Market Price Feed Documentation
- Market Price Feed (MPF) Description
- MPF Architecture
- System Configuration
Product Splitting Order Server Consolidation
- Product Splitting / Order Server Consolidation Description
- Network Diagrams
- Configuring the MPF Price Server for Product Splitting
- Configuring a Mapped TT Gateway for Product Splitting
- Configuring a Standalone Price Proxy for Product Splitting
- Migrating an MPF Environment to Support Product Splitting
MPF Simple Network Diagram
The following diagram illustrates a simple network set up to support the MPF architecture. In this diagram:
- X_TRADER workstations connect to the appropriate mapped TT Gateway as normal (i.e., TT CME-B, CME-C, or CME-D Gateways) for all API connections (Orders, Prices, Fills, etc.).
- Mapped TT Gateways route all price subscriptions and resynch requests to the MPF Server (named CME-A) for CME prices.
- The network is a mixed environment and also hosts TT LIFFE-A and Eurex-A Gateways configured as normal TT Gateways. Traders can access each of these TT Gateways for prices, orders, and fills.
- A single instance of Price Proxy runs on each Mapped Gateway.
MPF High Performance Diagram
The following diagram illustrates a standalone Price Proxy set up to support multiple exchange flavors of the same market. In this diagram:
- X_TRADER workstations connect to the appropriate mapped TT Gateway (i.e., TT CME-A, or CME-B Gateway) for Order and Fill API connections.
- X_TRADER workstations connect to Price Proxy for all CME-A and CME-B Price API connections.
- Dedicated Price Proxy routes price subscriptions and resynch requests to the MPF server (named CME-Z) for CME prices.
TT supports both single instance and multiple instance Price Proxy standalone servers. Each setup utilizes similar network topology as described above.
MPF Component Diagram
The MPF Architecture diagram illustrates the following logical architecture of the MPF setup:
- Two TT Gateways of the same type (e.g., TT CME Gateways) run on the network. One is an MPF Server and the other is a mapped TT Gateway.
- The MPF Server runs only the Price and Guard Servers (all other servers are inactive in ttchron.ini).
- The mapped TT Gateway runs a Price Proxy and all server components except for the Price Server.
- Client applications connect to the mapped TT Gateway for orders, fills, product and contract definitions, keys, and login authentication, and receive multicast price data from the MPF Server.