TT CME Gateway System Administration Manual - Trading ...

4 Configuring Market Data
Configuring Product Group Subscriptions
Productgroupings.cfg
Overview
Productgroupings.cfg
Example
TT CME Gateway System Administration Manual 75
Trading Technologies International, Inc.
This file contains a listing of products available for subscription via the
productgroupingfilter parameter. When using this parameter, the products
listed must follow the format set in the productgroupings.cfg file.
For example, if you want to trade Eurodollar Options, you must:
• Add the productgroupingfilter and enableordisablegroupings
parameters to the hostinfo.cfg file.
• Set productgroupingfilter=EURODLRFUT, EURODLROPT
• Set enableordisablegroupings=enable
• Ensure that the FIX/FAST price feed channels for the products listed in
productgroupings.cfg are enabled in the [price_session] section of
the hostinfo.cfg fie.
• Add the productgroupings.cfg file to the :\tt\config
directory.
Note: TT recommends configuring a separate gateway for all Eurodollar contracts. When
using this approach, set up a secondary gateway to trade Eurodollar contracts by completing
the steps above. Repeat this procedure on the primary TT CME Gateway; however, you must
set enableordisablegroupings=disable on that gateway.
Example:
[productgrouping_EURODLRFUT]
GE
GE0
GE2
GE5
[productgrouping_EURODLROPT]
E0
E2
E5
E$