Configuring the Price Server Connection
To establish the price API connection, users must configure connectivity information in the [PriceServer] section.
Example [PriceServer] section in the hostinfo.cfg file
The TT LME Gateway maps the Price Server parameters as illustrated in the following list:
- TT LME Gateway distributes ExchangeIP as Connection IP.
- TT LME Gateway distributes GatewayCompany as SenderCompID.
The [PriceServer] section contains Price Server configurations for connecting to TT LME Gateway.
The [PriceServer] section contains the following parameters:
This is the user-defined section heading.
Sets the IP address that the TT LME Gateway uses to establish connectivity to the Exchange. The Exchange assigns this value.
Sets the port that the TT LME Gateway uses to establish connectivity to the Exchange. The Exchange assigns this value.
Sets the amount of time, in seconds, that the Price Server waits before attempting to reconnect to the exchange.
By default, TT LME Gateways install with this parameter set to 35.
The default setting of 35 is the minimum exchange-recommended value. Setting ReconnectionInterval to a value that is less than 35 can result in unsuccessful logins.
Identifies the name of the firm that connects to the exchange for order data and is supplied by LME. A unique GatewayCompany value is required for each price session.This field supplies the value of the Tag 49 (SenderCompID) in all outbound messages for that connection.
Sets the frequency, in seconds, that the Price Server sends a heartbeat to the exchange and expects Heartbeats from the exchange. 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 being set to the default value.By default, TT LME Gateways install with this parameter set to 30.
The Price Server may be disconnected by the exchange if the value of HeartbeatInterval is set to a value below the default.
Sets the name of the exchange host that sends messages to the TT LME Gateway. This field supplies the value of the Tag 56 (TargetCompID) in all inbound messages to the TT LME Gateway.
Sets the password the Price Server uses to connect to the exchange for price data. This is assigned by the exchange.This field supplies the value of Tag 96 (Raw Data) in the Session Startup request message sent to the exchange.
Identifies the exchange-assigned key used to encrypt the SessionPassword.
Determines if the Price Server will re-download products/contracts upon disconnect from the exchange.The available settings for this parameter are:
The Price Server will always re-download products/contracts after a disconnection if any of the products/contracts were missing when the Price Server went active.
Sets the logging of all FIX messages to FIX message cache on disk. The available settings for this parameter are:
By default, this parameter is not present and the Gateway behaves as if N. Setting this parameter to Y may negatively impact performance on the Price Feed.
Specifies the amount of time, in seconds, the Price Server must wait before going active, regardless of whether or not all Security List definitions have been received. The Price Server always becomes active after all Security List definitions are received, even if that occurs before the number of seconds specified in ProductsDownloadTimer have elapsed. The Price Server will log out and then log in again for a maximum of three attempts if the following criteria are met:
If the Price Server reaches the maximum login attempts and no Security List messages have been received, it will shut down.By default, this parameter is not present and the Gateway behaves as if ProductsDownloadTimer=10.
|Specifies the amount of time, in seconds, the Price Server
waits between receiving the logon message from the Exchange and
sending the first Security List request. Available values for this
parameter are between 0 and 120. If this parameter
is missing or invalid, the Gateway behaves as if SecurityListDownloadDelay=5.|
By default, this parameter is not present and the Gateway behaves as if SecurityListDownloadDelay=5.
Sets the receive buffer size, in KB, for the TT LME Gateway. For assistance with setting TcpWindowSize, please contact your TAM. Your TAM will determine the appropriate TCP window size using the following formula: TCP window size = (Bandwidth of the link in bps) * (round trip time in seconds) / 8192. This parameter must be set to a whole number.By default, this parameter is not present and the Gateway behaves as if TcpWindowSize=64.