CFE Gateway

7.18.0.14

Released: Jan 19, 2018 File Size: 0
Package Contents:
No notes available.

Important Notes

TT CFE Gateway 7.18.0 is released to support the CFE to Bats migration mock testing session, occurring in the production environment on January 20.

NOTE: This version should not be used for production trading. TT will release a subsequent version prior to February 25 which should be used for the migration.

Why Should I Upgrade?

On February 25, CFE will migrate to the Bats platform. Information from the exchange on this initiative may be found on the CFE Integration website.

TT CFE Gateway 7.18.0 is released to support the CFE to Bats migration mock testing session, occurring in the production environment on January 20.

NOTE: This version should not be used for production trading. TT will release a subsequent version prior to February 25 which should be used for the migration.

System Requirements

On February 25, CFE will migrate to the Bats platform. Information from the exchange on this initiative may be found on the CFE Integration website.

TT CFE Gateway 7.18.0 is released to support the CFE to Bats migration mock testing session, occurring in the production environment on January 20.

NOTE: This version should not be used for production trading. TT will release a subsequent version prior to February 25 which should be used for the migration.

Installation Notes

Order Server:
In order to configure the Order Server, customers will need to request FIX order entry sessions (Logical Ports) from the exchange.

FIX order sessions are configured in the hostinfo.cfg as follows:
ExchangeIP=x.x.x.x <- Provided by the exchange
ExchangePort=xxxxx <- Provided by the exchange
BackupIP=x.x.x.x <- Provided by the exchange
BackupPort=xxxx <- Provided by the exchange
SenderCompId=TTCH <- Provided by the exchange
SenderSubId=xxxx <- Provided by the exchange
TargetCompId=CFE <- Provided by the exchange
Member=CFE <- Defined by customer

Please note that customers should configure their desired 'Allowed EFID' value in the FFT2 field in X_TRADER. This value is provided by the exchange, and multiple EFIDs may be assigned to a session, though only one may be submitted on a given order.

Price Server:
In order to configure the Price Server, customers will need to request both PITCH SPIN and PITCH GRP ports from the exchange.

NOTE: In this release, the GRP (Gap Request Port) functionality is not yet supported, and therefore the configuration has been commented out. In the next release, this functionality will be included and will need to be configured. Additional details will be included in the release notes for CFE 7.18.1 once released.

The hostinfo.cfg configuration for the Price Server is as follows:
[PriceServer]
MulticastGroup=UNIT-1
unit-1_spin_user_id= <- Provided by the exchange
unit-1_spin_user_password= <- Provided by the exchange
unit-1_spin_user_sessionsubid= <- Provided by the exchange

#GRP creds for retransmission
#unit-1_grp_user_id= <- For future use, provided by the exchange
#unit-1_grp_user_password= <- For future use, provided by the exchange
#unit-1_grp_user_sessionsubid= <- For future use, provided by the exchange

MulticastGroup=UNIT-2
unit-2_spin_user_id= <- Provided by the exchange
unit-2_spin_user_password= <- Provided by the exchange
unit-2_spin_user_sessionsubid= <- Provided by the exchange

#GRP creds for retransmission
#unit-2_grp_user_id= <- For future use, provided by the exchange
#unit-2_grp_user_password= <- For future use, provided by the exchange
#unit-2_grp_user_sessionsubid= <- For future use, provided by the exchange

The multicastgroups.cfg configuration for the Price Server is as follows:

[UNIT-1] <- Do not modify
ChannelNumber=0 <- Do not modify
Exchange=FCS <- Do not modify
#Multicasts channel for CFE PITCH <- Do not modify
AddressFeedA=224.0.131.132:30001 <- Do not modify
AddressFeedB=233.130.124.132:30001 <- Do not modify

# GRP server for retransmission
#RetransmissionServerGRPA= <- For future use, provided by the exchange
#RetransmissionServerGRPB= <- For future use, provided by the exchange

# SPIN server for retransmission
RetransmissionServerSpinA=ip_address:port <- Provided by the exchange
RetransmissionServerSpinB=ip_address:port <- Provided by the exchange

[UNIT-2] <- Do not modify
ChannelNumber=0 <- Do not modify
Exchange=FCS <- Do not modify

#Multicasts channel for CFE PITCH <- Do not modify
AddressFeedA=224.0.131.132:30002 <- Do not modify
AddressFeedB=233.130.124.132:30002 <- Do not modify

#GRP server for retransmission
#RetransmissionServerGRPA= <- For future use, provided by the exchange
#RetransmissionServerGRPB= <- For future use, provided by the exchange

# SPIN server for retransmission
RetransmissionServerSpinA=ip_address:port <- Provided by the exchange
RetransmissionServerSpinB=ip_address:port <- Provided by the exchange

Enhancements

 

Fixes

 

Known Issues

1. Market Data may not display for some Spread products, even though a market is present.

2. Order Status Inquire (35=H) is not supported by exchange. When the Inquire functionality is used, the result is an order being stuck in a pending state which cannot be modified.

3. FIX sequence reset is not handled properly in the event of an ungraceful shutdown by the exchange.

4. In this release, the GRP (Gap Request Port) functionality is not yet supported, and therefore the configuration has been commented out. Due to the limitations of SPIN server recovery, a mid-day restart of the Price Server may not have accurate trade data (e.g. volume) as it will maintain only the current snapshot of trades available from the startup.