CFE Gateway

7.18.0.18

Released: Feb 08, 2018 File Size: 0
Package Contents:
No notes available.

Important Notes

TT CFE Gateway 7.18.0.18p10 is released to support the February 10 CFE to Bats migration mock testing session occurring in the production environment.

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 7.18.0.18p10 is released to support the CFE to Bats migration mock testing session, occurring in the production environment on February 10.

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 7.18.0.18p10 is released to support the CFE to Bats migration mock testing session, occurring in the production environment on February 10.

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.

In this release, the GRP (Gap Request Port) functionality is enabled.

IMPORTANT NOTE: Please carefully review the Price Server and MulticastGroups configuration information, as all user configured information has been moved to the hostinfo.cfg file in order to avoid issues with upgrades overwriting any custom configuration in the multicastgroups.cfg file.

The hostinfo.cfg configuration for the Price Server is as follows:
[PriceServer]
MulticastGroup=UNIT-1
#SPIN creds for retransmission
#Below field Provided by the exchange
unit-1_spin_user_id=user ID
#Below field Provided by the exchange
unit-1_spin_user_password=password
#Below field Provided by the exchange
unit-1_spin_user_sessionsubid=session SubID
#Below field Provided by the exchange
unit-1_spin_server=ip:port

#GRP creds for retransmission
#Below field provided by the exchange
unit-1_grp_user_id=user ID
#Below field provided by the exchange
unit-1_grp_user_password=password
#Below field provided by the exchange
unit-1_grp_user_sessionsubid=session SubID
#Below field provided by the exchange
unit-1_grp_server=ip:port

MulticastGroup=UNIT-2
#SPIN creds for retransmission
#Below field Provided by the exchange
unit-2_spin_user_id=user ID
#Below field Provided by the exchange
unit-2_spin_user_password=password
#Below field Provided by the exchange
unit-2_spin_user_sessionsubid=session SubID
#Below field Provided by the exchange
unit-2_spin_server=ip:port

#GRP creds for retransmission
#Below field provided by the exchange
unit-2_grp_user_id=user ID
#Below field provided by the exchange
unit-2_grp_user_password=password
#Below field provided by the exchange
unit-2_grp_user_sessionsubid=session SubID
#Below field provided by the exchange
unit-2_grp_server=ip:port

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

Note: This information will be written to the multicastgroups.cfg file on upgrade, and no manual step is needed to populate this information.

# Do not modify below field. These are Production details for CFE PITCH
[UNIT-1]
# Do not modify below field
ChannelNumber=0
# Do not modify below field
Exchange=CFE

# Real Time Multicasts channel for CFE PITCH
# Do not modify below field
AddressFeedA=224.0.131.132:30001
# Do not modify below field
AddressFeedB=233.130.124.132:30001

# Gap Multicasts channel for CFE PITCH
# Do not modify below field
GapAddressFeedA=224.0.131.133:30001
# Do not modify below field
GapAddressFeedB=233.130.124.133:30001

# Do not modify below field
[UNIT-2]
# Do not modify below field
ChannelNumber=0
# Do not modify below field
Exchange=CFE

# Real Time Multicasts channel for CFE PITCH
# Do not modify below field
AddressFeedA=224.0.131.132:30002
# Do not modify below field
AddressFeedB=233.130.124.132:30002

# Gap Multicasts channel for CFE PITCH
# Do not modify below field
GapAddressFeedA=224.0.131.133:30002
# Do not modify below field
GapAddressFeedB=233.130.124.133:30002

Enhancements

Fixes

Known Issues

  1. 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 fully supported, however the configuration works correctly. 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.