TT CME Gateway System Administration Manual - Trading ...
TT CME Gateway System Administration Manual - Trading ...
TT CME Gateway System Administration Manual - Trading ...
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5 Configuring Order Management<br />
Example: [location] The following example shows the [location] section correctly configured at the<br />
top of the hostinfo.cfg file.<br />
Example:<br />
## Global section Location is mandatory and applies to all the order<br />
Sessions on the <strong>Gateway</strong>.<br />
## Within the Location section:<br />
## i) a mandatory parameter named Country is required and should be the 2<br />
character country code per ISO 3166-1.<br />
## ii) an optional parameter named StateProvince. if provided, it has to<br />
be 2 characters.<br />
##<br />
## For example,<br />
##<br />
## [location]<br />
## Country=US<br />
## StateProvince=IL<br />
##<br />
## [location]<br />
## Country=GB<br />
[location]<br />
Country=US<br />
StateProvince=IL<br />
Interpreting Log Files Tag 142 and Tag 1028 are populated by the <strong>CME</strong> <strong>Gateway</strong> and appear in the<br />
following <strong>TT</strong> log files regardless of whether they are returned in exchange<br />
acknowledgement and response messages:<br />
• FIX log (e.g., //tt/logfiles/<strong>CME</strong>_R80000_Send-<br />
Recv_2011-06-03.log)<br />
• Order Server log (e.g., //tt/logfiles/<strong>CME</strong>-<br />
G_PROD_OrderServer_2011-06-03).<br />
• Audit files (e.g., //tt/auditfiles/<strong>CME</strong>-G_2011-06-03.cba).<br />
For location, the exchange returns the country code and state or province in Tag<br />
143.<br />
Refer to the following examples when troubleshooting or interpreting logfiles for<br />
location and automated trading indicator values. The first example is the FIX Log<br />
entry at session logon.<br />
Example: Logon Message in Send-Recv FIX Log<br />
Send(02/16/2011-<br />
09:22:55.985)|8=FIX.4.29=0014535=A49=S11000U56=<strong>CME</strong>57=G50=S11X 142=US,IL<br />
34=1369=052=20110216-15:22:55.985108=3095=396=S11 1603=<strong>CME</strong> <strong>Gateway</strong><br />
1604=7.14.3.7 1605=<strong>TT</strong> 98=010=078<br />
Recv(02/16/2011-<br />
09:22:57.483)|8=FIX.4.29=18935=534=2584369=273452=20110216-<br />
15:23:03.84149=<strong>CME</strong>50=G56=S11000U57=S11X 143=US,IL 58=Sequence number<br />
received lower than expected. Expected [2735] Received 1. Logout<br />
forced.789=273510=037<br />
The next example shows the FIX Log entry for an order entered manually through<br />
the <strong>CME</strong> <strong>Gateway</strong>.<br />
Example: Order Add in Send-Recv FIX Log<br />
100 <strong>CME</strong> <strong>Gateway</strong> <strong>System</strong> <strong>Administration</strong> <strong>Manual</strong><br />
<strong>Trading</strong> Technologies International, Inc.
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