TT CME Gateway System Administration Manual - Trading ...

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ChapterType Variable Additional Considerations Related Documentation This manual is part of a comprehensive Trading Technologies set of documentation that includes but is not limited to the following topics and documents: • TT Gateway Architecture System Administration Manual Version 7.X • TT Trading Systems Network Administration Manual Version 2.0.1 • Guardian User Manual Version 7.5.2 For copies of any of these documents, visit the TT Customer Portal. Text Formatting Conventions This manual uses a set of terms, symbols, and typographic conventions to categorize specific information. Familiarity with these conventions will help you use this manual more effectively: 10 CME Gateway System Administration Manual Trading Technologies International, Inc.
1 Exchange Location and Interface CME Gateway System Administration Manual 11 Trading Technologies International, Inc. TT Gateway and the Exchange What’s New in 7.16? In response to recently issued European Securities and Markets Authority (ESMA) guidelines, CME Gateways 7.16.1 and higher support the following features found in TT User Setup 7.4.6: • Price Control: administrators can now set the price band in which orders can be entered for a given user to a pre-determined number of ticks above or below the current market price. • Order Throughput Control: administrators can set limits on the number of messages per second that a user can send per TT gateway. • GTC/GTDate Control: administrators can restrict the usage of GTC and GTDate orders. For more information on these features, refer to the TT User Setup User Manual. After an upgrade to CME Gateway 7.16, you must set the Sendersubid parameter to “Exchange” in hostinfo.cfg if you want to continue sending Trader IDs as Tag 50. If Sendersubid is not configured after an upgrade, the default gateway behavior for 7.16 and higher is to populate Tag 50 with the trader’s TT Username defined in TT User Setup. TT Gateways 7.16 introduce the Integrated Message Acceleration initiative. This marks the first appearance of a redesigned communications architecture across the entire TT trading platform. TT’s new integrated approach leads to large reductions in latency and variability when delivering prices, orders and fills from the exchange to trading applications. Traders should expect to see: • Faster turnaround on re-quotes • Mean latency reduced up to 80% • Latency spikes reduced up to 95% • Order latency reduced up to 40% in quiet market conditions • Better odds against “getting legged” under heavy market conditions In addition, the 7.16 Gateways include the following enhancements: • Windows Server 2008 Support: TT Gateways 7.16 and higher contain an enhancement to fully support the Window Server 2008 (R2 64-bit) operating system. • New TT Chron 7.7: TT Chron 7.7 has been updated to fully support the Windows Server 2008 (R2 64-bit) operating system. • Order Session Identification: TT Gateways now record the exchange credential used to route each order. Future versions of TT’s client applications will contain an enhancement to display this value for each trade. • Number of Orders at Price: TT Gateways obtain the number of orders at each price level and send it to the client trading applications. Note: This feature requires X_TRADER 7.11 or higher and is fully supported for the following TT Gateways 7.16: BrokerTec, BVMF, CBOT, CME, ICE, LME, MX, OSE and SGX. • Updated Audit Files: Many exchanges require users to record additional
Page 1 and 2: CME Gateway System Administration M
Page 5 and 6: 1 Table of Contents Verifying Conne
Page 9: CME Gateway CME Gateway System Admi
Page 13 and 14: 1 TT Gateway and the Exchange CME G
Page 15 and 16: 1 TT Gateway and the Exchange CME G
Page 17 and 18: 1 TT Gateway and the Exchange Routi
Page 19 and 20: 1 TT Gateway and the Exchange MDP P
Page 21 and 22: 1 TT Gateway and the Exchange Gatew
Page 23 and 24: 1 TT Gateway and the Exchange Gatew
Page 25 and 26: 1 TT Gateway and the Exchange Order
Page 27 and 28: 1 TT Gateway and the Exchange File
Page 29 and 30: 1 TT Gateway and the Exchange Forma
Page 31 and 32: 2 Preparing to Install CME Gateway
Page 33 and 34: 2 Installing and Upgrading CME Gate
Page 39 and 40: 2 Installing and Upgrading Installi
Page 41 and 42: 2 Installing and Upgrading Addition
Page 43 and 44: 2 Installing and Upgrading Upgradin
Page 47 and 48: 3 Initial Configuration CME Gateway
Page 49 and 50: 3 Configuring Global Settings Confi
Page 51 and 52: 3 Configuring Global Settings Verif
Page 53 and 54: 3 Configuring Global Settings Confi
Page 55 and 56: 3 Configuring Global Settings Verif
Page 57 and 58: 3 Configuring Global Settings Testi
Page 59 and 60: 4 Understanding the Price Feed TT C
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4 Configuring Market Data Tick Tabl
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4 Configuring Market Data Configuri
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4 Configuring Market Data Checking
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4 Configuring Market Data Emergency
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4 Configuring Market Data FIX/FAST
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4 Configuring Market Data Enabling
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4 Configuring Market Data Data Flow
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4 Configuring Market Data Number of
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4 Configuring Market Data TT CME Ga
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4 Configuring Market Data Support F
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4 Configuring Market Data Support F
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4 Configuring Market Data TT CME Ga
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4 Configuring Market Data X_TRADER
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5 Understanding Order Management Or
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5 Configuring Order Management Conf
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5 Configuring Order Management Orde
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5 Configuring Order Management TT G
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5 Configuring Order Management CME
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5 Configuring Order Management CME
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5 Configuring Order Management Exam
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5 Configuring Order Management Inst
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5 Configuring Order Management Supp
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5 Configuring Order Management Sing
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6 Single Gateway Failure CME Gatewa
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6 Disaster Recovery Price Server Fa
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6 Disaster Recovery Failover Behavi
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6 Disaster Recovery Exchange Host F
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7 Using Connection Quality Tools CM
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7 Troubleshooting Order Messaging V
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7 Troubleshooting FASTTemplate.xml
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A HostInfo.cfg CME Gateway System A
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A Configuration Parameters A1=40 G1
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A Configuration Parameters CME Gate
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CME Gateway System Administration M
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A Index CME Gateway System Administ
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