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NYSE Liffe Gateway

Verifying Price Server Connectivity

Overview

TT provides the following TT Connection Quality tools to verify Price Server connectivity to the exchange:

  • tt_xdp_tester.exe: verifies whether your network can join each multicast listed in the MulticastGroups.cfg file.
  • tt_xdp_listen.exe: verifies the actual data packets received from the exchange.

You should use the tools after installing and configuring your TT Gateway.

To receive a copy of the TT Connection Quality tools, log into the TT Customer Portal and download the http://customernet.tradingtechnologies.com/Extranet/Downloads/Files/NYSE_LIFFE_Price_Testing_Tools.zipNYSE LIFFE Price Testing Tool.zip file.

Note

You may need to enter your TT Customer Portal password to access the tool. The tool is listed under the Miscellaneous section on the Downloads page.

To use the TT Connection Quality tools, TT recommends copying the executable files into the <root drive>:tt directory on the TT Gateway.

TT also recommends you verify connectivity to the exchange’s FTP server from the command line by entering:

ftp IPaddress

where IPaddress equals the IP address of the FTP server listed in the StandingDataServer parameter in the hostinfo.cfg file.

Preparing to test the Multicast Connections

Use the tt_xdp_tester.exe tool to verify the ability to join each multicast. The tester tool uses the values found in the MulticastGroups.cfg file to determine which IP addresses and port assignments to test.

By default, the tt_xdp_tester.exe tool checks two locations for the MulticastGroups.cfg:

  • The directory in which the tt_xdp_tester.exe file resides.

    For example, if the tt_xdp_tester.exe file exists in the <root drive>:tt folder, the tool attempts to load values from the following file: <root drive>:ttMulticastGroups.cfg.

  • The directory called config located along a relative path one level above the folder containing the tt_xdp_tester.exe file.

    For example, if the tt_xdp_tester.exe file exists in the <root drive>:ttNYSE_Liffe directory, the tool attempts to load values from the following file: <root drive>:ttconfigMulticastGroups.cfg.

Testing the Multicast Connections

Once in place, you can use the command line to access the tool by entering tt_xdp_tester.exe on the command line. The tool locates the Multicast.cfg file and attempts to join each listed multicast.

In addition, you may use the following parameters to set specific tool behaviors. You may add these parameters after tt_xdp_tester.exe on the command line.

Optional tt_xdp_tester.exe parameters

Parameter

Description

Example

?

The tool displays a list of the available parameters.

tt_xdp_tester.exe ?

-ttdir

Sets the location of the <root drive>:ttconfig directory.

If the directory is located at c:ttconfig, enter the following command:

tt_xdp_tester.exe -ttdir c:tt

-interface

Sets the internal, exchange-facing network interface card (NIC) you wish to use.

tt_xdp_tester.exe -interface 10.1.2.3

-channel

Sets the specific channel you wish to test.

Use this option to run a faster test when you need to verify connectivity on one particular channel.

You must set this equal to the channel name as it appears in the Multicast.cfg file. You must include any underscores in the channel name.

For example, to test the Stir Options channel, enter the following command:

tt_xdp_tester.exe -channel Stir_Options

1>filename.txt 2>&1

Sets the output file for the results of the tool. You may use this parameter to create a file in the current directory or you may select a specific location.

If the file does not exist, the tool will create a new file.

If the file exists, the tool will delete the old file and create a new one.

You must always use the format 1>filename.txt 2>&1 where filename.txt equals the file you wish to create.

For example, to send the results to a file called Nov23.txt in the current directory, you would enter:

tt_xdp_tester.exe 1>Nov23.txt 2>&1

To send the results to a file called Nov23.txt in the c:ttlogfiles directory, you would enter:

tt_xdp_tester.exe 1>c:ttlogfilesNov23.txt 2>&1

Note

The tool uses stderr for the output, therefore, you must use the 2>&1 to forward the results of the stderr to the stdout and write those contents to the file.

You may combine parameters as shown in the example below:

Example Entering commands for the tt_xdp_tester.exe tool:

The following command causes the tool to use the MulitcastGroups.cfg file located in the d:ttconfig directory to test the Stir Futures channel along the exchange-facing NIC (10.1.2.3).

tt_xdp_tester.exe -ttdir d:tt -interface 10.1.2.3 -channel Stir_Futures

Due to the large number of individual streams, the test may take several minutes to complete. When the test completes, it publishes a summary of the results from each stream as shown:

Example Results of the tt_xdp_tester.exe tool

Test Summary:

