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Configuring the Price Server Connection

Overview

To establish the price API connection, users must configure connectivity information in the [PriceServer] section.

Section:[PriceServer]

Example [PriceServer] section in the hostinfo.cfg file

[PriceServer]

ExchangeIP=10.1.1.1

ExchangePort=1001

ReconnectionInterval=35

GatewayCompany=GDT

HeartbeatInterval=30

ExchangeCompany=LME

SessionPassword=HtCP3

FAXKey=BE4E7F78D098FCB753265768646997096E029641D00EEC6AE076E934C6BA7907

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:

[PriceServer] section parameters

Parameter

Description

[PriceServer]

This is the user-defined section heading.

ExchangeIP

Sets the IP address that the TT LME Gateway uses to establish connectivity to the Exchange. The Exchange assigns this value.

ExchangePort

Sets the port that the TT LME Gateway uses to establish connectivity to the Exchange. The Exchange assigns this value.

ReconnectionInterval

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.

Note

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.

GatewayCompany

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.

HeartbeatInterval

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.

Warning

The Price Server may be disconnected by the exchange if the value of HeartbeatInterval is set to a value below the default.

ExchangeCompany

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.

SessionPassword

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.

FAXKey

Identifies the exchange-assigned key used to encrypt the SessionPassword.

RequestProdDefsOnDisconnect

Determines if the Price Server will re-download products/contracts upon disconnect from the exchange.The available settings for this parameter are:

  • Y: re-downloads products/contracts upon disconnect
  • N: does not re-download products/contracts upon disconnect
Note

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.

LogFixMessagesToDisk

Sets the logging of all FIX messages to FIX message cache on disk. The available settings for this parameter are:

  • Y: logs all FIX messages to disk
  • N: does not log FIX messages to disk

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.

ProductsDownloadTimer

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:

  • The ProductsDownloadTimer is expired
  • No Security List messages have been received from the exchange

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.

SecurityListDownloadDelay

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.

TcpWindowSize

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.