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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FIX/FAST Configuration<br />
Introduction <strong>TT</strong> <strong>CME</strong> <strong>Gateway</strong>s provide <strong>CME</strong> Group’s FIX/FAST support by default.<br />
4 Configuring Market Data<br />
FIX/FAST Behavior To support FIX/FAST mode, the <strong>TT</strong> <strong>CME</strong> <strong>Gateway</strong> uses the following:<br />
• Hostinfo.cfg parameters:<br />
- TemplateFile parameter: This parameter sets the location of the<br />
FAS<strong>TT</strong>emplates.xml file.<br />
- Subject parameters: The <strong>TT</strong> <strong>CME</strong> <strong>Gateway</strong> uses FASTSubject<br />
parameters for FIX/FAST.<br />
• FAS<strong>TT</strong>emplates.xml file: The FAS<strong>TT</strong>emplates.xml file serves as an<br />
encoder/decoder between the exchange and the <strong>TT</strong> <strong>CME</strong> <strong>Gateway</strong>.<br />
• FAST.cfg file: This configuration file contains connection information<br />
specific to product subscriptions.<br />
FAS<strong>TT</strong>emplates.xml The FAS<strong>TT</strong>emplates.xml file is an exchange-provided template file required to<br />
encode and decode the market data feed sent by the exchange. The file contains<br />
no user-configurable parameters. Any modifications to the contents of the file will<br />
result in incorrect parsing of the price feed.<br />
The file automatically installs with the <strong>TT</strong> <strong>CME</strong> <strong>Gateway</strong> and may need to be<br />
updated periodically. By default, this file is located in the :\tt\config directory.<br />
Note: To ensure that complete and accurate market data is being used on the <strong>TT</strong> <strong>CME</strong><br />
<strong>Gateway</strong>, you must use the most recent version of the FAS<strong>TT</strong>emplates.xml file. Failure to<br />
do so results in incorrect parsing of the price feed and ultimately bad prices.<br />
<strong>TT</strong> provides the updated version of the file as follows:<br />
• Clean installation: Installing the latest version of the <strong>TT</strong> <strong>CME</strong> <strong>Gateway</strong><br />
provides the most recent FAS<strong>TT</strong>emplates.xml file by default.<br />
• Upgrade: When upgrading to the latest version of the gateway, the <strong>TT</strong> <strong>CME</strong><br />
<strong>Gateway</strong> overwrites your existing FAS<strong>TT</strong>emplates.xml file with the most<br />
recent version.<br />
• Customer Advisory: If the exchange updates the FAS<strong>TT</strong>emplates.xml<br />
file prior to a <strong>TT</strong> <strong>CME</strong> <strong>Gateway</strong> release, <strong>TT</strong> will issue a Customer Advisory<br />
with the most recent version. You must manually overwrite your existing<br />
file with the most current file.<br />
64 <strong>TT</strong> <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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