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
Market Data Issues
The following lists common problems with market data management and possible solutions:
- I do not see any market data populating in X_TRADER®.
- Verify connectivity to the exchange.
- Telnet the Price Server connection IP address to ensure that the CME Gateway is connected to the exchange. Contact the exchange to obtain this IP address.
- I do not see prices for a particular contract.
- The Price Server receives market data only for subscribed products.
- Ensure that the product is listed in the hostinfo.cfg file.
The following lists common connection problems and possible solutions:
- I can telnet the exchange; however, the CME Gateway fails
- Verify your connection IDs.
- You must obtain unique order and price connection IDs from the exchange.
- The Price Server and/or Order Server does not connect
to the exchange.
- You must obtain a unique set of connection information for the Order Server.
- Obtain a unique set of connection information for the Price Server.
The following issues are related to using the incorrect version of the FASTTemplate.xml file:
- Price freezing or latency within the market depth
for a product in X_TRADER®.
If this occurs, it may cause the Bid and Offer Volume within the market depth for a particular product to disappear or flicker intermittently for brief moments at a time. You also may notice this occurring at the same time every day.
- Missing products in the X_TRADER® Market Explorer window.
- Autospreader orders are deleted for no reason.
In the Audit Trail or Audit Log at the time the orders are deleted, you may see the following reject message: Quoting against an Illiquid Market. If you receive this message and there is normally a liquid market for the product you are trading, then it’s likely that the FASTTemplate.xml file has not been updated on the CME Gateway.
To address these issues, refer to Checking the FASTTemplates.xml Version.