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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

  1. Open <root drive:>ttconfigHostinfo.cfg in a text editor (e.g., Notepad).
  2. Configure the following parameters:
    [PriceServer] section parameters

    Parameter

    Description

    [PriceServer]

    This is the section heading.

    ExchangeIP

    Sets the IP address that the GMEX Gateway uses to connect the price session to the exchange. The exchange assigns this value.

    ExchangePort

    Sets the port that the GMEX Gateway uses to connect to the exchange. The exchange assigns this value.

    ExchangeSecondaryIP

    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.

    ExchangeSecondaryPort

    Sets the port that the GMEX Gateway uses to connect to the exchange if the primary connection fails. The exchange assigns this value.

    ReconnectionInterval

    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.

    GatewayCompany

    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.

    HeartbeatInterval

    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.

    ExchangeCompany

    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.

    httpaddress

    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: 149.5.65.65/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://149.5.65.65/staticdata/instrumentdata.csv

Example: Price Server configuration

Example A single Price Server connection for market data

[priceserver]

ExchangeIP=172.123.4.567

ExchangePort=12686

ExchangeSecondaryIP=172.123.4.568

ExchangeSecondaryPort=12687

ReconnectionInterval=35

GatewayCompany=T-TTECH3M

HeartbeatInterval=30

ExchangeCompany=T_FORUM

httppaddress=149.5.65.65/staticdata