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
Configuring the MPF Price Server for Product Splitting
Make the configuration changes described in this section to support a multiple MPF Price Server deployment of Price Proxy 7.16.0. Configure product splitting after configuring the MPF Server using Configuring the MPF Server.
Configuring Product Splitting
To configure product splitting on an MPF Price Server connecting to Price Proxy 7.16.0 or higher, do the following:
To configure product splitting on an MPF Price Server
- Configure product subscriptions
in hostinfo.cfg for
each MPF Price Server. Enabling the same products across active
MPF Price Servers is not supported.
Ensure all MPF Price Servers the Proxy will connect to are configured for unique product channel feeds by reviewing each MPF Price Server hostinfo.cfg file. Price Proxy will log an error if there are duplicate products across Price Servers.
- Configure the following parameters in aconfig.xml with the same settings on all
- Session Roll Times: Exchange-Day-Start and Daylight.Exchange-Day-Start must be configured with the same times on all Price Servers in a multiple MPF server deployment for product splitting.
- PDD Settings: TT recommends configuring price coalescing with the same settings on all MPF Price Servers connected to a single Price Proxy.
- PFXEnabled: All MPF Price Servers must have PFX price delivery enabled to support product splitting on version 7.16.x TT Gateways and Price Proxies. Ensure that the price delivery mode is consistent in aconfig.xml for each MPF Price Server serving a single market.
- VAP accumulation parameter settings (e.g., TTQAP).
- All MPF Price Servers connected to a single Price Proxy must be in the same market, so each Price Server is mapped to the same Market ID in aconfig.xml. This is configured by default based on the TT Gateway application.
- Configure GAL settings in aconfig.xml: The Product-Types
GAL settings must be configured to match the product subscriptions
configured in hostinfo.cfg on
each MPF Price Server.
Each MPF Price Server in a product-splitting environment must have a unique set of Product Types in their Product Table. The GAL settings on each MPF Price Server can be configured differently. The Price Proxy mapped to these Price Servers will forward the GAL settings to the client trading applications on a per Exchange-flavor basis.
If you configure different Price Server GAL settings on two or more MPF Price Servers connecting to a single Price Proxy for product splitting, then TT recommends configuring the MPF Price Servers on Version 7.16.0 or higher TT Gateways.
- Configure aconfig.xml parameters with the same settings on all MPF Price Servers in a failover group. For Price Server failover, coalescing may be configured differently across flavors, but should be identical on all members of a Price Server failover group.