TT CME Gateway System Administration Manual - Trading ...

6
Single Gateway Failure
CME Gateway System Administration Manual 111
Trading Technologies International, Inc.
Disaster Recovery
Gateway Behavior When a single CME Gateway fails during trading hours, updated Order Book
information is not available until the CME Gateway reconnects to the exchange,
and traders cannot submit orders via the CME Gateway. All orders currently in the
market remain as working orders. If traders want to cancel their orders, they
must call the exchange. Clients (e.g., X_TRADER® workstations) can remain
connected to the CME Gateway while the gateway reconnects to the exchange.
Gateway Recovery: Fills After the CME Gateway begins accepting fills again, X_TRADER® refreshes the Fill
window by downloading the fill information stored in the *.bof file (located in
:\tt\datfiles). Additionally, while the CME Gateway is down, CME
Group queues any fills that occur. When the gateway reconnects, CME Group
sends these fills.
Gateway Recovery:
Prices
Gateway Recovery:
Order Routers
Gateway Recovery:
Orders
After it is restarted after a failure, the Price Server goes through the normal price
feed connection process as described in the section called Price Server Data
Flow on page 48.
Order Routers exist on the CME Gateway as threads in the Order Server. Thus, if
an Order Router loses its connection, the Order Server restarts it.
When an Order Router thread loses its connection to CME Group, it begins the
recovery process detailed below. If at anytime the Order Router regains its
connection, it begins communicating with the exchange as normal and the
recovery process stops:
• The Order Router attempts to reconnect to the IP address and port set in
the PrimaryIP and PrimaryPort parameters
• The Order Router continues to reconnect using the primary IP address.
While Order Routers cycle, they appear in Guardian in a “feed down” state.
When it reconnects to the exchange, the CME Gateway automatically requests all
Order Book information from the exchange host. Because the exchange host
queues all messages that occur while the CME Gateway is disconnected, no order
or fill information is lost.
When the Order Server starts, it determines the current Order Book from the
*_mode_orders.tbl file, which contains a record of active orders (i.e., working
or partially filled orders). Because the Order Server records all order activity to
the *_mode_orders.tbl file, the size of this file depends upon the volume of
trading activity prior to the failure (i.e., the more the trading activity, the larger
the file).
Warning: Because the *_mode_orders.tbl file contains a record of all orders, do
not delete it! Doing so destroys the CME Gateway’s record regarding order book
information. While orders remain active in the market, traders cannot access them
through the CME Gateway to change or delete them.
On the CME Gateway, if the Order Server is unable to start up after recovering
from the failure (i.e., if it continually restarts), use the -r command line
parameter to start the Order Server.