Subscribing to Contracts
You can add contract instruments and spreads you want to actively collect data for using the FMDS Management Console window. This method writes to the fmds.cfg, and puts all the subscription parameters in the necessary format.
Follow these procedures to subscribe to contracts using the FMDS Config Editor:
Accessing the FMDS.cfg
The fmds.cfg is the name of the configuration file that stores information regarding the products to which you subscribe. You subscribe to instruments using the Config Editor window in the FMDS Management Console.
You can click on the Config Editor to view the current fmds.cfg. If no configuration file is available, you can add contracts to a blank configuration editor and save it under a name of your choice.
Once you are in the Config Editor, you can click the New button to create a new configuration file from scratch.
You can also click the Open button to view and edit an existing configuration file.
Note: FMDS will only read the fmds.cfg. While you can save this file under different names, FMDS will only recognize the fmds.cfg.
To add instruments using the FMDS Config Editor:
- From the Start menu, highlight All Programs, then Trading Technologies, then FMDS, and click the FMDS Management Console.
The FMDS Management Console opens.
- From the left menu, click the Config Editor option.
- Type the Exchange, Product, Contract and Type for the instrument(s) to which you want to subscribe.
- or -
Click to search for the instrument(s) to which you want to subscribe.
- Click the Schedule drop-down and select a schedule from the list.
Note: To update the schedule list, you must load a Trade Calendar. Refer to Uploading a New Trade Calendar.
- If you want to indicate the number of months to record data, select the number from the Front # column.
Note: The Front # field overwrites the Contract field. An asterisk (*) indicates all months. If you want to just record data for a specific contract (not a string of months) leave this field blank.
- To save your list, click .
- When you are finished, click to validate.
If there are any errors, the contract line highlights. Refer to Validating Added Instruments for more information.
You have successfully added instruments using the FMDS Config Editor window.
Tip Regarding Numeric Qualifiers
When a contract expires, it may not be immediately removed from an Exchange’s product list. Therefore, if you use the qualifier 3 to collect the next three expiring contracts, the first contract FMDS collects may be expired but is still counted as first.
Tip: To avoid missing data, we recommend you cushion your qualifier by one contract. If you always want to collect data for the next three expiring contracts use a qualifier of 4.
Searching For Instruments
The search function on the Config Editor gives you a quick way to locate all the information you need to subscribe to a contract or spread.
To search for a product:
- From the Config Editor, click the icon.
The Product Search window appears.
- In the Exchanges section, click the exchange that hosts the product you want to find.
- In the top left corner of the window, click to select a filter category from the list.
Selects all available products for this exchange.
The product name or alias entered in the text box is identical with exchange name/symbol.
The product name or alias entered in the text box starts with the first letter of the exchange name/symbol.
The product name or alias entered in the text box is contained in the exchange name/symbol.
- Type your search criteria in the available space.
The matching products appear in the Products box as you type.
- From the Product Types box, click to toggle between the displayed types.
- Click to select the product you want to open.
- Click > to transfer the products from the Products box to the Selected Instruments box.
- If you want to change any of the parameters for the selected instrument, you can do so in the fields under the Selected Instruments box.
Note: The FC field indicates the number of months to record data. It overwrites the Contract field. An asterisk (*) indicates all months. If you want to just record data for a specific contract (not a string of months) leave this field blank.
- When you are done, click the Add Instruments button.
You successfully searched for a product.
Validating Added Instruments
When you finished adding the instruments to which you want to subscribe and saved your configuration file, you should validate the entries.
To validate the configuration file:
- Click the icon.
If there are errors, the following popup appears.
- Click OK.
The errors highlight in pink.
- Place your cursor over the pink highlighted line to view the tooltip.
- Edit your instrument row as needed and click .
- Repeat procedure until the configuration file validates without error.
You successfully validated the configuration file.