Subscribing to Contracts and Spreads Overview
You specify the individual contract instruments and spreads for which you want to subscribe and actively collect data in the Config Editor window. The Configuration Editor in the FMDS Management Console lets you manage your subscriptions to this file.
You can add instruments to the Config Editor window at any time, even while FMDS is running. FMDS checks the Config Editor window every two minutes to ensure all instruments are tracked properly.
This section discusses the following:
- Subscribing to Contracts: Covers how to subscribe to contracts and spreads.
- Market Price Feed Environments: Covers MPF environments and designating your flavored-gateways.
- Gateway-Specific Rules: Covers rules you must follow to subscribe to certain gateways.
In addition, the FMDS Configuration File Questions: Gives the answers to frequently asked questions regarding this very important file. Refer to FMDS Configuration File Questions.
Example: The CME only offers Mar11 and Jun11 for ES. However, you can add entries for Sep11 and beyond by adding the contract month or a qualifier when you subscribe.
When Sep11 becomes available for trading, FMDS automatically begins collecting data on it.