TT CME Gateway System Administration Manual - Trading ...

Support for BM&FBOVESPA Products
4 Configuring Market Data
Overview TT CME Gateway Version 7.5.6 and higher supports trading of BM&FBOVESPA
(Brazilian Mercantile & Futures Exchange Bovespa) Futures and Options products
via the CME Globex electronic trading platform.
Available Products Traders can trade futures and options contracts for all agricultural commodity,
financial contract, and OTC market products available at the BM&FBOVESPA
exchange. CME Group exchange customers must comply with and meet the
registration requirements of BM&FBOVESPA. For a complete list of products, refer
to the BM&FBOVESPA exchange web site.
TT CME Gateway
Configuration
Trading is supported on the TT CME Gateway by enabling the price feed channels
for BM&FBOVESPA subjects in the [price_session] section of the hostinfo.cfg
file. To enable a channel, remove the # character to “uncomment” the
corresponding FIX/FAST subject parameter.
Note: The CME Exchange multicasts market data for BM&F BOVESPA products using FIX/
FAST mode only.
The FIX/FAST subject parameters for BM&FBOVESPA are included in a clean install
of the hostinfo.cfg file. However, after an upgrade, you will have to manually
update the hostinfo.cfg file with the BM&FBOVESPA parameters from the master
file. For more information about updating a hostinfo.cfg file from the master file,
refer to the section called Master Files on page 33. The parameters for
BM&FBOVESPA are shown in the following example.
Example:
FASTSubject16=BMF_FUTURES
FASTSubject17=BMF_OPTIONS
Because there is a 14 channel limit on the TT CME Gateway Version 7.12.3 or
higher, ensure that the TT CME Gateway used for trading BM&FBOVESPA products
has enough capacity to add the two additional channels.
80 TT CME Gateway System Administration Manual
Trading Technologies International, Inc.