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NYSE Liffe Gateway

Configuring Product Subscriptions

Initial Product Download

TT Gateways download referential data as Standing Data .xml files from the Liffe FTP server. The Standing Data files contain all product definitions related to the contracts that are available for trade.

Liffe provides access to the FTP server 24 hours a day with the latest standing data available at least 20 minutes prior to the market open.

The TT Gateway stores the Standing Data .xml files in the tt:datfiles directory and uses the following naming convention: NYSELIFFE_stdata_tradinghost_exchangecode_DDMMYY.xml where:

  • Tradinghost equals fin for financials, eqt for equities or blear for Bclear instruments.
  • Exchangecode equals the single-character contract code.
  • DDMMYY equals the two-digit day, two-digit month, and two-digit year.

Example Standing Data .xml filename

For example, a standing data file for equities may have the following filename:

nyseliffe_stdata_eqt_A_040510.xml

while the standing data file for a financials product appears as:

nyseliffe_stdata_fin_H_040510.xml

TT Gateways automatically downloads and extracts the contents of the Standing Data .xml file daily.

After installing a TT Gateway, you must add the exchange-provided credentials for the Standing Data FTP server to the StandingDataServer, StandingDataUser, and StandingDataPass parameters.

Warning

You must properly configure a network route to the Retransmission, Refresh and FTP Servers. This includes allowing the servers access through any firewalls, routers, and/or switches throughout your network.

Failure to do so may result in missing and/or incorrect data.

Limiting Product Subscriptions

You may configure the [PriceServer] section in the hostinfo.cfg file to limit subscribed products. Limiting the amount of subscribed products may increase overall gateway performance. To limit subscribed products, simply comment-out the particular multicast by adding a hash symbol (#) in front of the MulticastGroup# parameter as shown in the example below.

Example Limiting Product Subscriptions

A firm does not trade Commodity Derivatives. To increase gateway performance, the firm configures the following in the hostinfo.cfg file to stop subscriptions for the Amsterdam Underlyings:

[PriceServer]

MulticastGroup1=AMSTERDAM_EQUITY_DERIVATIVES

MulticastGroup2=AMSTERDAM_INDEX_FUTURES

MulticastGroup3=AMSTERDAM_INDEX_OPTIONS

#MulticastGroup4=AMSTERDAM_UNDERLYINGS

MulticastGroup5=BOND_DERIVATIVES

MulticastGroup6=BRUSSELS_DERIVATIVES

MulticastGroup7=CURRENCY_DERIVATIVES

MulticastGroup8=LISBON_DERIVATIVES

MulticastGroup9=LONDON_EQUITY_DERIVATIVES

MulticastGroup10=LONDON_INDEX_FUTURES

MulticastGroup11=LONDON_INDEX_OPTIONS

MulticastGroup12=PARIS_EQUITY_DERIVATIVES

MulticastGroup13=PARIS_INDEX_FUTURES

MulticastGroup14=PARIS_INDEX_OPTIONS

MulticastGroup15=STIR_FUTURES

MulticastGroup16=STIR_OPTIONS

MulticastGroup17=LIFFE_COMMODITY_DERIVATIVES

Intra-day Product Subscriptions

Liffe provides intra-day updates to the Standing Data via the regular price feeds (i.e., Feed A and Feed B).

Product Splitting

Liffe sends information for various products down multiple multicast groups. When splitting products across multiple TT Gateways, you must include all channels required for each product.

Users may split Liffe products into the three separate groups as shown in the table below:

Product Splitting Groups

Group

Products

Channels

Commodity/Currency Products

Currency Derivatives

Commodity Derivatives

MulticastGroup7

MulticastGroup17

Euronext Products

Amsterdam Equity Derivatives

Amsterdam Index Futures

Amsterdam Index Options

Amsterdam Underlyings

Brussels Derivatives

Lisbon Derivatives

Paris Equity Derivatives

Paris Index Futures

Paris Index Options

MulticastGroup1

MulticastGroup2

MulticastGroup3

MulticastGroup4

MulticastGroup6

MulticastGroup8

MulticastGroup12

MulticastGroup13

MulticastGroup14

London Products

Bond Derivatives

London Equity Derivatives

London Index Futures

London Index Options

STIR Futures

STIR Options

MulticastGroup5

MulticastGroup9

MulticastGroup10

MulticastGroup11

MulticastGroup15

MulticastGroup16

Warning

When splitting products, failure to include all channels listed in the product groups above may result in missing market data including fills on legs of spreads.

You may configure any combination of the groups on a single gateway. For example, you can combine London and Commodity/Currency products by enabling the eight (8) related channels.

For more information related to product splitting, refer to the Market Price Feed (MPF) Feature Guide.