TT CME Gateway System Administration Manual - Trading ...

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5. Close hostinfo.cfg. 4 Configuring Market Data 72 TT CME Gateway System Administration Manual Trading Technologies International, Inc.
4 Configuring Market Data Configuring Total Traded Quantity at Price (VAP) Overview To accurately convey market data sent from the exchange, you can configure how the TT CME Gateway calculates the following: • Total Traded Quantity at Price (TTQAP) or Volume at Price (VAP) • Total Traded Quantity (TTQ) • Last Traded Quantity (LTQ) • Last Traded Price (LTP) By configuring both the IncludeSpreadTrades and the IncludeSpreadTradesInVap parameters in the [price_session] section of hostinfo.cfg, you can set the TT Gateway to calculate VAP similar to previous versions, according to the current version’s default or a mixture of the two. By default, these parameters are not present, and the Gateway behaves as described in the first row of the following table. TT CME Gateway System Administration Manual 73 Trading Technologies International, Inc. Using approaches other than the current default will cause LTQ, LTP, and TTQAP to update unexpectedly. This will have negative effects on tools (i.e. Autospreader ® , etc.) that use these values to trigger an event because the updates may be away from the inside market when the updates occur.
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CME Gateway System Administration M
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1 Table of Contents Verifying Conne
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CME Gateway CME Gateway System Admi
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1 Exchange Location and Interface C
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1 TT Gateway and the Exchange CME G
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1 TT Gateway and the Exchange CME G
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1 TT Gateway and the Exchange Routi
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1 TT Gateway and the Exchange MDP P
Page 21 and 22: 1 TT Gateway and the Exchange Gatew
Page 23 and 24: 1 TT Gateway and the Exchange Gatew
Page 25 and 26: 1 TT Gateway and the Exchange Order
Page 27 and 28: 1 TT Gateway and the Exchange File
Page 29 and 30: 1 TT Gateway and the Exchange Forma
Page 31 and 32: 2 Preparing to Install CME Gateway
Page 33 and 34: 2 Installing and Upgrading CME Gate
Page 39 and 40: 2 Installing and Upgrading Installi
Page 41 and 42: 2 Installing and Upgrading Addition
Page 43 and 44: 2 Installing and Upgrading Upgradin
Page 47 and 48: 3 Initial Configuration CME Gateway
Page 49 and 50: 3 Configuring Global Settings Confi
Page 51 and 52: 3 Configuring Global Settings Verif
Page 53 and 54: 3 Configuring Global Settings Confi
Page 55 and 56: 3 Configuring Global Settings Verif
Page 57 and 58: 3 Configuring Global Settings Testi
Page 59 and 60: 4 Understanding the Price Feed TT C
Page 61 and 62: 4 Configuring Market Data Tick Tabl
Page 63 and 64: 4 Configuring Market Data Configuri
Page 65 and 66: 4 Configuring Market Data Checking
Page 67 and 68: 4 Configuring Market Data Emergency
Page 69 and 70: 4 Configuring Market Data FIX/FAST
Page 71: 4 Configuring Market Data Enabling
Page 75 and 76: 4 Configuring Market Data Configuri
Page 77 and 78: 4 Configuring Market Data Data Flow
Page 79 and 80: 4 Configuring Market Data Number of
Page 81 and 82: 4 Configuring Market Data TT CME Ga
Page 83 and 84: 4 Configuring Market Data Support F
Page 85 and 86: 4 Configuring Market Data Support F
Page 87 and 88: 4 Configuring Market Data TT CME Ga
Page 89 and 90: 4 Configuring Market Data X_TRADER
Page 91 and 92: 5 Understanding Order Management Or
Page 93 and 94: 5 Configuring Order Management Conf
Page 95 and 96: 5 Configuring Order Management Orde
Page 97 and 98: 5 Configuring Order Management TT G
Page 99 and 100: 5 Configuring Order Management CME
Page 101 and 102: 5 Configuring Order Management CME
Page 103 and 104: 5 Configuring Order Management Exam
Page 105 and 106: 5 Configuring Order Management Inst
Page 107 and 108: 5 Configuring Order Management Supp
Page 109 and 110: 5 Configuring Order Management Sing
Page 111 and 112: 6 Single Gateway Failure CME Gatewa
Page 113 and 114: 6 Disaster Recovery Price Server Fa
Page 115 and 116: 6 Disaster Recovery Failover Behavi
Page 117 and 118: 6 Disaster Recovery Exchange Host F
Page 119 and 120: 7 Using Connection Quality Tools CM
Page 121 and 122: 7 Troubleshooting Order Messaging V
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7 Troubleshooting FASTTemplate.xml
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A HostInfo.cfg CME Gateway System A
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A Configuration Parameters A1=40 G1
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A Configuration Parameters CME Gate
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A Index CME Gateway System Administ
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