TT CME Gateway System Administration Manual - Trading ...

FASTInterface
Parameters
[fastInterface]
Subject=CME_EMINI_FUTURES
ChannelNumber=7
Version=0
AddressFeedA=224.0.26.1:10001
AddressFeedB=224.0.27.1:10001
InstrumentAddressFeedA=224.0.26.37:12001
InstrumentAddressFeedB=224.0.27.37:12001
SnapshotAddressFeedA=224.0.26.19:11001
SnapshotAddressFeedB=224.0.27.19:11001
Subject=CBOT_FAST_COMM_FUTURES
ChannelNumber=111
AddressFeedA=224.0.26.9:10016
AddressFeedB=224.0.27.9:10016
InstrumentAddressFeedA=224.0.26.45:12016
InstrumentAddressFeedA=224.0.27.45:12016
SnapshotAddressFeedA=224.0.26.27:11016
SnapshotAddressFeedb=224.0.27.27:11016
4 Configuring Market Data
The fast.cfg is simply an index file that maps connectivity information to the
various subjects that the CME Group broadcasts using FIX/FAST messages over
the MDP feed. The fast.cfg file stores connection information for subject data in
unique channel sections. By default, the TT CME Gateway does not automatically
download all of the various feeds configured in the fast.cfg file. To download the
feed for a particular subject, you must add a Subject#=Subject line to the
[price_session] section in the hostinfo.cfg (for details on this parameter, refer
to the section called Section: [price_session] on page 120).
By default the TT CME Gateway installs with a fast.cfg file configured to download
all possible subject types from the CME Group. If the CME Group adds a new
subject (i.e., set of product information) at a later time, TT will send out a
Customer Advisory informing customers what changes they may need to make.
Parameter Description
[fastInterface] This is the section title. All sections in the
fast.cfg file use this section title; there
are no variables.
Subject=Subject Sets the subject name of the data that
the TT CME Gateway can request. To
request this data, you must include a
Subject parameter in the
[price_session] section of the
hostinfo.cfg with this subject as its
value.
ChannelNumber=XXX A variable number, starting at 1, that
uniquely identifies the [fastInterface]
section. The CME Group specifies this
value.
Version=0 Allows the TT CME Gateway to support
the version of FIX/FAST used on a given
channel, which is specified by The CME
Group. Refer to the section called FIX/
FAST Versions on page 69.
This parameter is available in TT CME
Gateway Version 7.12.2 and higher.
Table 9. fast.cfg parameters
68 TT CME Gateway System Administration Manual
Trading Technologies International, Inc.