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 Market Segment Gateway Sessions
Before configuring Market Segment Gateway sessions, delete or hold all working orders. This includes all FIX Adapter, X_TRADER® API, TT API, Synthetic SE, Autospreader® SE, and Algo SE orders. If left working at the exchange, these orders become unmanageable by the client trading applications and fills will be lost.
The gateway overwrites the CME-MSGWs.cfg file as part of an upgrade installation, so any configuration changes that you made to this file will be lost after an upgrade. Prior to upgrading, make a copy of this file and replace CME-MSGWs.cfg with the copy after an upgrade to continue using your customized configuration of this file.
The CME-MSGWs.cfg file provides the connectivity parameters and Market Segment IDs needed to connect your order sessions to the respective Market Segment Gateways. The file is installed on the CME Gateway in <root drive>:\\tt\config after clean and upgrade installations, and includes the market segment IDs and IP addresses provided by the CME Group.
The MSGW iLink session ID, password, and port that you configure in hostinfo.cfg connects to each Market Segment Gateway IP Address provided in CME-MSGWs.cfg. To enable a Market Segment Gateway, uncomment (remove the #) from the front of the [MSGW_#], PrimaryIP, and MarketSegmentID parameters. To disable a channel, comment out (add the #) in front of these parameters.
Refer to the following table for a description of each parameter:
|[MSGW_#]||Section title for each set of Market Segment Gateway connection parameters.|
|PrimaryIP||The IP Address of the primary Market Segment Gateway.|
|BackupIP||The IP Address of the failover Market Segment Gateway. When the connection to the primary fails, the TT Gateway will automatically connect to the backup Market Segment Gateway. When the primary Market Segment Gateway recovers, the TT Gateway will automatically reconnect to the primary.|
Identifies the Market Segment Gateway that routes orders for a group of products. The market segment ID and the products available per market segment are defined by the Exchange.
|products||Lists the TAS products available for Phase 1. This parameter is not required for Phase 2.|
The following example shows the CME-MSGWs.cfg file modified for Phase 2 after an upgrade to CME Gateway 7.18.30 or later. The channel for Phase 1 is disabled and all channels for Phase 2 are enabled.
Note: On CME Gateway 7.18.33 or higher, the Member parameter is not dependent on the senderCompID for the MSGW configuration. If you want to change your existing CGW session to a standalone MSGW session without making any TT User Setup changes, you can do so by configuring the Member parameter with the same Member used for your existing CGW session. However, the Member value must be unique across all sessions configured on the gateway. If you configure your MSGW session with a Member parameter that was previously used, ensure that the Member value is not re-used in any other order session on the gateway.
When configuring Market Segment Gateway sessions on the gateway, consider the following:
- The MSGW iLink session ID, password, and port provided by the exchange can be configured as part of an CGW order session or as a separate MSGW session in hostinfo.cfg. The connectivity parameters for each Market Segment Gateway are configured in CME-MSGWs.cfg.
- The MSGW iLink session ID, password, and port are configured per [order_session] section.
- You can configure CGW and MSGW sessions on the same gateway.
To configure market segment order sessions
- Open <root drive>:\\tt\config\<gateway-flavor>hostinfo.cfg in a text editor (e.g., Notepad).
- Configure the following parameters in each [order_session] section:
After an upgrade from CME Gateway 7.17, these three parameters need to be manually added to hostinfo.cfg using the hostinfo_master.cfg file as a reference.
For a description of each parameter, refer to the following table.
Market Segment Gateway iLink Session Parameters Parameter Description MSGWSenderCompID Sets the Market Segment Gateway (MSGW) iLink order session identifier (ID). Configure one MSGW iLink per order session. The MSGW iLink identifier is provided by the exchange and is different for Phase 1 and Phase 2. Remove the ‘#’ to enable the session. MSGWPassword Sets the MSGW iLink order session password. This value is provided by the exchange. Remove the ‘#’ to enable the password. MSGWPort Sets the MSGW iLink order session port. This value is provided by the exchange. The same MSGWSenderCompID, MSGWPassword, and MSGWPort can be used to access multiple MSGW IP addresses and market segment IDs. Remove the ‘#’ to enable the port.
In the following example, the MSGWSenderCompID, MSWGPassword, and MSGWPort values for Phase 1 have been replaced with corresponding values for Phase 2. The MSGW session must be configured as part of a Convenience Gateway (CGW) session (e.g., [order_session_1]):
Example for CME Gateway 7.18.33 or higher showing a separate MSGW session and CGW session: