Configuring the Price Server Connection
Configuring Price Server Parameters
A single FIX session for prices needs to be configured in the hostinfo.cfg file. Use the following procedure to configure the parameters for the Price API connection:
To configure the Price Server parameters
- Open <root drive:>ttconfigHostinfo.cfg in a text editor (e.g., Notepad).
- Configure the following parameters:
[PriceServer] section parameters
This is the section heading.
Sets the IP address that the GMEX Gateway uses to connect the price session to the exchange. The exchange assigns this value.
Sets the port that the GMEX Gateway uses to connect to the exchange. The exchange assigns this value.
Sets the IP address that the GMEX Gateway uses to connect the price session to the exchange if the primary connection fails. The exchange assigns this value.
Sets the port that the GMEX Gateway uses to connect to the exchange if the primary connection fails. The exchange assigns this value.
Defines the length of time in seconds the Price Server will attempt to reconnect with the exchange host in the event of a disconnect. The minimum recommended value to enter is “15.” By default, this parameter is set to 35.
Sets the FIX Market Data ID of the firm that requests market data via the GMEX Gateway. This field supplies the value of Tag 49 (SenderCompID) in all outbound price session messages from the GMEX Gateway. Enter the FIX Market Data Gateway ID provided by the exchange.
Sets the frequency, in seconds, that the Order Server sends a heartbeat to the exchange and expects Heartbeats from the exchange. HeartbeatInterval is established as part of Logon. In order to maintain a connection, the Price Server must send and receive a heartbeat to and from the exchange at the HeartbeatInterval specified. Setting HeartbeatInterval to a value less than 1 will result in the parameter using the default value.By default, the GMEX Gateway installs with this parameter set to 30.
Sets the name of the exchange host that sends market data to the GMEX Gateway. This field supplies the value of the Tag 56 (TargetCompID) in all inbound price session messages to the GMEX Gateway. Enter the Target CompID provided by the exchange.
Sets the http connection to the exchange site for product downloads. The GMEX price feed does not support product definition through its API. Default value is: 126.96.36.199/staticdata
Note: In the event that the Price Server cannot connect via http and download the product file, you will have to manually connect to the following site and save the product downloads csv file in <root drive>:ttdatfiles: http://188.8.131.52/staticdata/instrumentdata.csv
Example: Price Server configuration
Example A single Price Server connection for market data