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OSE Gateway Documentation

Configuring the Price Server Connection

The OSE 7.18.Gateway requires a combination of the ITCH and OM price feeds to deliver market data. These feeds are utilized as follows:
  • The ITCH API is used to deliver streaming, real time price data.
  • The OM API requires a Market Information ID, similar to previous versions of the OSE Gateway, which is used to deliver certain reference prices such as Settlement and Open/Close.
Each Price Server requires that a Price Bridge is configured using a unique Market Information ID on the host in order to receive Settlements Open/Close and Price Limit prices. NOTE: The Price Server will fully start up and appear as green in Guardian even without a Price Bridge configured but will not receive Settlements, Open/Close or Price Limit prices. The Price Server (ITCH) and Price Bridge (OM API) configurations are as follows in the hostinfo.cfg: ose-priceserver ose-pricebridge  

Configuring Price Server failover

In order to enable hot failover for OSE Price Servers between OSE System 1 and System 2, customers must configure a pair of OSE Gateways using the same flavor. When configuring Price Server failover, the following should be considered:
  • The secondary OSE Gateway and Price Server must be the same version and configured with the same Exchange-Flavor and multicast channels as the primary OSE Gateway.
  • Any changes made in the aconfig.xml and aconfig_local.mxl files (e.g., enabling PFX) need to be made on both OSE Gateways.
  • The hostinfo.cfg file on both the primary and secondary OSE Gateways must be configured with the following:
    • The same settings for the [PriceServer] section parameters.
    • Identical product subscriptions. For example, if the primary Gateway is subscribing to MulticastGroup=OSE-1, the secondary Gateway must be subscribed to that as well.
  • To configure the secondary OSE Gateway so that only the Price Server runs, comment out the Order Server and Fill Server sections in the ttchron.ini file on the secondary OSE Gateway.
  • Identical MulticastGroups.cfg files are required on both the primary and secondary OSE Gateways.
Options for configuration of the Price Server and Price Bridge for failover purposes are as follows:
  1. In order to support hot failover of the Price Server, each should have a Price Bridge configured with a unique Market Information ID in the hostinfo.cfg.
  2. If customers do not wish to run the Price Server in hot failover mode, the primary Price Server may be configured as follows:
    1. Configure the Price Bridge with a Market Information ID on the primary Price Server
    2. Configure the Price Bridge on the secondary Price Server using the same Market Information ID as the primary Price Server, but comment out the Price Bridge section in TTChron on the secondary server. In this case, should failover to the secondary Price Server occur, Settlements, Open/Close and Price Limit prices will be missing on the secondary. When this occurs, the customer may perform a manual failover of the Price Bridge by enabling it in in TTChron after disabling it on the primary.