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TTM Network Administration Documentation

Tuning TT Applications


In the context of network administration and optimization, TT Gateways are the only TT products that you can tune to manipulate local network traffic effectively. To configure how the TT Gateway behaves on the network, use the Aconfig Utility. For instructions on using this utility, refer to the TT Gateway Architecture SAM Version 7.X.

Price Server

Using AConfig Utility, you can set the following behavior of the Price Server:

  • Restrict requests for Market Depth using the parameter Update-Expiration-Secs located at: AConfigCoreServerExchange-SpecificExchange-flavorMarket-Depth.
  • Create an interval between your broadcasts of market depth and inside market using the parameter Interval-mSecs located at AConfigCoreServerExchange-SpecificExchange-flavorMarket-Depth. Throttling your data distribution in this fashion is also referred to as rate limiting.
  • Regulate the introduction of new products so the network does not get swamped using the parameters PacingInterval and PacingCount located at AConfigCoreServerExchange-SpecificExchange-flavorRisk.
  • Configure how the Price Server handles Total Traded Quantity at Price (TTQAP; also called VAP) broadcasts. You can find all parameters associated with this functionality at: AConfigCoreServerExchange-SpecificExchange-flavorTTQAP.

Fill Server

Using AConfig Utility, you can set whether traders can request and access historical fills (i.e., fills generated during a previous trading day or session as defined in the AConfig Utility). You set this behavior using the parameter called Use located at: AConfigCoreServerExchange-SpecificExchange-flavorFill-ServerHistorical.

Because downloading fills from previous days can lead to heavy network traffic, by default the Fill Server filters out all fills from previous trading sessions when responding to requests for fills. TT recommends that you change this setting only when troubleshooting fill activity or when you need to see fills from prior sessions.

For further information on the Fill Server and how and when to configure it, refer to the TT Gateway Architecture SAM Version 7.X.

Price Proxy

To handle increasing order volumes, many TT customers deploy multiple TT Gateways within a single market, e.g. CME-A, CME-B, CME-C, and CME-D. If each of these Gateways runs a Price Server, a high potential exists that a single price update from the exchange results in two, three or ‘N’ updates multicast on the network, depending on the number of Gateways installed. In large networks, this can create serious network congestion and stability problems.

TT provides an alternative price delivery architecture to address the problem of duplicate price updates: Market Price Feed 2 / Price Proxy (MPF2). By deploying MPF2 / Price Proxy, you can configure one TT Price Server to provide prices to client applications that are connected to any number of TT Gateways within a single market. MPF2 improves the utilization of existing network environment by preventing duplicate prices from being multicast on the network. In addition, Price Proxy improves Price Server performance by offloading product download and client connection overhead from the Price Server.

Benefits of the MPF2 architecture include:

  • Lower bandwidth utilization: on any network segment, only one MPF Server per market broadcasts price data via multicast, instead of each TT Gateway, thus prices travel the network only once.
  • Dedicated Order and Fill resources: mapped TT Gateways can dedicate machine resources to order and fill activity. Such dedication results in decreased latency and higher throughput.
  • Enhanced scalability: a single MPF server supports a greater number of traders compared to the standard TT architecture.

Network administrators find MPF2 to be particularly beneficial when for markets such as CME, CBOT or ICE, where the exchange offers a large number of contracts with high price update rates.

Please refer to the MPF2 Feature Guide for information about deploying MPF2. TT strongly recommends that you contact your TAM for assistance in planning and deploying MPF2 in your network