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
Test the System Configuration
After installing all necessary software packages and upgrades, disabling and turning off the appropriate servers, and configuring priceproxy.ini, you are ready to test your system.
To perform an effective system test, you must ensure that the machines in your MPF setup can access the relevant exchange(s) for prices, order submission, and fills.
If the TT Gateway(s) and MPF Server are scheduled to run in ttchron.ini and you test the MPF setup outside of the scheduled runtime hours, TTChron immediately shuts them down when you start them. For this reason, TT recommends that you test the MPF setup during normal runtime hours with assistance from your local TAM.
The procedure below lists the high-level tasks you must perform to successfully test your system.
To test your MPF setup:
- Start all mapped TT Gateways and the MPF Server.
- Using a version of X_TRADER that supports MPF, log into a mapped TT Gateway.
- Download products and contracts and verify that prices update.
- Verify that TT_yyyy-mm-dd.log (located in <root drive>:ttlogfiles) displays
Example Log Entry Illustrating MPF Mapping
4.01.2008 14:03:11.168 | X_TRADER App/PROD | 808 | INFO | 00000000 | MPF: CME-D is a proxy for CME
04.01.2008 14:03:20.059 | X_TRADER App/PROD | 372 | INFO | 00000000 | MPF: CME-D mapped to CME
- Submit a market depth request.
- Open an MD Trader® window and verify that it receives market depth data.
- Submit a trade.
- View the resultant fill.