CFE Gateway

7.18.1.7

Released: Feb 23, 2018 File Size: 0
Package Contents:
No notes available.

Important Notes

TT CFE Gateway 7.18.1 is released to support the CFE to Bats mock session on February 24 as well as the production migration on February 25.

NOTE: This version should not be used for trading during production hours prior to February 24.

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 7.18.1 is released to support the CFE to Bats mock session on February 24 as well as the production migration on February 25.

NOTE: This version should not be used for trading during production hours prior to February 25.

Please see the TT CFE Bats Migration Guide for details on TT software impact.

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 7.18.1 is released to support the CFE to Bats mock session on February 24 as well as the production migration on February 25.

NOTE: This version should not be used for trading during production hours prior to February 25.

Please see the TT CFE Bats Migration Guide for details on TT software impact.

Installation Notes

IMPORTANT NOTE: Before installing CFE 7.18.1, customers must delete the following datfile if it already exists:

drive letter:\tt\datfiles\CFE-exchange flavor_SIM/PROD_prices.dat


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

In addition, customers should ensure the following is included for each order session configuration:

# CTI / Order Capacity Mapping
A1=11
A2=21
A3=20
A4=31
M1=21
P1=10
P2=30
P3=40
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.

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: Please note that for this initial release, GapAddressFeedB has been commented out. B feed recovery functionality will be enabled in the next release, and this config will be automatically updated. 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=1
# 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. Order Status Inquire messages (35=H) are not supported by the exchange. If a user submits an Inquire for an order, the exchange does not send a response to TT which results in the order being stuck in pending queue. Orders in the pending queue cannot be modified, though they can be filled or canceled

2. An ungraceful order session shutdown by the exchange can cause an improper Sequence Number reset, which could result in message loss. In the unlikely event this occurs, please contact TT support to reset the sequence number manually.

3. Logging the Price Server output to console can sometimes result in a Price Server crash. This will be addressed in a future release.

4. For some less liquid instruments where the exchange does not send valid Settle/Close at End of day, customers may observe a discrepancy in settle price the following day.

5. Gap Feed B has been disabled in this release to avoid a potential issue with duplicate processing of packets in a mid-day restart scenario. This will be enabled in the next release.