CME Gateway Documentation
- TT Gateway And The Exchange
- Installing And Upgrading
- Configuring Global Settings
Configuring Market Data
- Understanding the Price Feed
- Configuring the Price Server Connection
- FIX/FAST Configuration
- Number of Orders at Price
- Configuring Product Subscriptions
- Configuring Total Traded Quantity at Price (VAP)
- Configuring Product Group Subscriptions
- Support for User-Defined Strategies
- Support for BM&FBOVESPA Products
- Support For NYMEX Variable Quantity Energy Products
- Support For DME Products
- Support For Inter-Exchange Spread Products
- Support for Bursa Malaysia Products
- Support for CME Europe Products
Configuring Order Management
- Understanding Order Management
- Configuring the Order Server and Order Routers
- TT Gateway Support for Mandatory iLink Tags
- Upgrade Tasks to Support Mandatory iLink Tags
- Self Match Prevention Support 7.18
- Self Match Prevention Support
- Supported Order Types
- ATS Operator ID Support
- Market Segment Gateways
- CME Globex Secure Logon Support
- Support of Post-Trade Functionality
- Support for Cross Orders
- Configuration Parameters
- Market Segment Gateways: Phase 2
- Disaster Recovery
Configuring the Trading Environment
After installing the TT Gateway, you must perform the following procedures:
- Stop all TT-related services.
- Configure Exchange-flavorhostinfo.cfg (referred to throughout simply as the hostinfo.cfg file) and edit the ttchron.ini file.
- Concerning tick tables, in 7.X, CME Gateways use pMerge to populate their product and tick tables. You no longer need to manually configure tick table.
- Configure time zone settings in aconfig_local.xml. Do not modify any other aconfig default settings without first contacting your local TAM.
Stopping TT-Related Services
Before configuring the TT Gateway, you must stop all TT-related services.
To stop Services:
- From the Start menu, point
and click Control Panel.
The Control Panel opens.
- Double-click Administrative
The Administrative Tools window displays.
- Double-click Services.
The Services window displays.
- Scroll through the Services box to locate TT Chron.
- Right-click TT Chron, and then click Stop.
- If there are any other TT Services running, you must stop them as well. One at a time, right-click the TT service, and then click Stop.
- After you have stopped all TT services, close the Services and Administrative Tools windows.
Located in <root drive>:ttconfig, all services in the ttchron.ini file must be set with the correct startup and shutdown times. For information and restrictions on configuring ttchron.ini, refer to the TT Gateway Architecture SAM Version 7.X.
On the CME Gateway, Order Routers are threads managed by the Order Server. The ttchron.ini file does not have an Order Router section.
The following warnings apply to the CME Gateway startup and the use of ttchron.ini on the CME Gateway:
To edit the ttchron.ini file:
- Verify that the time to start
for the Price Server is set to 10:30 CST.
This setting ensures that the CME Gateway captures the correct product listings. If the Price Server starts after the exchange starts broadcasting products, the CME Gateway can have incorrect products listings.
- Verify that the time to stop on Fridays for the
Order Server is set to 16:30 CST.
This setting prevents stale orders that could arise if the Order Server runs too long on Fridays and eventually gets disconnected by the exchange.
- Use this information to determine the correct
startup times for all CME Gateway processes. Since the CME Group can
change its trading hours at any time, specific startup times are
not included in this document. The times provided in the ttchron.ini file are
representative of the current exchange startup times. Unless otherwise
informed by TT or CME Group, do not change these times.
Call the CSC or your TAMs for correct startup times to use in ttchron.ini.
The CME Gateway installs with the pmerge.exe executable. During installation, this executable runs automatically to set up and configure the CME Group’s product and tick tables that the TT Gateway requires. Additionally, when you upgrade a CME Gateway, pmerge.exe runs automatically to merge pre-existing product tables with any product tables distributed with the new TT Gateway software.
For instructions on using pMerge, refer to pMerge Overview.
Aconfig Time Zone Parameters
You must pay close attention when configuring the time zone settings located in the Aconfig.Core.Server.Exchange-Specific.Exchange-flavor.Time.Zone directory. These settings directly impact price and fill server operation.
When resetting these parameters, you must restart both the Price and Fill Servers.
Failure to restart the Price and Fill Servers after changing the Aconfig time zone setting can result in missing fills.
Verifying Fill Server Rollover Settings
When combining CBOT and CME channels on CME Gateway 7.15.0 or higher, you need to configure a single Fill Server rollover time for all products traded on the gateway.
To verify that the Fill Server Rollover occurs at the proper time, locate the following entry in the FillServer.log file:
Example FillServer.log file
01.01.2008 15:25:00.671 | FILLSERVER/PROD | 3016 | INFO| 00000000 | Automatic rollover in 86400000 ms at: 2008/01/02 21:25:00 local time
Since the Fill Server is not running at 21:25:00 UTC, the Fill Server Rollover actually occurs at 15:25:00 Central Standard Time (UTC-6), when TTChron restarts the Fill Server.
Because the CME Interest Rate and Currency products have not yet ended their tradingsession:
If you wish to modify the rollover settings to occur after the close of CME Interest Rate andCurrency products, please contact your local TAM.