Hardware and Software Requirements - Trading Technologies

TT Gateways — Market Data Traffic
During trading sessions with high volumes, the price feed from several TT Gateways can cause
substantial network load and noticeably impact performance on X_TRADER® workstations.
There are two TT-specific options to help alleviate the amount of network traffic sent: You may
enable price coalescing on TT Gateways or set up an MPF2 (Market Price Feed) trading environment.
Price Coalescing
• When a TT Gateway receives a price update for a specific product, it stores that price until
a specified time interval has passed. If the TT Gateway receives another price update for
the same product in the meantime, the TT Gateway will overwrite the stored price with
that new price. The TT Gateway will send out the latest price it has stored when the time
specified has passed.
• Price Coalescing is enabled in the Aconfig Utility under Core\Server\Exchange-Specific\Exchange-Flavor\Market-Depth.
The Interval-mSecs setting determines the amount
of time between these price feed broadcasts.
• Based on the trading environment, a decision should be made with your local TAM as to
what the Interval-mSecs setting should be set to (e.g., 50 ms). The higher the setting, the
more coalescing.
Note: When using price coalescing, not all price updates are sent out, only the latest price update
for the specified products are sent out.
Note: Do not coalesce TT Eurex or Xetra Gateways (as market data is already coalesced by the
exchange); however, you may coalesce TT EurexPF Gateways.