Planning a CFE Bats Migration

This topic contains important information for users of X_TRADER® and TT, Technical Support, and Risk Administrators.  Please use this content to plan and prepare for the migration of users, and of TT CFE Gateways due to the CFE Bats migration.

CFE Bats includes a new multicast price feed CFE Market data (PITCH) as well as a requirement for all new FIX Order Entry credentials.  

What are Mock Test Dates?

CFE Conformance Testing of Trading Technologies (TT) software has been completed internally by TT engineers. Industry Wide Testing, however, requires the participation of TT. All mock tests must be completed in the Production Environment using Login IDs provided by the exchange to the test participant. The mock test dates are as follows:


Weekend test opportunity in new CFE production environment.


Weekend test opportunity in new CFE production environment.


Final Weekend Test/Dress Rehearsal before go-live of CFE in NY5.

When should I migrate?

CFE will conduct the CFE BATS migration on Sunday, February 25th, 2018. The TT CFE Gateway must be upgraded after the close of trading on Friday, February 23rd and prior to the market open on February 25.

The migration is done once, and it should be done at a time that is best for your particular trading environment. However, TT recommends that you perform this migration during non-trading hours. Ideally, you should begin these steps following the close of the last trading day prior to migration and complete them over the course of the subsequent weekend.

NOTE: The following specifics apply to both TT hosted customers, as well as to those customers that host their own Gateways:

CFE has announced that they will purge all working GTC orders after the close on February 23. As a result, orders and fills from February 23 will not be migrated and displayed after the migration to the Bats platform on February 25. Customers can enter manual fills via X_RISK if they wish to offset positions after the migration.  

If using Back Office FIX Adapter, all trade activity from the February 23 session will be recorded, provided the Back Office FIX Adapter remains connected to CFE through the end of that session.  

Highlights of the Migration

From the exchange:
  • The CFE platform will remain in its current location at Equinix NY4 until the expected migration to Bats technology in NY5 on February 25, 2018.
  • CFE will maintain a network Point-of-Presence (PoP) in NY4 indefinitely so that current (legacy) CFE TPH physical connections in NY4 can be used to access CFE once the platform has moved to NY5. Note that while existing connectivity may be utilized, for optimal performance, new physical connectivity to the CFE latency-equalized network should be requested from the CBOE Bats NOC. New orders for physical connectivity may be entered now.
  • TPHs in the Disaster Recovery data center in 400 S. La Salle may continue to use existing connectivity.
  • Bats Multicast PITCH will be used to provide depth-of-book data upon migration completion. A new multicast TOP feed will be implemented to provide top-of-book quotes and trades. The current CSM market data feeds will be retired.
  • The current order entry protocols, CMI2 and FIX, will be retired at the conclusion of the migration and will be replaced by the Bats Binary Order Entry (BOE) and Bats FIX protocols. The Bats BOE and FIX protocols will be augmented to support order types specific to CFE. All firms will be required to re-certify to the new BOE and FIX specifications.


This section provides the connectivity guidelines from the exchange for CFE Bats.   


For locally hosted TT customers who maintain their own physical connectivity to CFE, refer to the following

  • The customer is responsible for the logical ports associated with TT, and is responsible for making the request to add, delete and modify logical ports associated with TT.
  • The customer will validate that all logical ports have desirable default port settings.  Default ports settings can be viewed on the CFE/Bats Customer Web Portal by utilizing the “Ports” tool.       
  • The customer will order certification ports using the “Logical Port Request” tool available in the Customer Web Portal and will complete certification for the TPH.

For TT-hosted customers:

  • TT owns the physical connectivity, but the customer will be responsible for one or more logical ports associated with TT.  
  • The customer is responsible for making requests to add, delete, or modify logical ports in this scenario and is responsible for logical port fees associated with these ports.
  • The customer will work with Registration Services ( – 312.786.7449) to ensure they have authorized Account Administrator(s) designated to allow for approval of user access to the Customer Web Portal on their behalf.  The Customer Web Portal’s “Request Portal Account” page is available to Account Administrators to assign user permissions for tools defined within the US Customer Web Portal Specification    
  • The customer will work with the CFE Trade Desk ( – 312.786.8700) to have logical ports created under TT.  Requests for production logical ports should be submitted using the “Logical Port Request” tool on the Customer Web Portal, with notes in the request that state which TT port to associated to and which EFIDs should be associated to the new port.  EFIDs associated to logical ports can be confirmed via the “Ports” tool in the Customer Web Portal.
  • CFE provides customers with a “Backup IP” address when issuing credentials. Please note that this is the connection detail for access to the Chicago Disaster Recovery datacenter and not to be used outside of a DR scenario.


