CFE Gateway Documentation
- CFE Gateway And The Exchange
- Installing And Upgrading
- Configuring Global Settings
- Configuring Market Data
- Configuring Order Management
- Configuration Parameters
- Disaster Recovery
The CFE Gateway uses hostinfo.cfg (located in <root directory>:ttconfig) to configure its connection parameters and behavior. If this file is not configured or used properly, the CFE Gateway will not function correctly. You must configure the hostinfo.cfg file at the time of installation and when any changes are made to your network setup or exchange member logon IDs.
The default hostinfo.cfg file on the CFE Gateway includes the following sections that contain parameters used for configuring CFE Gateway behavior:
- [OrderServerSession_#]: The Order Server on the CFE Gateway uses this section to configure an order session.
- [PriceServer]: The Price Server on the CFE Gateway uses this section to configure a price session.
Hostinfo.cfg may have lines that begin with the “#” symbol. These lines are informative (i.e., comments) and do not configure behavior.
When editing configuration files (*.cfg), each logical set or entry must have its own line.
The Order Server uses the configuration settings in this section to maintain an order session. For each session, you must configure an Order Router using the [OrderServerSession_#] section. Additional sections configure an Order Router on the CFE Gateway to host multiple firm memberships.
You must assign each section a unique name using the # part of the name. For example, if you have two sections in your hostinfo.cfg, you could simply name them:
Whenever a trader submits an order, that trader’s Member ID determines which order session carries the order. The Member ID maps to the order session’s member parameter. For additional considerations in determining order sessions based upon the Member ID, refer to Section: [OrderServerSession_#].
The table below includes the parameters that you use with the [OrderServerSession_#] section. Default values are included whenever possible.
You must cancel all working orders before altering or removing any order session information. Failure to do so can result in orders becoming lost or deleted from the CFE Gateway.
The [OrderServerSession#] section configures the Order Session connection. The contents of each [OrderServerSession#] section consist of the following parameters:
This is the section title.
Sets the IP address that the CFE Gateway uses to establish connectivity to the exchange.
Sets the port address that the CFE Gateway uses to establish connectivity to the exchange.
Identifies the client’s exchange-provided SenderCompId. This is generated by the exchange based on the client’s firm name and a connection number. The maximum length of the SenderCompId is eight characters. SenderCompId is sent in Tag 49 and provides messages sent to the exchange from the client.
Identifies the client’s exchange-provided TargetCompId. This is generated by the exchange based on the client’s firm name and a connection number. TargetCompId is sent in Tag 56 and provides messages sent to the client from the exchange.
Sets the password the Order Server uses to connect to the exchange for order data.
Identifies the client’s Member login. This variable must match the Member portion of the MemberGroupTrader ID defined in TT User Setup. The Member ID is not provided by the exchange. If the member parameter is not set up, the CFE Gateway swill use the SenderCompId value. Each [OrderServerSession_#] section must have a unique member value.
Sets the custom set of CBOE Account Code used for Account Type routing. This is done on a per-session basis by adding a configuration of the format AccountType=AccountCode where:
If any of the required fields are missing or invalid, the following hard-coded default values will be used:
For more information refer to Account Code Mapping.
|IsWeeklySessionReset||Sets a weekly FIX session reset. This is a required parameter that supports the exchange’s extended trading hours. Set IsWeeklySessionReset=True for each order session configured on the gateway.|
The following example sections illustrate:
- A hostinfo.cfg configured for one membership.
- A hostinfo.cfg configured for two memberships.
|Example HostInfo.cfg File - One Member||Example HostInfo.cfg File - Two Members|
The [PriceServer] section configures the Price Server connection and lists the product groups for which the Price Server subscribes. The contents of each [PriceServer] section consist of the following parameters:
This is the section title.
Sets the name for each multicast group the CFE Gateway subscribes to. CFE Gateways install with the correct values listed for the MulticastGroup# parameters and do not require an additional configuration.
Sets the IP address for a dedicated network interface card (NIC) in trading environments that utilize multiple NICs.
In addition, you may assign a separate NIC for each price feed by using the NetworkInterfaceA and NetworkInterfaceB parameters.