TT CME Gateway System Administration Manual - Trading ...

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• DI1 • FRC • FRM • FRP • SCC 4 Configuring Market Data 82 TT CME Gateway System Administration Manual Trading Technologies International, Inc.
4 Configuring Market Data Support For NYMEX Variable Quantity Energy Products Overview TT CME Gateway versions 7.5.11 and higher support trading of New York Metals Exchange (NYMEX) Variable Quantity Energy products. Available Products The TT CME Gateway supports trading of futures, calendar spreads, and futures strips for the following NYMEX Variable Quantity Energy products: • Henry Hub Swap (NN) • PJM Western Hub Peak Calendar-Month Real-Time LMP (L1) • PJM Western Hub Peak Calendar-Month Real-Time LMP 50Mwh (4SN) • Houston Ship Channel Basis Swap (NHN) • Northwest Pipeline, Rockies Basis Swap (NR) • Waha, Texas Basis Swap (NW) • Texas Eastern Zone M-3 Basis Swap (NX) • Natural Gas Pipeline TexOK Basis Swap (PD) • Panhandle Basis Swap (PH) • TCO Basis Swap (TC) • Columbia Gulf Onshore Basis Swap (GL) • NGPL Midcontinent Basis Swap (NL) • Northern Natural Gas Demarcation Basis Swap (PE) • Ventura Basis Swap (PF) Client Application Impact X_TRADER® 7.5.2 or higher is required for trading NYMEX Variable Quantity products. X_TRADER® displays quantities for fills as the individual tradeable contract regardless of whether the Show quantity as option equals contracts or flow. This option is set using the Trading tab in the Properties menu. TT CME Gateway System Administration Manual 83 Trading Technologies International, Inc. Note: In the Market Explorer window, the outright contracts for NYMEX Variable Quantity products list under Energy while the corresponding spreads list under Spread. The Price Server stores Lots and Delivery Unit values parsed from the security definitions for NYMEX futures downloaded from the exchange. These values, along with the calculated Blocks value, aid the TT CME Gateway in determining the contract size for each NYMEX energy product. Using the product definitions from the price feed, the TT CME Gateway calculates Blocks as the number of delivery periods for a product. The Lots value is essentially the number of delivery days in a contract, and the Delivery Unit value is what is displayed in X_TRADER® when trading futures contracts in flow. Position Limits for all energy contracts should be entered in Lots instead of Contracts. Risk administrators should enter both the Maximum Order Quantity and Maximum Position limits in Lots. For more information about risk checking of Energy Products, please refer to the TT User Login and Risk Administration Reference Guide.
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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
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1 TT Gateway and the Exchange Gatew
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1 TT Gateway and the Exchange Gatew
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1 TT Gateway and the Exchange Order
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1 TT Gateway and the Exchange File
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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 and 72: 4 Configuring Market Data Enabling
Page 77 and 78: 4 Configuring Market Data Data Flow
Page 79 and 80: 4 Configuring Market Data Number of
Page 81: 4 Configuring Market Data TT CME Ga
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
Page 123 and 124: 7 Troubleshooting FASTTemplate.xml
Page 125 and 126: A HostInfo.cfg CME Gateway System A
Page 127 and 128: A Configuration Parameters A1=40 G1
Page 129 and 130: A Configuration Parameters CME Gate
Page 131 and 132: A Configuration Parameters CME Gate
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A Configuration Parameters CME Gate
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A Index CME Gateway System Administ
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