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CME BrokerTec Trade Connector

Features​

cme-btecConnector Key
Instruments
BOND
Request Types
SUBMITCANCELREPLACE
Order Types
LIMIT
Time In Force
DAYIOCFOK
Order ID Mapper
SEQUENCE
✓
Order Status Request
✓
Cancel On Disconnect
✗
Commission
✗
Post Only
✗
Fast Cancel
✗
Fast Replace

Notes​

Common CME Connectors Settings

Symbology​

SMD Column KeyRequiredDescription
cmeSymbolYesSecurityID (numeric)

Schedule​

ParameterValue
Time ZoneAmerica/Chicago
Start DaySunday
Start Time16:00:00
End DayFriday
End Time16:00:00
Daily Session?No

Config sample​

connectors {
  CME-BTEC: ${template.connector.cme.btec}{
    settings {
      host = "<PRIMARY_HOST>"
      port = <PRIMARY_PORT>

      backupHost = "<BACKUP_HOST>"
      backupPort = <BACKUP_PORT>

      session = "<SESSION_ID>"
      firm = "<FIRM_ID>"

      accessKey = "<ACCESS_KEY_ID>"
      secretKey = "<SECRET_KEY_ID>"

      senderId = "<OPERATOR_ID>"
      senderLocationId = "ML,US" # default

      orderEntryService {
        host = "<OESG_PRIMARY_HOST>"
        backupHost = "<OESG_BACKUP_HOST>"

        declaredPartyDetails = [
          {
            account = "<ACCOUNT>"
            operator = "<OPERATOR_ID>"
          }
        ]
      }
    }
  }
}

Tools​

Converts CME binary logs (*.messages) to JSON format.
Usage: cme-btec-log-to-json --log-dir <message-logs-dir> --output-dir <output-dir>

docker compose exec ember /opt/deltix/ember/lib/custom/tools/cme-btec-log-to-json --log-dir /var/lib/emberwork/connectors/BTEC --output-dir /var/lib/emberwork