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Configuring the Price Server Connection

Overview

To create a Price API connection, you must configure the Price Server connection parameters in the [PriceServer] section of hostinfo.cfg. You can optionally use the [PriceServer] section to configure dedicated NIC settings for market data.

Section: [PriceServer]

Configure this section to set the product group subscriptions for the Price Server connection to the OMD-D Full-Tick market data feed. The IP addresses and ports for each product group are defined in the MultiCastGroup.cfg file. The HKEx Gateway only uses one [PriceServer] section in hostinfo.cfg.

Configure the following parameters:

[PriceServer] section parameters

Parameter

Description

MultiCastGroup

Configures the type of data (i.e., products) to which the HKEx Gateway subscribes. You can subscribe to any market data that has a [section title] section in the MulticastGroup.cfg file. For example, MulticastGroup=DERIVATIVES_NON_SOM_PARTITION_1

The value of this parameter must exactly match the value of a multicast group parameter in the MulticastGroup.cfg file. The gateway uses MulticastGroup.cfg to determine how to connect to the OMD-D Full-Tick market data feed.

By default, the gateway subscribes to both “SOM” and “NON_SOM” products: “SOM” is for trading the stock options market, and “NON_SOM” is for trading futures, options on indexes, and all other products available on the market data feed. To unsubscribe to a product group, type and enter a # in front of the MulticastGroup parameter (e.g., #MulticastGroup=DERIVATIVES_NON_SOM_PARTITION_1).

NetworkInterfaceSets the IP address for a dedicated network interface card (NIC) in trading environments that utilize multiple NICs. In addition, you may assign a separate NIC for each price feed by using the NetworkInterfaceA and NetworkInterfaceB parameters.

ReplayID

Sets the server ID for connecting via TCP/IP to the OMD-D Full-Tick retransmission service to recover lost packets. For example, ReplayID=TD-TTHK1

Example

[PriceServer]

MulticastGroup=DERIVATIVES_NON_SOM_PARTITION_1

MulticastGroup=DERIVATIVES_NON_SOM_PARTITION_2

MulticastGroup=DERIVATIVES_SOM_PARTITION_1

MulticastGroup=DERIVATIVES_SOM_PARTITION_2

#NetworkInterface=

## The user name for Retransmission Server

ReplayId=TD-TTHK1

# Unless your Primary NIC is in the exchange network,

# uncomment the applicable line(s) below and

# fill in the NIC IP address(es)

#NetworkInterface=xxx.xxx.xxx.xxx

#NetworkInterfaceFeedA=xxx.xxx.xxx.xxx

#NetworkInterfaceFeedB=xxx.xxx.xxx.xxx