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Configuring a FIXML Session

Overview

To support a connection to the Eurex FIXML Clearing Interface, configure the following files on the GMEX Gateway:

  • Exchange-flavorhostinfo.cfg
  • Windows hosts file

Prerequisites

Before configuring the FIXML session on the GMEX Gateway, you must perform the following tasks:

  • Create a FIXML account ID. Refer to Creating a FIXML Account ID.
  • Generate a self-signed SSL certificate for the account ID and export it to public and private key files. Refer to Creating SSL Certificates.
  • If the ones on the gateway are expired, download Eurex’s FIXML public keys of the FIXML AMQP brokers for the Eurex Clearing Interface.
  • Upload your public key file for your account ID to the exchange. Refer to Uploading Certificates.
  • Save the Eurex brokers’ public key and your private key in <root drive>:ttconfig on the TT Gateway.
Note

TT recommends contacting your Technical Account Manager (TAM) for assistance in performing these tasks.

Configuring the FIXML Listener in hostinfo.cfg

To enable FIXML Listener functionality, configure the parameters in the [FIXML_LISTENER] section in hostinfo.cfg.

To configure the FIXML Listener in hostinfo.cfg

  1. Open the Exchange-flavorhostinfo.cfg file in a text editor.
  2. Enable and configure the following parameters in the [FIXML_LISTENER] section (parameters are enabled by removing the # symbol).
    ParameterDescription
    [FIXML_LISTENER]Section header. Required for connecting to the Eurex FIXML Clearing Interface to approve trades.
    router_port

    Sets the listening port for a session. The FIXML Listener uses the router_port to listen for and accept FIXML session connection requests on the machine running the gateway to establish a FIXML session.

    Enter a port number that is not in use on the machine running the GMEX Gateway. When configuring router_port, consider the following:

    • The port is used locally per machine running the GMEX Gateway, so it does not interfere with other ports configured on other TT Gateways in your network (i.e., multiple GMEX Gateways with FIXML Listeners can use the same port).
    • As long as the port is not in use as a listening port on the same machine running the GMEX Gateway, it is available to be used for the FIXML Listener.

    By default, this parameter is blank and FIXML functionality is disabled. This parameter is required when configuring the [FIXML_LISTENER] section.

    fixml_broker_gw

    Sets the DNS hostname for the primary FIXML Clearing Interface to connect the FIXML Listener to a FIXML session. The gateway uses a Windows host file to resolve IP addresses for connections to its FIXML Clearing API interface.

    fixml_broker_port

    Sets the port of the FIXML Clearing Interface server where the FIXML Listener connects to the AMQP broker. The default is 10070.

    broker_certificate_fileSets the path (<root drive>:ttconfig) to the Eurex public key file containing the SSL certificate for the AMQP brokers on the primary FIXML Clearing Interface. This path should be to the same location as the private key certificate file used for the FIXML session. There is a dependency between the host names and the brokers' host certificates, such that the host names should not be replaced with aliases. The certificate is installed in <root drive>:ttconfig during a clean or upgrade installation of the GMEX Gateway.
  3. Save and close the Exchange-flavorhostinfo.cfg.

Example: FIXML Listener

The following example shows an initial configuration.

Example Configured [FIXML_LISTENER] and [FIXML_SESSION-1] sections

[FIXML_LISTENER]

router_port=25111

fixml_broker_gw1=ecag-fixml-prod1.deutsche-boerse.com

fixml_broker_port=10070

broker_certificate_file1=c:ttconfigecag-fixml-prod1.deutsche-boerse.com.crt

[FIXML-SESSION-1]

member=TTGXV

fixml_account_id=TTGXV_TTGXVFOBB

client_certificate_file=c:ttconfigTTGXV_TTGXVFOBB.p12

client_certificate_password=eurex123

Configuring the FIXML Session

To establish a connection from the gateway to the Eurex FIXML Clearing Interface, configure the parameters in the [FIXML-SESSION-x] section in hostinfo.cfg.

To configure the FIXML Session in hostinfo.cfg

  1. Open the Exchange-flavorhostinfo.cfg file in a text editor.
  2. Configure the following parameters in the [FIXML-SESSION-1] section (parameters are enabled by removing the # symbol if needed).
    ParameterDescription
    [FIXML_SESSION-1]The section header. Change the number for each additional session and member added to hostinfo.cfg.
    member

    Sets the exchange member (business unit) ID for the FIXML session that supports trades for this business unit and all its traders. Only trades for this particular member will be routed through this FIXML session. Enter the exchanged-provided member ID. Note: Enter the same exchange member ID that was used when creating the FIXML account name (characters 1 through 5) and certificates, and configured for the member’s order session.

    An exchange member can only have one FIXML session defined per GMEX Gateway.

    fixml_account_id

    Sets the FIXML account registered at the exchange and required for connecting to the AMQP brokers in the Eurex Clearing Interface for approving trades and receiving Trade Confirmations. Refer to Creating a FIXML Account ID and to the guidelines in Section 3.4, “Accounts,” in the "Eurex Clearing FIXML Interface -- Connectivity” document: http://www.eurexclearing.com/blob/846486/50ac9d9aa9a1a4727fec5349bd82357e/data/eurex_clearing_messaging_connectivity_A_v140.pdf .

    client_certificate_fileSets the location of the private key file containing the SSL certificate for the member’s account ID. The private key file needs to be stored in the config directory.

    Note: The FIXML account ID that you used to generate the SSL certificate in the private key file must be the same FIXML account ID configured on the gateway and registered on the Exchange website.

    client_certificate_password

    Sets the password used for accessing the SSL certificate in the private key file.

    Note: Set this parameter to the same password that you created when exporting the SSL certificate to the private key file.

    Warning

    The GMEX Gateway will not connect to the FIXML Clearing Interface if the password used for configuring this parameter does not match the password created when exporting your certificate to the private key file. Refer to .

  3. To add multiple FIXML sessions for different members, copy and paste the [FIXML-SESSION-1] section, renumber the section, and configure the parameters for the additional member session(s).
  4. Save and close the Exchange-flavorhostinfo.cfg.

Example: FIXML Session configuration

The following example shows a configuration with multiple FIXML sessions.

Example [FIXML-SESSION-x] sections

[FIXML-SESSION-1]

member=TTGXV

fixml_account_id=TTGXV_TTGXVFOBB

client_certificate_file=c:ttconfigTTGXV_TTGXVFOBB.p12

client_certificate_password=eurex123

[FIXML-SESSION-2]

member=TRAXV

fixml_account_id=TRAXV_TTGXVFOBB

client_certificate_file=c:ttconfigTRAXV_TTGXVFOBB.p12

client_certificate_password=eurex124

Configuring the Windows hosts file

The host names for the AMQP brokers are configured in hostinfo.cfg, but their IP addresses are resolved using the Windows hosts file on the GMEX Gateway. The FIXML Order Router resolves the host name to open the AMQP connection.

The IP Addresses and host names for the Eurex FIXML / AMQP Brokers are configured in the Windows hosts file at WindowsSystem32driversetchosts

To configure the hosts file after a clean install or upgrade, do the following:

  1. Open the WindowsSystem32driversetchosts file in a text editor (e.g., Notepad)
  2. Enter the IP address and host name provided by Eurex

The following example shows a host file configured on a GMEX Gateway.

Example

90.155.253.100 ecag-fixml-prod1.deutsche-boerse.com