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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A Configuration Parameters<br />
<strong>CME</strong> <strong>Gateway</strong> <strong>System</strong> <strong>Administration</strong> <strong>Manual</strong> 131<br />
<strong>Trading</strong> Technologies International, Inc.<br />
Parameter Description<br />
MaxSubjects= Sets the maximum number of product channels<br />
to subscribe to on the price feed, and overrides<br />
the <strong>CME</strong> <strong>Gateway</strong> default channel limit. <strong>TT</strong><br />
highly recommends subscribing to no more than<br />
14 channels per gateway, however, certain<br />
channels do not experience the same trading<br />
volume and can be added beyond the 14channel<br />
limit without introducing latency or<br />
negatively impacting system performance. For<br />
more information about optimizing your<br />
gateway, refer to the section<br />
called Recommendations for Optimal<br />
Performance on page 70.<br />
If your gateway experiences dropped packets or<br />
price latencies after enabling the MaxSubjects<br />
functionality, remove this parameter and<br />
reconfigure your price subscriptions. If you<br />
contact <strong>TT</strong> about price latency/stability issues<br />
after setting this parameter, you will be<br />
instructed to remove this parameter and lower<br />
the number of channels as the first debugging<br />
step.<br />
By default, this parameter is not present and the<br />
<strong>CME</strong> <strong>Gateway</strong> subscribes to a maximum of 14<br />
product channels.<br />
Note: <strong>TT</strong> highly recommends that you work with<br />
your TAM to determine if your gateway<br />
configuration can reasonably process additional<br />
channels above the 14-channel limit.<br />
ProcessDailies Sets whether the Price Server processes daily<br />
Futures contracts available on the following<br />
market data channels:<br />
GREEN_EXCHANGE_FUTURES and<br />
NYMEX_FAST_NATURALGAS_PROPANE.<br />
The parameter has two settings:<br />
• Y: the Price Server processes daily<br />
contracts on these channels.<br />
• N: the Price Server does not process daily<br />
contracts on these channels.<br />
If ProcessDailies=Y, the FASTSubject#<br />
parameters for GREEN_EXCHANGE_FUTURES<br />
and/or NYMEX_FAST_NATURALGAS_PROPANE<br />
must be enabled.<br />
By default, this parameter is not present and the<br />
<strong>CME</strong> <strong>Gateway</strong> behaves as if set to N.<br />
Table 6. [price_session] section parameters<br />
Note: If ProcessDailies=Y, any FIX Adapter,<br />
X_TRADER ® API, or Back Office Bridge users in<br />
your environment must upgrade to the following<br />
versions in order to support daily Futures<br />
contracts:<br />
• FIX Adapter 7.7.4<br />
• X_TRADER API 7.7.6<br />
• Back Office Bridge 3.2.2
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