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Configuring a Standalone Price Proxy for Product Splitting

Overview

Standalone single instance and multiple instance Price Proxy servers can be configured to support product splitting after completing the procedures in Configuring a Standalone Price Proxy.

Configuring a single instance priceproxy.ini for Product Splitting

To support price updates from multiple MPF Price Servers on a standalone Price Proxy, 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 on a standalone Price Proxy server configured for product splitting. In this example, the standalone Price Proxy server receives product tables and price request acknowledgements from both CME-Y and CME-Z for mapped TT Gateway CME-A.

Example Priceproxy.ini for a Single Instance Server

[CME_1_PriceProxy]

MPF_Server=CME-Y,CME-Z

heartbeat_as=CME-A

Configuring a multiple instance priceproxy.ini for Product Splitting

The following example shows a priceproxy.ini file on a multiple instance standalone server supporting a multiple MPF Server deployment for product splitting.

Example Priceproxy.ini for a Multiple Instance Server

[CME_1_PriceProxy]

MPF_Server=CME-X,CME-Y

heartbeat_as=CME-A

depth_snapshot_delay_msecs=20

im_snapshot_delay_msecs=20

[CME_2_PriceProxy]

MPF_Server=CME-Y,CME-Z

heartbeat_as=CME-B

depth_snapshot_delay_msecs=20

im_snapshot_delay_msecs=20

[CME_3_PriceProxy]

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

heartbeat_as=CME-C

depth_snapshot_delay_msecs=20

im_snapshot_delay_msecs=20

Product Splitting Considerations

When configuring product splitting on a standalone Price Proxy 7.16.0 or higher, consider the following:

  • Different instances of Price Proxy on a standalone server can connect to the same MPF Server but have different heartbeat_as configurations.
  • 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.
  • 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. For upgrades, you can use your current settings (no changes needed).
  • When configuring redundant pairs of standalone Price Proxy servers for failover purposes, ensure that the MPF_Server settings are identical on both servers.