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
Price Server Failover
By default, the CME Gateway supports Price Server failover. When an additional CME Gateway is configured with the same Exchange-flavor and channels as the primary CME Gateway, the Price Server of the primary gateway will failover to the secondary gateway Price Server in the event of a service failure.
Gateway Behavior During Price Server Failover
The following figure shows how a CME Gateway configured for Price Server failover appears in Guardian.
The MDP price feed multicasts prices to both Price Servers, so either Price Server (the primary or secondary) can be active in a Price Server failover configuration. For example, in the event of a primary gateway Price Server restart or service failure, the secondary gateway Price Server (e.g., CME-A, 172.31.251.1) will go from Standby to Running. Once the primary gateway Price Server (e.g., CME-A, 126.96.36.199) is back in service, it will appear in Standby mode as half green & half yellow in Guardian. The following figure shows how the primary gateway Price Server appears in Guardian after a successfull failover to the secondary gateway Price Server.
There is no impact to working orders or order routers, etc., during a Price Server Failover. The Order Server is unaffected.
There is also no impact on client subscriptions to the CME Gateway during a Price Server failover. The only difference is prices are now received by the secondary Price Server, while orders continue to be routed through the Order Server on the primary CME Gateway. The failover process lasts just a few seconds.
Configuring Price Server Failover
You need to consider the following when configuring Price Server failover:
- The secondary CME Gateway and Price Server must be the same version and configured with the same Exchange-flavor as the primary CME Gateway (e.g., CME-A).
- Any changes made in the aconfig.xml and aconfig_local.xml files (e.g., enabling PFX) need to be made on both CME Gateways.
- The hostinfo.cfg file
on the primary and secondary CME Gateways needs to be configured
with the following:
- The same settings for the price_session section parameters.
- Identical product subscriptions. For example, if the primary gateway is subcribing to DME Futures (e.g., FASTSubject17=DME_FUTURES is uncommented), then the secondary gateway also needs to be configured to subscribe to DME Futures.
- Unique NetworkInterface and NetworkInterfaceFeed* parameters in hostinfo.cfg on each gateway.
- To configure the secondary CME Gateway so that only the Price Server runs, comment-out the Order Server and Fill Server sections in ttchron.ini on the secondary CME Gateway.
- Identical fast.cfg files are required on both the primary and secondary CME Gateways.