TT CME Gateway System Administration Manual - Trading ...
TT CME Gateway System Administration Manual - Trading ...
TT CME Gateway System Administration Manual - Trading ...
Create successful ePaper yourself
Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.
4 Configuring Market Data<br />
<strong>TT</strong> <strong>CME</strong> <strong>Gateway</strong> <strong>System</strong> <strong>Administration</strong> <strong>Manual</strong> 81<br />
<strong>Trading</strong> Technologies International, Inc.<br />
In the fast.cfg file, the price feed channels for the two BM&FBOVESPA product<br />
types are defined as follows: channel 24 for Futures and channel 25 for Options.<br />
The channel definitions are provided by <strong>CME</strong> Group and included in the fast.cfg<br />
file installed on the <strong>TT</strong> <strong>CME</strong> <strong>Gateway</strong>. For more information regarding how the <strong>TT</strong><br />
<strong>CME</strong> <strong>Gateway</strong> uses the fast.cfg file, refer to the section called Example:<br />
fast.cfg on page 67.<br />
Client Application Impact X_TRADER ® 7.4.9 or higher is required for trading BM&FBOVESPA products.<br />
Contracts are traded in Brazilian currency, so you need to add the exchange rate<br />
between the Brazilian Real and the US Dollar (USD) to the currency table in<br />
Guardian. For procedures to update the currency table, refer to the Guardian 7.x<br />
Online Help.<br />
BM&FBOVESPA products are not eligible for the following exchange features:<br />
• Cancel on Disconnect (COD)<br />
• Mass Quotes<br />
• User Defined Strategies (UDS)<br />
• Request for Cross (RFC)<br />
• Request for Quote (RFQ)<br />
• Privately Negotiated Trades (PNT)<br />
• Spreads (prelisted multi-leg strategies): For any listed contract that<br />
represents multiple instruments, instrument details will not be<br />
disseminated.<br />
• Implied <strong>Trading</strong><br />
• Good Till Cancel (GTC) orders<br />
• Good Til Date (GTDate) orders<br />
BM&FBOVESPA<br />
Supported Order Types<br />
BM&FBOVESPA<br />
Unsupported Order<br />
Types<br />
Point Values for<br />
BM&FBOVESPA<br />
Products<br />
The <strong>TT</strong> <strong>CME</strong> <strong>Gateway</strong> supports the following order types for all BM&FBOVESPA<br />
Futures and Options products:<br />
• Limit<br />
• Stop-Limit<br />
• Market-Limit<br />
• FAK<br />
The exchange does not support the following order types available via <strong>CME</strong><br />
Globex:<br />
• Market Order with Protection<br />
• Stop Order with Protection<br />
You need to confirm the correct point value in the <strong>TT</strong>-Supported Product Database<br />
and manually update the Guardian product table, as needed. To confirm the<br />
correct point value for a product, refer to:<br />
http://www.tradingtechnologies.com/productdb/<br />
Some BM&FBOVESPA products will not have working point values defined in the<br />
product table. Instead, the following products have their point values set using an<br />
exchange-defined formula that changes on a tick-to-tick or day-to-day basis:<br />
• DAP<br />
• DDI<br />
• DDM
Change language