Configuring Price Server Product Subscriptions
In order to manage price subscriptions, Eurex Gateways use a Price Server inclusion list. Selected during installation, the inclusion list improves performance by limiting products that the Eurex Gateway subscribes to.
Eurex Gateways offer the following inclusion lists:
- CFTC: The Eurex Gateway subscribes to all products approved by the CFTC for trading in the United States.
- EquityOptions: The Eurex Gateway subscribes to all Equity Options.
- EurexNoEquityOptions: The Eurex Gateway subscribes to all products available on Eurex except Equity Options.
You can further limit product subscriptions by adding the # sign in front of a product name. When the Price Server reads the inclusion list, it will request price data for uncommented products with active price subscriptions. Client trading applications such as X_TRADER® cannot subscribe to products that are commented-out in the inclusion list.
For successful price feed failover, the Price Server Inclusion List must be identical across all Eurex Gateways in a failover group.
Price Server Behavior
If an inclusion list file is not configured in hostinfo.cfg, the Price Server will start and subscribe to all available products on the price feeds.
Rather than subscribe to all products in the inclusion list, the Price Server only joins the multicast for products subscribed to by the client trading applications such as X_TRADER®. Once a product is traded and prices are requested by the client, the gateway subscribes to this product for the duration of the trading session. By only requesting prices for products with active subscriptions, the Price Server can limit bandwidth usage on the network.
Line sizes are directly proportional to the variety of exchange products you can trade. Ensure that the line size matches the amount of potential traffic and bandwidth utilization for your trading environment.
Refer to Eurex circular 115/07 ( http://www.eurexchange.com/download/documents/circulars/cf1152007e.pdf http://www.eurexchange.com/download/documents/circulars/cf1152007e.pdf) for additional bandwidth information for all Eurex products.
Inclusion List: Example
Price Server CFTC-inclusionlist.cfg
In the example above, the Price Server subscribes to all the products listed except CONF and ALVF as these are commented-out with the # sign.
Available Inclusion Lists
TT offers unique inclusion lists and example configuration files for traders based on their membership type.
For a description of network configurations, refer to Configuring Price Server Product Subscriptions By Membership Type.