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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Parameter Description<br />
A Configuration Parameters<br />
HeartbeatTimeout=150 This value sets the number of seconds the Price<br />
Server continues to run without receiving any<br />
data and heartbeats. If the Price Server has not<br />
received data or heartbeats after this time has<br />
elapsed, it dies. During normal trading hours,<br />
<strong>TT</strong>Chron restarts this process.<br />
During operation, if the Price Server loses its<br />
connection to the exchange and times out, it<br />
dies and then tries to reconnect after it is<br />
restarted.<br />
LogLinkInterval=1000 Price data is sent from the <strong>CME</strong> Group and<br />
assigned sequence numbers (links). This<br />
parameter sets the number of links the <strong>TT</strong><br />
<strong>Gateway</strong> bundles together.<br />
By default, this parameter is not present and the<br />
<strong>TT</strong> <strong>Gateway</strong> behaves as if this parameter is set<br />
to 1000.<br />
Warning: Do not modify this setting<br />
unless instructed to do so by a <strong>TT</strong><br />
Representative.<br />
RequestProducts=N Sets whether the <strong>TT</strong> <strong>Gateway</strong> will request<br />
historical product data at startup from the<strong>CME</strong><br />
Group.<br />
• Y: Historical product data is requested.<br />
• N: Historical product data is not requested.<br />
By default, this parameter is not present and the<br />
<strong>TT</strong> <strong>Gateway</strong> behaves as if this parameter is set<br />
to N.<br />
Warning:<br />
•Do not modify this setting unless<br />
instructed to do so by a <strong>TT</strong><br />
Representative.<br />
•This parameter may be overridden by<br />
any command line parameters which<br />
start historical data requests.<br />
IncludeSpreadTradesInVAP Sets whether the <strong>CME</strong> <strong>Gateway</strong> includes nonimplied<br />
spread trades when calculating Volume<br />
at Price (VAP).<br />
This parameter has two settings:<br />
• Y: The <strong>Gateway</strong> includes non-implied<br />
spread trades when calculating VAP.<br />
• N: The <strong>Gateway</strong> does not include nonimplied<br />
spread trades when calculating<br />
VAP.<br />
By default this parameter is not present. If this<br />
parameter is not present or contains an invalid<br />
value, the <strong>CME</strong> <strong>Gateway</strong> behaves as if set to Y.<br />
For a description on how the <strong>CME</strong> <strong>Gateway</strong><br />
calculates VAP, <strong>TT</strong>Q, LTQ and LTP, refer to the<br />
section called Configuring Total Traded<br />
Quantity at Price (VAP) on page 61.<br />
Table 6. [price_session] section parameters<br />
134 <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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