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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Configuring Product Subscriptions<br />
4 Configuring Market Data<br />
Overview Product subscriptions are configured on the <strong>TT</strong> <strong>CME</strong> <strong>Gateway</strong> by enabling subjects<br />
(product data) in the hostinfo.cfg file. The FIX/FAST channel and connectivity<br />
information for each product is defined in fast.cfg, which is not configurable. This<br />
section describes how to enable subjects and provides guidelines for optimizing<br />
gateway performance when configuring product subscriptions.<br />
Parameters The FASTSubject parameters in the [price_session] section of hostinfo.cfg<br />
are used for subscribing to FIX/FAST channels.<br />
Recommendations for<br />
Optimal Performance<br />
Example:<br />
FASTSubject1=<strong>CME</strong>_FAST_FX_FUTURES<br />
FASTSubject2=<strong>CME</strong>_FAST_FX_OPTIONS<br />
FASTSubject3=<strong>CME</strong>_EMINI_FUTURES<br />
FASTSubject4=<strong>CME</strong>_EMINI_OPTIONS<br />
FASTSubject5=<strong>CME</strong>_FAST_IR_FUTURES<br />
FASTSubject6=<strong>CME</strong>_FAST_IR_OPTIONS<br />
FASTSubject7=<strong>CME</strong>_FAST_OT_FUTURES<br />
FASTSubject8=<strong>CME</strong>_FAST_OT_OPTIONS<br />
#FASTSubject9=NYMEX_FAST_OIL_GASOLINE_IPORT<br />
#FASTSubject10=NYMEX_FAST_NATURALGAS_PROPANE<br />
#FASTSubject11=NYMEX_METALS_SOFTS_FUTURES<br />
#FASTSubject12=NYMEX_FAST_CRUDE_OPTIONS<br />
#FASTSubject13=NYMEX_FAST_NONCRUDE_ENERGY_OPTIONS<br />
#FASTSubject15=BMF_FUTURES<br />
#FASTSubject16=BMF_OPTIONS<br />
#FASTSubject17=DME_FUTURES<br />
#FASTSubject18=INTER_EXCHANGE_SPREADS<br />
#FASTSubject19=<strong>CME</strong>_EQ_FUTURES<br />
#FASTSubject20=<strong>CME</strong>_EQ_OPTIONS<br />
#FASTSubject21=COMEX_FUTURES<br />
#FASTSubject22=COMEX_OPTIONS<br />
#FASTSubject23=BMD_FUTURES<br />
#FASTSubject24=BMD_OPTIONS<br />
#FASTSubject26=<strong>CME</strong>_FX2_FUTURES<br />
#FASTSubject27=<strong>CME</strong>_FX2_OPTIONS<br />
#FASTSubject28=CBOT_FAST_COMM_FUTURES<br />
#FASTSubject29=CBOT_FAST_COMM_OPTIONS<br />
#FASTSubject30=CBOT_FAST_EQ_FUTURES<br />
#FASTSubject31=CBOT_FAST_EQ_OPTIONS<br />
#FASTSubject32=CBOT_FAST_IR_FUTURES<br />
#FASTSubject33=CBOT_FAST_IR_OPTIONS<br />
#FASTSubject34=MGEX_FAST_FUTURES<br />
#FASTSubject35=MGEX_FAST_OPTIONS<br />
#FASTSubject36=KCBT_FAST_FUTURES<br />
#FASTSubject37=KCBT_FAST_OPTIONS<br />
#FASTSubject38=GREEN_EXCHANGE_FUTURES<br />
#FASTSubject39=GREEN_EXCHANGE_OPTIONS<br />
#FASTSubject40=DME_OPTIONS<br />
For more information about the sections and parameters in hostinfo.cfg, refer to<br />
Appendix A, Configuration Parameters.<br />
Channel Limits<br />
For <strong>TT</strong> <strong>CME</strong> <strong>Gateway</strong> Version 7.12.3 or higher, the Price Server allows subscription<br />
to any combination of channels as long as the limit of 14 FIX/FAST channels is not<br />
exceeded. This limit also applies to MPF Price Servers in an MPF2 environment.<br />
70 <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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