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 Key	Required	Description
cmeSymbol	Yes	SecurityID (numeric)

Schedule

Parameter	Value
Time Zone	America/Chicago
Start Day	Sunday
Start Time	16:00:00
End Day	Friday
End Time	16:00:00
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

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

Windows

set EMBER_INSTALL=C:/Deltix/Ember
set EMBER_WORK=C:/Deltix/QuantServerHome/EmberHome/work

%EMBER_INSTALL%\lib\custom\tools\cme-btec-log-to-json.bat --log-dir %EMBER_WORK%/connectors/BTEC --output-dir %EMBER_WORK%