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TT CME Gateway System Administration Manual - Trading ...

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A Configuration Parameters<br />

Section: [price_session] The [price_session] section configures the Price Server connection to <strong>CME</strong> Group<br />

and lists the various subjects for which the Price Server subscribes. Parameters<br />

that are not present by default can be added manually to this section using a text<br />

editor (e.g., Notepad). The [price_session] section consists of the following<br />

parameters:<br />

Parameter Description<br />

[price_session] This is the section title.<br />

OptionStrategies=Y Sets whether the <strong>CME</strong> <strong>Gateway</strong> supports<br />

trading of options strategies, user-defined<br />

strategies, and exchange-defined strategies.<br />

This parameter has two settings:<br />

• Y: The <strong>CME</strong> <strong>Gateway</strong> supports trading of<br />

options strategies, user-defined strategies,<br />

and exchange-defined strategies.<br />

• N: The <strong>CME</strong> <strong>Gateway</strong> does not support<br />

trading of options strategies, user-defined<br />

strategies, and exchange-defined<br />

strategies.<br />

When this parameter is set to Y, any new or<br />

existing options strategy, User-Defined Strategy<br />

(UDS) or Exchange-Defined Strategy (EDS) is<br />

made available for trading by the <strong>CME</strong> <strong>Gateway</strong>.<br />

When this parameter is set to N, no options<br />

strategy, user-defined or exchange-defined<br />

strategy is processed by the <strong>CME</strong> <strong>Gateway</strong>;<br />

however, you can still create a User-Defined-<br />

Strategy if this parameter is set to N.<br />

Leaving this parameter set to Y when you do not<br />

use strategies is not detrimental to the <strong>CME</strong><br />

<strong>Gateway</strong>. By default, this parameter is present<br />

and is set to Y.<br />

MulticastConfig For 7.16.0 or higher versions, sets the relative<br />

path to the <strong>TT</strong> configuration directory (\config)<br />

and fast.cfg. The path to the directory can be<br />

changed to a customized location relative to<br />

\config by entering and configuring this<br />

parameter. By default, this parameter is not<br />

present and the gateway automatically locates<br />

fast.cfg in the \config directory.<br />

Table 6. [price_session] section parameters<br />

130 <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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