AMSTERDAM_EQUITY_DERIVATIVES: Success

AMSTERDAM_INDEX_FUTURES: Success

AMSTERDAM_INDEX_OPTIONS: Success

AMSTERDAM_UNDERLYINGS: Success

BOND_DERIVATIVES: Success

BRUSSELS_DERIVATIVES: Success

CURRENCY_DERIVATIVES: Success

LIFFE_COMMODITY_DERIVATIVES: Failure

LIFFE_EQUITY_INDEX_DERIVATIVES: Failure

LIFFE_FIXED_INCOME_DERIVATIVES: Failure

LISBON_DERIVATIVES: Failure

LONDON_EQUITY_DERIVATIVES: Failure

LONDON_INDEX_FUTURES: Failure

LONDON_INDEX_OPTIONS: Failure

PARIS_EQUITY_DERIVATIVES: Failure

PARIS_INDEX_FUTURES: Failure

PARIS_INDEX_OPTIONS: Failure

STIR_FUTURES: Failure

STIR_OPTIONS: Failure

Note

The tool attempts to join two separate multicasts (IP addresses) for each channel. The Test Summary lists a channel as Failure if either multicast (IP address) fails to connect.

TT recommends you check the detailed channel result for any failed channel. This allows you to verify whether both IP addresses failed to connect.

Testing the Market Data

The tt_xdp_listen.exe tool creates a copy of the actual market data delivered along the price feed. Because the tool receives price data before the Price Server processes it, you can use it as a troubleshooting tool to verify the receipt of market data from the exchange.

You may only execute the listen.exe tool during normal trading hours when the exchange is actively distributing price data. In addition, you must have access to the latest XDPTemplates.xml file installed with the TT Gateway.

Once in place, you can use the command line to access the tool by entering tt_xdp_listen.exe on the command line followed by the parameters listed in the table below:

tt_xdp_listen.exe parameters

Parameter

Description

Example

?

The tool displays a list of the available parameters.

tt_xdp_listen.exe ?

-address

Sets the IP address and port assignment of the channel you wish to listen as listed in the Multicast.cfg file.

You must enter both an IP address and port assignment:

tt_xdp_listen.exe -address 224.0.64.7:50001

-interface

Sets the internal, exchange-facing network interface card (NIC) you wish to use.

If you omit this parameter, the tool will record market data received along the default NIC.

tt_xdp_listen.exe -interface 10.1.2.3

-template

Sets the location of the XDPTemplates.xml file.

The tool returns a message similar to the following if it cannot locate the XDPTemplates.xml file in the specified location:

Cannot read template file: Could not parse URI d:/tt/config/XDPTemplates.xml

tt_xdp_listen.exe -template c:/tt/config/XDPTemplates.xml

Note

If you do not use the -template command, the listen tool will return a list of messages but not the content of the messages.

1>filename.txt 2>&1

Sets the output file for the results of the tool. You may use this parameter to create a file in the current directory or you may select a specific location.

If the file does not exist, the tool will create a new file.

If the file exists, the tool will delete the old file and create a new one.

You must always use the format 1>filename.txt 2>&1 where filename.txt equals the file you wish to create.

For example, to send the results to a file called Nov23.txt in the current directory, you would enter:

tt_xdp_listen.exe 1>Nov23.txt 2>&1

To send the results to a file called Nov23.txt in the c:ttlogfiles directory, you would enter:

tt_xdp_listen.exe 1>c:ttlogfilesNov23.txt 2>&1

Note

The tool uses stderr for the output, therefore, you must use the 2>&1 to forward the results of the stderr to the stdout and write those contents to the file.

The following example shows a complete listen.exe tool command:

Example Entering commands for the tt_xdp_listen.exe tool:

tt_xdp_listen.exe -address 10.1.2.3:8008 -template c:/tt/config/XDPTemplates.xml

You may allow to tool to run as long as you like. Simply enter CTRL-C to exit the test and view the output:

Example Results of the tt_xdp_listen.exe tool

Will Listen On: 10.1.2.3:8008

[2011-02-09 11:00:42.036]: subject=224.0.64.66:50001, size=16, seqNum=10484, type=HeartbeatMessage, deliveryType=RealTime(Compressed), numMessages=0

[2011-02-09 11:00:44.052]: subject=224.0.64.66:50001, size=16, seqNum=10484, type=HeartbeatMessage, deliveryType=RealTime(Compressed), numMessages=0

[2011-02-09 11:00:45.567]: subject=224.0.64.66:50001, size=78, seqNum=10485, type=GenericDerivativesMessage, deliveryType=RealTime(Compressed), numMessages=2

msg={0=7021=02=83=LFI 110900000F4=4068455985=2296=07=28=39= 10=9899011=500008=39= 10=9899511=100}

msg={0=7021=02=83=LFI 110900000F4=4068455985=2306=07=18=19= 10=9899511=100}

[2011-02-09 11:00:47.567]: subject=224.0.64.66:50001, size=16, seqNum=10485, type=HeartbeatMessage, deliveryType=RealTime(Compressed), numMessages=0

[2011-02-09 11:00:49.583]: subject=224.0.64.66:50001, size=16, seqNum=10485, type=HeartbeatMessage, deliveryType=RealTime(Compressed), numMessages=0

The results show that you are receiving messages along the market data feed.