration file to manage the market data.

The suggested non-US based trading environment consists of the following:

  • Eurex Gateway (two for failover*) dedicated to Equity Options.
    • Use the EquityOptions-Inclusion.cfg file to configure product subscriptions on this gateway.
    • Ensure your hostinfo.cfg file is configured with the suggested channel groups shown in following the example. Also, ensure that the inclusion_file parameter equals the correct inclusion list.
    Note

    *Eurex Gateways in a failover pair must subscribe to the same products.

    Example [PRICE_SERVER] Section in Hostinfo.cfg file for Equity Options Products (EMDI)

    [PRICE_SERVER]

    inclusion_file=EquityOptions-inclusion.cfg

    RecoveryLevel=full

    RecoveryTimer=50

    TCPConsoleInterface=

    TCPConsolePort=25006

    #UseContractFile=true

    #LogSettlements=false

    [TEMPLATES]

    template1=ebs.xml

    [SERVICE_A]

    interface=

    reference_multicast=224.0.29.255

    reference_port=50099

    [SERVICE_B]

    interface=

    reference_multicast=224.0.30.255

    reference_port=50099

    [CHANNEL_GROUP_A]

    ADS

    [CHANNEL_GROUP_B]

    ACR

    [CHANNEL_GROUP_C]

    ABBN

  • Eurex Gateway (two for failover*) subscribed to the rest of the market.
    • Use the EurexNoEquityOptions-inclusion.cfg file to configure product subscriptions on this gateway.
    • Ensure your hostinfo.cfg file is configured with the suggested channel groups shown in following the example. Also ensure that the inclusion_file parameter equals the correct inclusion list.

    Example [PRICE_SERVER] Section in Hostinfo.cfg file for Non-Equity Option Products (EMDI)

    [PRICE_SERVER]inclusion_file=EurexNoEquityOptions-inclusion.cfg

    RecoveryLevel=full

    RecoveryTimer=50

    TCPConsoleInterface=

    TCPConsolePort=25006

    #UseContractFile=true

    #LogSettlements=false

    [TEMPLATES]

    template1=ebs.xml

    [SERVICE_A]

    interface=

    reference_multicast=224.0.29.255

    reference_port=50099

    [SERVICE_B]

    interface=

    reference_multicast=224.0.30.255

    reference_port=50099

    [CHANNEL_GROUP_A]

    FDAX

    FESX

    FGBL

    FGBM

    FGBS

    CONF

    FSMI

    FSTX

    [CHANNEL_GROUP_B]

    O2MX

    [CHANNEL_GROUP_C]

    OGBL

    OES1

    OSMI

    Note

    *Eurex Gateways in a failover pair must subscribe to the same products.

In addition, non US-based customers planning to subscribe to all of the products on Eurex must add additional configuration parameters to their hostinfo.cfg. These new parameters enable the Gateway to take advantage of multi-threaded processing by dividing the subscriptions into different channel groups.

Network Configuration for US-Based Memberships

Currently, US-based customers can only trade CFTC-approved products. To aid in configuration, TT provides a unique inclusion list and an example configuration file to manage the market data.

  • Use the CFTC-Inclusion.cfg file to configure product subscriptions on this gateway.
  • Ensure that the inclusion_file parameter equals the location of your inclusion list.

    For US-based memberships, configuring channel groups is optional.

Example [PRICE_SERVER] Section in Hostinfo.cfg file for CFTC-approved Products (EMDI)

[PRICE_SERVER]

inclusion_file=CFTC-inclusion.cfg

RecoveryLevel=full

RecoveryTimer=50

TCPConsoleInterface=

TCPConsolePort=25006

#UseContractFile=true

#LogSettlements=false

[TEMPLATES]

template1=ebs.xml

[SERVICE_A]

interface=

reference_multicast=224.0.29.255

reference_port=50099

[SERVICE_B]

interface=

reference_multicast=224.0.30.255

reference_port=50099

Note

In this configuration, products not approved by the CFTC may appear in the Market Grid; however, these products will be non-tradable.