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Configuring Price Server Connection

Overview

To establish a Price Server connection to the exchange, you must configure the following parameters in the [PriceServer] sections of the hostinfo.cfg file:

Parameters

The following list contains the connection parameters for the Price API connection:

[PriceServer] section parameters

Parameter

Description

[PriceServer]

This is the user-defined section heading.

ExchangeIP

Sets the IP address that the MEFF Gateway uses to connect the price session to the exchange. The exchange assigns this value.

ExchangePort

Sets the port that the MEFF Gateway uses to connection to the exchange. The exchange assigns this value.

HighAvailabilityIP

Sets the backup IP address that the MEFF Gateway uses to connect the price session to the exchange. If the price session cannot connect using the ExchangeIP, the MEFF Gateway automatically attempts to connect using the HighAvailabilityIP.

HighAvailabilityPort

Sets the backup port that the MEFF Gateway uses to connect the price session to the exchange. If the price session cannot connect using the ExchangePort, the MEFF Gateway automatically attempts to connect using the HighAvailabilityPort.

MaxRetries

Sets the number of times the MEFF Gateway attempts to connect using the ExchangeIP and ExchangePort before using the HighAvailabilityIP and HighAvailabilityPort.

By default, MEFF Gateways install with MaxRetries=10.

GatewayCompany

ISets the name of the firm that sends messages from the MEFF Gateway. This field supplies the value of the Tag 49 (SenderCompID) in all outbound messages for that connection.

ExchangeCompany

Sets the name of the exchange host that sends messages to the MEFF Gateway. This field supplies the value of the Tag 56 (TargetCompID) in all inbound messages to the MEFF Gateway. The default value is XMEF.

GatewaySessionId

Maps the trader id for all messages sent from the MEFF Gateway to the exchange host. This field supplies the value of the Tag 50 (SenderSubID) in all outbound messages for that connection.

ExchangeSessionId

Sets the username the Price Server uses to connect to the exchange for price data. Each price session requires a unique username.

SessionPassword

Sets the password the Price Server uses to connect to the exchange for price data. This must match the password distributed by the exchange.

LogFixMessagesToDisk

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

  • 1: logs all FIX messages to disk
  • 0: does not log FIX messages to disk

By default, this parameter is not present and the Order Server behaves as if LogFixMessagesToDisk=0.

ReconnectionInterval

Sets the amount of time, in seconds, that the Server waits before attempting to reconnect to the exchange.

By default, this parameter is not present and the Gateway behaves as if ReconnectionInterval=1.

ReconnectionAttempts

Sets the number of concurrent FIX login attempts made by the Gateway. If the Gateway is rejected after the specified number of attempts, it will shutdown.

By default, MEFF Gateways install with ReconnectionAttempts=10.