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
Preparing to Install
Before the CME Gateway is installed, the customer must perform the following tasks:
- Obtain the host server IP addresses, Firm ID, associated passwords, and connection ports. CME Group distributes this information in a separate document (or E-mail). You must obtain one set of connection information for each Order Router or customer membership that uses the TT Gateway.
- For circuit sizing (network bandwidth) between your network and the CME Group host, refer to the CME Group specifications.
- Confirm that all network routes to CME Group work from the server onto which TT plans to install the TT Gateway.
- Obtain the IP address that CME Group defines for your TT Gateway. You must use this IP address as either the NATed address (if you are using a NAT firewall) or the address of the NIC that faces the CME Group network (if you are using a dual-homed server).
- For each connection to CME Group, obtain the SessionId from CME Group.
The following are customer tasks specific to networking and network setup:
- CME Group distributes its MDP price streams via multicast traffic to a network area that you define for CME Group.
- For history data requests, you must enable TCP connections on the TT Gateway.
- The IP address and subnet mask that the customer sends to CME Group for the Price Server MDP connection should be that of the local LAN facing NIC on the CME Gateway.
- When setting up IP addresses, the customer must make sure
that they are fully resolved through any NAT firewalls and NAT routers
that are used.
TT does not support or recommend using NAT IP addresses to connect to the CME Group. CME Group holds you fully responsible for all maintenance regarding NAT IP addresses. You must consult the exchange for all NAT implementation details.
- On all network devices that reside between the CME Gateway and the CME Group host network, the customer must ensure that the Primary port used in the hostinfo.cfg file is available for one-way, outbound TCP sessions to the CME Group host servers.
- Obtain network connectivity information from CME Group for the remote host IP addresses and ports to which the CME Gateway must connect and the names of the customer-side routers.
You must observe the following when installing a CME Gateway:
As the installer, you must perform the following tasks before installing the CME Gateway:
- If you have TT products of Version 7.X already installed on the network, you must obtain the aconfig.xml file from one of the machines that hosts the 7.X software. This can be from any 7.X machine on your network.
- Identify the instruments (i.e., products) to which the customer’s memberships want to subscribe. You must add this information to the [price_session] section of the hostinfo.cfg file; no more than 14 channels can be subscribed to per gateway. Refer to Section: [price_session].
- If the CME Gateway uses multiple NIC cards, identify the IP address of each Network Interface Card (NIC) that faces CME Group’s network.
- Obtain from the customer all membership connection information for memberships that use the CME Gateway. CME Group distributes these values to the customer. Refer to HostInfo.cfg for a list of all needed values.
TT Gateway 7.16 and higher
TT Gateways 7.16 and higher fully support the Window Server 2008 R2 64-bit operating system.
Window Server 2008 R2 64-bit is the only version of Windows Server 2008 supported by TT.
You can also install TT Gateways 7.16 on machines running Windows Server 2003.
TT Gateways 7.15 and lower
You can install TT Gateways 7.15.x or lower on machines running Windows Server 2003.
In addition, you can install the following TT Gateways on a machine running Windows Server 2008 R2 Service Pack 1:
- TT Montreal, CBOE and FIX Gateways 7.13
- All TT Gateways 7.14 and 7.15
Prior to installing 7.15 or lower on Windows Server 2008, you must be aware of the following caveats and required changes:
- Migrating to Windows Server 2008: TT does not support upgrading the operating system on an existing TT Gateway server. TT strongly suggests that users perform a clean install of the operating system and the TT Gateway when migrating to Windows Server 2008.
- Program Files directory:
Windows Server 2008 does not allow applications to create files
under the Program Files directory.
If during a command line installation of the TT Gateway, you place the install root in the Program Files directory, you must select a different location for the ttconfig, ttdatfiles and ttlogfiles directories by using the installconfig, installdata and installlog arguments.
- Event Viewer Errors: Certain TT applications may trigger minor Event Viewer error messages. These errors do not impact gateway behavior. However, users can avoid triggering these messages by starting the Windows Interactive Services Detection prior to install.
- Console Windows: By default, some console windows triggered by TT Gateways may not display and instead produce an Interactive Service Detection dialog box. Users may run the Interactive Services Detection and switch over to the Windows “Session 0” desktop to view messages displayed from server.
- Starting Programs: TT Chron may not properly close and/or monitor server programs that are started manually. Users should first start TT Chron and allow it to start the server program per its schedule.
- Start TT Chron desktop icon: The “Start TT Chron” desktop shortcut may not work unless the user right-clicks on the icon and select “Run as administrator” from the context menu.
- TTM_BASE_API error: An issue exists where TTM may trigger a TTM_BASE_API error message in the Event Viewer. This is a known issue with TTM and does not impact gateway behavior.
- User Account Control: You must disable the Windows User Account Control for the TT Gateways to properly function. The User Account Control prevents the gateway from updating files including changes to the aconfig.xml file and updates to the product table.
TT Gateways Version 7.15 and higher no longer include TT Server Admin; however, you can perform many of the same tasks with TT User Setup.
Upgrading an existing Gateway to Version 7.15 automatically removes TT Server Admin from the server machine.