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 Price Server Connection
Firewalls and Connectivity
If a customer connects to the exchange through a firewall, you must ensure that the Primary port listed in the hostinfo.cfg file are available for one-way, outbound TCP sessions to the exchange host servers.
Additionally, if you NAT your CME Gateway through your firewall, you must use the IP address that the CME Group assigns as your NATed IP address. Resolve this address to your CME Gateway.
TT does not support or recommend using NAT IP addresses to connect to the CME Group. The CME Group holds you fully responsible for all maintenance regarding NAT IP addresses. You must consult the exchange for all NAT implementation details.
In the hostinfo.cfg file:
- Add price session connection information to and configure the [price_session] section.
- For each Order Router (order session) you want to maintain, configure an [order_session_#] section.
For information on the hostinfo.cfg file, its sections, and their parameters, refer to the topics listed under Configuration Parameters
Configuring HostInfo.cfg for an MDP Connection
To configure the hostinfo.cfg file for an MDP connection:
- In Windows Explorer, navigate to <root drive>:ttconfig.
- Using Notepad, open the hostinfo.cfg file.
- Edit the [order_session_#] section.
- Add order session connectivity information.
- Set member and password information.
- Configure CTI/Origin values.
- Add and configure new order session sections as needed.
- Configure the [price_session] section
with your custom connection parameters.
- Configure all parameters that require custom values.
- Add all product subscriptions that you need.
- Add the exchange-facing NIC to the NetworkInterface parameter.
If you want to manage incoming feeds over multiple NICs, you must specify each network interface uniquely. For details on adding multiple interfaces, refer to Dual NIC Machine.
- On the File menu, click Save.
- Close hostinfo.cfg.