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Configuring a Mapped TT Gateway for Product Splitting

Overview

Price Proxy 7.16.0 on mapped TT Gateways can be configured to request products and price subscriptions from multiple MPF Price Servers using the information in this section. Configure product splitting after configuring a mapped TT Gateway using Configuring the Mapped TT Gateway.

Configuring priceproxy.ini for Product Splitting

To configure a mapped order routing TT Gateway (e.g., CME-A) to support price updates from multiple MPF Price Servers, configure the MPF_Server parameter in priceproxy.ini with a comma-separated list of MPF Price Servers. The list can be in any order as long is it is separated by commas.

The following example shows priceproxy.ini configured for price subscriptions from multiple MPF Price Servers. In this example, clients connected to the CME-A Price Proxy running on the mapped TT Gateway (e.g., CME-A) will receive product tables and market data from both CME-Z and CME-Y.

Example Priceproxy.ini for a Mapped TT Gateway with Product Splitting

MPF_Server=CME-Z,CME-Y

heartbeat_as=CME-A

Product Splitting Considerations

When configuring product splitting on a mapped TT Gateway with Price Proxy 7.16.0 or higher, consider the following:

  • When subscribing to multiple products via a single Price Proxy, ensure that the order routing TT Gateway is able to handle the messaging capacity of the additional product subscriptions.
  • Different Exchange-flavor Mapped TT Gateways can connect to the same MPF Server but have different heartbeat_as configurations.

    Example

    Mapped TT Gateway CME-A is configured with multiple MPF Servers for product splitting as follows:

    [CME_1_PriceProxy]

    MPF_Server=CME-X,CME-Z,CME-Y

    heartbeat_as=CME-A

    While mapped TT Gateway CME-B is configured to connect to two MPF Servers from that group:

    [CME_1_PriceProxy]

    MPF_Server=CME-X,CME-Z

    heartbeat_as=CME-B

  • When configuring redundant pairs of mapped TT Gateways for failover purposes, ensure that the MPF_Server settings for all Price Proxies are identical.
  • If the MPF Price Server is a TT Gateway 7.15.0 or higher, then the price_update_mode parameter in priceproxy.ini needs to be set to PFX. This parameter is case-sensitive.
  • In each ttchron.ini file, ensure that Price Proxy and all connected MPF Price Servers are configured for the same trading session roll times. Also configure the Order Server start/stop times and Fill Server rollover times on the mapped TT Gateway to coincide with the price session roll times. For upgrades, you can use your current settings (no changes needed).
  • Configure Price Proxy priority_id: This is an optional mapped TT Gateway configuration parameter. If priority_id is set, then the value must be different for all members of a Price Proxy failover group. For more information, refer to Configuring the Price Proxy Failover Priority.
  • To ensure all products/contracts are downloaded from each MPF instead of read from file, delete all contents of the <root drive:>ttdatfilesProductTableData directory on the Mapped TT Gateway machine before starting Price Proxy on this machine in a product splitting configuration.