MX 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
- HSVF Market Data Configuration
- Configuring the Price Server Connection 7.18
- Number of Orders at Price
- Support for Market Depth
- HSVF Market Data Configuration 7.18
- Calculating Volume at Price (VAP)
- Configuring Product Subscriptions
- Support for Settlement Prices
- Support for Implied Prices
- Configuring Order Management
- Configuration Parameters
- Disaster Recovery
The MX Gateway uses hostinfo.cfg (located in <root directory>:ttconfig) to configure its connection parameters and behavior. If this file is not configured or used properly, the MX Gateway will not function correctly. You must configure the hostinfo.cfg file at the time of installation and when any changes are made to your network setup or exchange member logon IDs.
The default hostinfo.cfg file on the MX Gateway includes the following sections that contain parameters used for configuring MX Gateway behavior:
- [OrderServerSession_#]: The Order Server on the MX Gateway uses this section to configure an order session.
- [PriceServer]: The Price Server on the MX Gateway uses this section to configure a price session.
Hostinfo.cfg may have lines that begin with the “#” symbol. These lines are informative (i.e., comments) and do not configure behavior.
When editing configuration files (*.cfg), each logical set or entry must have its own line.
The Order Server uses the configuration settings in this section to maintain an order session. For each session, you must configure an Order Router using the [OrderServerSession_#] section. Additional sections configure an Order Router on the MX Gateway to host multiple firm memberships.
You must assign each section a unique name using the # part of the name. For example, if you have two sections in your hostinfo.cfg, you could simply name them:
Whenever a trader submits an order, that trader’s Member ID determines which order session carries the order. The Member ID maps to the order session’s member parameter. For additional considerations in determining order sessions based upon the Member ID, refer to Order Router Selection.
The table below includes the parameters that you use with the [OrderServerSession_#] section. Default values are included whenever possible.
You must cancel all working orders before altering or removing any SAIL order session information. Failure to do so can result in orders becoming lost or deleted from the MX Gateway.
The following example sections illustrate:
- A hostinfo.cfg configured for one membership.
- A hostinfo.cfg configured for two memberships.
|Example HostInfo.cfg File - One Member||Example HostInfo.cfg File - Two Members|
The [PriceServer] section configures the Price Server connection to the HSVF market data and lists the product groups for which the Price Server subscribes. The contents of each [PriceServer] section consist of the following parameters:
This is the section title.
Configures the type of data (i.e., products) to which the MX Gateway subscribes. You can subscribe to any market data that has a [MX_<product group>] section in the MXProductGroup.cfg file.
The value of this parameter must match the name of the corresponding product group in the MXProductGroup.cfg file. The MX Gateway uses MXProductGroup.cfg to determine how to connect to the HSVF price feed to subscribe to the specified market data.