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Gateway-Specific Rules

Although there is a standard format for entering contracts and spreads into the Config Editor window, for the following exchanges, there are also gateway-specific rules you must adhere to:

Remember! When you subscribe to an instrument in an environment with multiple gateway flavors (e.g., CME, CME-A, CME-B…etc.), you must include the flavor of the gateway to which you are subscribing in the fmds.cfg file.

BrokerTec

When subscribing to BrokerTec products, FMDS supports subscribing to instruments with contract names longer than two digits (e.g., some JGB contracts).

Should a two-digit contract name exist, FMDS replaces the two-digit contract name with an asterisk (*) to record all contracts under this product.

Eurex

When subscribing to Eurex, subscribe to the regular Eurex Gateway or EurexPF. Subscribing to the same contract in both could result in overlapping data.

Montreal and CBOE

Some FIX Gateways, like Montreal, have futures contracts that are not displayed in the traditional format. In addition to the Product, some digits may appear in front of the contract.

Example:

  • They may appear as: BP 30Mar11
  • Type it in the Config Editor window as: BP Mar11

If there are numbers in front of the month, omit them when entering the contract into the Config Editor window.

Note: If you search for contracts using the button in the Config Editor window, it will enter the product and contract information correctly.

ICE

Entries in the Config Editor window for ICE Futures contracts are handled in the same format as futures entries from other exchanges. However, while you can use wildcards for the individual legs of a spread on other exchanges, you cannot use wildcards for the individual legs of a spread on ICE.

Identifying Schedules in the Trade Calendar Files

The TradeCalendar.xml files contain time schedule definitions for three types of ICE products:

  • ICEFuturesSchedule: Futures products
  • ICENatGasElecSchedule: Natural Gas and Electricity products
  • ICEOTCSchedule: Energy type products