TT CME Gateway System Administration Manual - Trading ...

4 Configuring Market Data
FIX/FAST Versions The TT CME Gateway Version 7.12.2 and higher supports whichever version of
FIX/FAST is used by the exchange for a given channel. At startup, the Price Server
detects the version and logs the following message to the Price Server log:
TT CME Gateway System Administration Manual 69
Trading Technologies International, Inc.
Parameter Description
AddressFeed*=IPAddress:Port This parameter sets the IP address and
port that the CME Group uses to
broadcast the subject data (as specified
in the Subject parameter). For purposes
of disaster recovery, each
[fastInterface] section can contain
multiple AddressFeed* parameters. The
CME Group specifies these values.
* is a wildcard and uniquely identifies a
feed for the data that the specified
IPAddress:Port distributes.
Example:
You include the line item
AddressFeedA=233.119.16.12:10012
This sets the TT Gateway to obtain
subject data from IP Address
233.119.16.12 and port 10012. This feed
is labeled FeedA for purposes of routing.
InstrumentAddressFeedA Sets the IP address and port that the
CME Group uses to broadcast the
instrument definition data.
SnapshotAddressFeedA Sets the IP address and port that the
CME Group uses to broadcast snapshots
of market data activity.
Table 9. fast.cfg parameters
Example: Gateway supporting FIX/FAST 2.0 on channel 7
28.03.2010 10:37:24.789 | PRICESERVER/SIM | 5600 | INFO | 00000000 |
price_session/FASTPriceBridge/FASTPriceBridge/CME_FAST_EQ_FUTURES | FAST
INFO: CME_FAST_EQ_FUTURES: 224.0.25.6:10001: Auto-Sensing: VERSION TWO
If the TT CME Gateway detects FIX/FAST Version 1.0 for a particular channel, then
Auto-Sensing: VERSION ONE is written in the log message.