Trading Hours - Changes

After the migration, there will be changes to the trading hours for VX and VXTY.
  • Post-settlement session will be from 3:30–4:00 PM for the same business day
  • Trading in VX and VXT for the next business day will open at 5:00PM

Trading State Sunday Mon-Thursday Friday
Pre-Open 4:00PM 4:45PM
Open 5:00PM 5:00PM
Halt 3:15PM 3:15PM
Post Settlement Open 3:30PM 3:30PM
Close 4:00PM 4:00PM
Close Time for Expiring Instruments 8:00AM on expiration Wednesday 8:30AM–3:15PM
Market Order Acceptance Time 8:30AM–3:15PM
Trading State Sunday Mon-Thursday Friday
Pre-Open 4.00PM 4.45PM
Open 5:00PM 5:00PM
Close 3.13PM 3.13PM
Close Time for Expiring Instruments 3:13 PM on Tuesday prior to expiration Wednesday

How do I prepare my TT Trading Environment?

Can I upgrade an existing CFE Gateway?

No. Upgrades from the TT CFE 7.17.x Gateways to 7.18.x are not supported.

Prior to migration, traders must cancel all working orders, including GTC, GTD, and GTDate orders entered for CFE products. The exchange will not migrate any working orders to the CFE Bats platform.

What version of the CFE Gateway should I use?

All users should migrate to CFE Gateway 7.18.x, which is currently available through your TAM. For information on installing and configuring a CFE Gateway, refer to the CFE Gateway System Administration online help.

What are the minimum supported versions of TT Client applications?

Currently, there are no expected client version dependencies associated with the CFE 7.18 Gateway. Trading Technologies will notify customers, as well as update this document, should any additional dependencies be determined.

What is the Licensing and Billing Impact?

Can I reuse my current CFE Gateway licenses?

Customers will be provided with a free gateway license for use during conformance and exchange testing prior to the migration to the new API. This test license must be requested by customers via the normal process, and they must also request a cancellation of this license prior to the launch in order to avoid being billed.

For a description of TT licensing, refer to TT Gateway Architecture System Administration.

Canceling CFE Licenses

During the conformance testing period, TT is offering customers CFE Gateway licenses for temporary gateways used for testing purposes, free of charge. These licenses will become billable once the exchange goes live on the new CFE platform. Customers must submit license cancellations via the TT Website for TT CFE Gateways that are no longer in use following the migration. TT will not automatically cancel any licenses.

X_TRADER® and X_RISK® Licenses

X_TRADER® and X_RISK® licenses are market-based. As part of the migration, users are required to verify that the CFE market appears in their X_TRADER® and X_RISK® licenses in order to log in to the CFE Gateway.

Billing Server Impact

There is no impact on the TT Transaction Billing Server. After the migration, fills and billing packets will continue to be recorded and transferred daily to the TT Licensing Department Accounting and Billing System and will contain the Exchange ID of the newly installed CFE Gateway.

The TT Licensing and Accounting Department will be notified by your TAM that the new gateway is installed and the exchange IDs have changed.

Migration Checklists


The following checklists show the chronological steps for a successful migration to the CFE Gateway.

Pre-Migration Checklist

You should complete the items below to prepare for migrating gateways.

Check Pre-Migration Task Procedure
Have Authorized Account Administrator registered with CFE Send and email to CFE Tradedesk @ to register an account administrator from your organization
Order Logical Ports Order logical ports using the CFE Portal
Obtain required TT Software licenses Obtain new CFE  Gateway licenses for each new or upgraded gateway. Refer to What is the Licensing and Billing Impact?.
Upgrade all client applications Refer to What are the minimum supported versions of TT Client applications?
Prepare X_TRADER® for migration Delete all working orders from the exchange. Refer to What is the X_TRADER® Impact?
Prepare X_TRADER® plug-ins for use with the CFE Gateway Refer to What is the impact to X_TRADER® Plug-ins?
Prepare trader logins for migration Configure new Direct Trader IDs. Configure TTORD Trader IDs. Add any new/additional Trader IDs. Refer to How Do I Migrate Traders in TT User Setup?
Prepare trader positions Enter existing trader positions. If enabled on the current gateway, enable the Auto-Calculate-SOD functionality on the new CFE Gateway. Refer to Can I migrate existing trader positions?
Prepare FIX Adapter for migration Refer to How does this migration impact existing FIX Adapter users?
Prepare X_RISK for use with the CFE Gateway Add CFE Gateway logins Update the Historical Fill Server database Refer to What is the X_RISK Impact?
Migrate the existing gateway to a new CFE Gateway Refer to What is the TT Gateway Impact?
Check ADL templates Refer to What is the impact to Algo Design Lab (ADL)
Re-configure any Strategy Engines Refer to What is the impact to Strategy Engines (SEs) connected to the new CFE Gateway?