TT supports direct connections to the CME Group’s Market Segment Gateways, which are dedicated to all products on a particular matching engine instance or “market segment."
The CME Group provides access to each Market Segment Gateway (MSGW) as part of their iLink architecture. The MSGW functionality provides direct access to all available market segments via iLink MSGW connections. The iLink architecture also supports connections via the Convenience Gateways (CGW) using the CGW iLink sessions. Before configuring your CME connections on TT, contact the CME Group to request CGW and MSGW iLink credentials.
Using the Connections tab, you can also add a connection directly to CME ClearPort for users to report OTC (over-the-counter) transactions to the exchange.
To add a CME connection:
Select one of the following connection types in the Type field:
If you selected ClearPort in the Type field, configure the following setting:
ClearPort Broker — Select a ClearPort broker user ID that is registered with the exchange for reporting trades via the ClearPort interface. Accounts assigned to the connection will automatically include trading users (counterparties) associated with the broker user ID at CME.
Note: The broker user ID assigned by the exchange is registered for accessing CME clearing services. TT® administrators ensure that the broker user ID is available for your company when you create a ClearPort connection.
Configure the settings in the Additional Settings section.
If you selected a Convenience Gateway (CGW) in the Type field, configure the following settings per connection:
If you selected a Market Segment Gateway (MSGW) in the Type field, configure the following settings per connection:
Note: To access multiple market segments via your MSGW iLink session, you will need to create a connection for each market segment using the same MSGW iLink session ID (+ Firm ID), Secret Key, Access Key ID, and MSGW port that you received from the CME Group.
You can select the connection in the data grid and review the connection settings in the Settings tab.
Note: The connection will not become active until at least one account is assigned.