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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7 Troubleshooting<br />
Order Messaging Volume<br />
Controls<br />
<strong>CME</strong> <strong>Gateway</strong> <strong>System</strong> <strong>Administration</strong> <strong>Manual</strong> 121<br />
<strong>Trading</strong> Technologies International, Inc.<br />
Example:<br />
Statistics for: <strong>CME</strong>_EQ_FUTURES<br />
Address 233.119.160.142:10142 on 172.17.117.101:<br />
Received: 46<br />
Dropped: 10<br />
Address Percent Loss: 17.86%<br />
Address 233.119.160.206:10206 on 172.17.117.101:<br />
Received: 48<br />
Dropped: 8<br />
Address Percent Loss: 14.29%<br />
Packets Not Received By Any Interface: 8<br />
Subject Percent Loss: 14.81%<br />
The <strong>CME</strong> Group sets messaging volume thresholds at the iLink session level to<br />
monitor and control excessive new order and cancel/replace messaging. The<br />
automated controls are designed to prevent latencies and support valid trading.<br />
The current threshold is 750 MPS. The volume threshold for order cancel is 1,000<br />
MPS.<br />
Note: If an iLink session exceeds the threshold over a rolling three-second window, the<br />
following error will be displayed in the X_TRADER® Audit Trail window:<br />
Volume Controls Initiated Reject. Current TPS:nnn<br />
Where: nnn is the current messaging rate in transactions (messages) per second.<br />
If you receive this message from the <strong>CME</strong> Group, there are no actions to take<br />
concerning the <strong>CME</strong> <strong>Gateway</strong>. However, you should be aware that subsequent<br />
new order and cancel/replace messages will be rejected by the exchange until the<br />
average MPS rate falls below the threshold.
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