TT CME Gateway System Administration Manual - Trading ...
TT CME Gateway System Administration Manual - Trading ...
TT CME Gateway System Administration Manual - Trading ...
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4 Configuring Market Data<br />
<strong>TT</strong> <strong>CME</strong> <strong>Gateway</strong> <strong>System</strong> <strong>Administration</strong> <strong>Manual</strong> 87<br />
<strong>Trading</strong> Technologies International, Inc.<br />
Example:<br />
FASTSubject9=NYMEX_FAST_OIL_GASOLINE_IPORT<br />
FASTSubject17=DME_FUTURES<br />
FASTSubject18=INTER_EXCHANGE_SPREADS<br />
Because there is a 14 channel limit on <strong>TT</strong> <strong>CME</strong> <strong>Gateway</strong> Versions 7.12.3 or higher,<br />
ensure that the <strong>TT</strong> <strong>CME</strong> <strong>Gateway</strong> used for trading inter-exchange spreads has<br />
enough capacity to add the additional channel. Refer to the section<br />
called Recommendations for Optimal Performance on page 70.<br />
The channel definitions are provided by <strong>CME</strong> Group and included in the fast.cfg<br />
file provided by <strong>TT</strong>. The channel for IES products is shown in the following<br />
example.<br />
Example:<br />
[fastInterface]<br />
Subject=INTER_EXCHANGE_SPREADS<br />
ChannelNumber=201<br />
AddressFeedA=224.0.26.74:10034<br />
AddressFeedB=224.0.27.73:10034<br />
SnapshotAddressFeedA=224.0.26.75:11034<br />
SnapshotAddressFeedB=224.0.27.74:11034<br />
InstrumentAddressFeedA=224.0.26.76:12034<br />
InstrumentAddressFeedB=224.0.27.75:12034<br />
For more information regarding how the <strong>TT</strong> <strong>CME</strong> <strong>Gateway</strong> uses the fast.cfg file,<br />
refer to the section called Example: fast.cfg on page 67.
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