TT CME Gateway System Administration Manual - Trading ...
TT CME Gateway System Administration Manual - Trading ...
TT CME Gateway System Administration Manual - Trading ...
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
Parameter Description<br />
A Configuration Parameters<br />
ignoregroupcode= Sets the <strong>CME</strong> Group’s group codes (comma<br />
delimited) for products that the <strong>TT</strong> <strong>Gateway</strong><br />
ignores. Contact the <strong>CME</strong> Group for a current list<br />
of group codes.<br />
In order to trade Eurodollar options, you must:<br />
• uncomment this parameter by removing<br />
the # sign, if present<br />
• set ignoregroupcode=none<br />
Note: The productgroupingfilter parameter<br />
overrides this setting.<br />
ProductGroupingFilter Sets which products to include or exclude from<br />
the price feed based on the<br />
EnableOrDisableGroups parameter. Products<br />
must follow the format set in the<br />
productgroupings.cfg file.<br />
By default, this parameter is not present and the<br />
<strong>CME</strong> <strong>Gateway</strong> subscribes to all products except<br />
those listed in the ignoregroupcode parameter.<br />
EnableOrDisableGroupings=enabled If the value equals enabled, the price feed<br />
includes products listed in the<br />
productgroupingfilter parameter. If the<br />
value does not equal enabled, all products listed<br />
in the productgroupingfilter parameter are<br />
excluded from the price feed.<br />
By default, this parameter is not present and the<br />
<strong>CME</strong> <strong>Gateway</strong> subscribes to all products except<br />
those listed in the ignoregroupcode parameter.<br />
Note: This parameter only functions when<br />
values are set in the productgroupingfilter<br />
parameter and the productgroupings.cfg file<br />
is present.<br />
MaxSnapshotQueue Set the number of messages the <strong>CME</strong> <strong>Gateway</strong><br />
stores when awaiting a market snapshot from<br />
the <strong>CME</strong> Group.<br />
By default, this parameter is not present and the<br />
<strong>CME</strong> <strong>Gateway</strong> behaves as if<br />
MaxSnapshotQueue=300.<br />
Note: This parameter is only available in<br />
FIX/FAST mode.<br />
TemplateFile For 7.15.0 or lower versions, sets the location of<br />
the FAS<strong>TT</strong>emplates.xml file. By default, <strong>CME</strong><br />
<strong>Gateway</strong>s set TemplateFile=\tt\config\FAS<strong>TT</strong>emplates.xml. If this<br />
parameter is present in hostinfo.cfg after an<br />
upgrade to a 7.16.0 or higher, the setting will be<br />
ignored.<br />
For information on how the <strong>CME</strong> <strong>Gateway</strong> uses<br />
the FAS<strong>TT</strong>emplates.xml file, refer to the section<br />
called FIX/FAST Behavior on page 52.<br />
Table 6. [price_session] section parameters<br />
132 <strong>CME</strong> <strong>Gateway</strong> <strong>System</strong> <strong>Administration</strong> <strong>Manual</strong><br />
<strong>Trading</strong> Technologies International, Inc.
Change language