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Configuring the Price Proxy for PFX

Overview

PFX is Trading Technologies’ new price delivery architecture, available on Gateways released after 11/17/2009. PFX maximizes price scalability and bandwidth utilization under peak network load while maintaining extremely high performance.

In an MPF environment, the Price Proxy can be configured to connect to either a PFX-enabled or PFX-disabled Price server. However, before configuring the Price Proxy to connect to a PFX Price Server, make sure all clients are upgraded to a PFX supported version and that all the Gateways have been upgraded to PFX capable Gateways.

Note

Refer to the TT Gateway System Administration Manual and the individual Gateway System Administration Manuals for information about enabling PFX on the gateways.

PFX Compatibility

Price Proxy Servers that have price_update_mode set to PFX can only connect to PFX Price Servers and Price Proxy Servers that have price_update_mode set to TTAPI can only connect to PFX-disabled Price Servers.

PFX Compatibility

Setting the Price Update Mode

In an MPF environment, use the price_update_mode parameter in the priceproxy.ini file to configure the Price Proxy to connect to either a PFX-enabled or PFX-disabled Price Server. By default, the price_update_mode parameter is set to TTAPI.

To set the price update mode:

  1. On each mapped TT Gateway, open the priceproxy.ini file (located in <root drive>:ttconfig).
  2. Locate the price_update_mode parameter and configure it as follows:
    • If this Price Proxy should connect only to PFX enabled Price Servers, set price_update_mode=PFX.
    • If this Price Proxy should not connect to PFX enabled Price Servers, set price_update_mode=TTAPI.
  3. Save and close the file.
  4. Repeat this procedure for each mapped TT Gateway.

Configuring a non-PFX Client Connect Alert Message

Use the log_nonpfx_clients parameter to log a message if a non-PFX client connects to the Price Proxy when price_update_mode is set to PFX. By default this is disabled.

To set the price update mode:

  1. On each mapped TT Gateway, open the priceproxy.ini file (located in <root drive>:ttconfig).
  2. Locate the log_nonpfx_clients parameter and configure it as follows:
    • To log a message if a non-PFX client connects to the Price Proxy, set log_nonpfx_clients=true.
    • If this Price Proxy should not connect to PFX enabled Price Servers, set log_nonpfx_clients=false.
  3. Save and close the file.
  4. Repeat this procedure for each mapped TT Gateway.