Contents
This topic describes how to run the Spotfire Streaming Adapter for CME iLink sample application, which illustrates how to use the operators with a CME server.
For more information on this adapter, see CME iLink Order Routing Adapter.
This sample includes an input and output iLink operators, which are configured to
share a connection via a session definition named Test MSGW
Session (you will need to alter this session definition to fit your needs as
explained below). Once connected, use the sample to send and receive FIX messages
with the CME server.
Note
This adapter relies on StreamBase's High Performance FIX Engine, which requires a separate license from TIBCO and is available as a separate installer from TIBCO's download site.
In StreamBase Studio, import this sample with the following steps:
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From the top-level menu, select >.
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Enter
cmeto narrow the list of options. -
Select CME iLink Order Entry adapter from the StreamBase Trade Execution Adapters category.
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Click .
StreamBase Studio creates a single project for the CME Order Routing Adapter in your current Studio workspace.
Run this sample in Studio using the following steps:
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Before running you must:
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Obtain a copy of your trading account's access keys, provided to you by CME.
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Edit the
src/main/configurations/CME_iLink.conffile to insert the correct values for your desired session's settings (host, port, comp ids, access keys file and so on).
-
-
In the Project Explorer view, open the sample you just loaded.
If you see red marks on a project folder, wait a moment for the project to load its features.
If the red marks do not resolve themselves after a minute, select the project, right-click, and select Maven> from the context menu.
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Open the
src/main/eventflow/folder.packageName -
Open the
cme-ilink.sbappfile and click the
Run button. This opens the SB
Test/Debug perspective and starts the module.
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In the Manual Input view, select the
Commandsinput stream. -
Enter the following values:
-
command:
connect -
param1:
startofweek(if trying to connect for the first time on a given week), ormidweekotherwise.
Click (which triggers the adapter to log onto the CME server).
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-
In the
NewOrderNewSingleNewOrderCrossstream, enter the following values and click to create a new order:-
MsgType:D -
All other fields: Fill in any fields needed to create a valid order of the type you wish to send, leaving unneeded fields null.
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If the order was properly formulated, expect to receive one or more ExecutionReport messages back on the Input operator's ExecutionReport port. If the order was rejected, expect to see a Reject message on the operator's AdminMessages port, an ExecutionReport with its OrdStatus field set to 8 (Rejected), or some other FIX message explaining the error (depending on the nature of the problem).
-
When done, press F9 or click the
Terminate EventFlow Fragment button.
This sample contains the following files:
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The sample EventFlow application,
cme-ilink.sbapp. -
A corresponding adapter configuration file,
CME_iLink.conf, which the StreamBase Server uses to configure the Java environment to locate the CME iLink server(s). -
A
fixengine.propertiesfile, required for proper operation of the High Performance FIX Engine underlying the adapter. -
A placeholder file (in this case called
cmeKeys.txt) that serves as an example for the access keys you will need to obtain from CME in order to be allowed access to their systems.
When you load the sample into StreamBase® Studio, Studio copies the sample project's files to your Studio workspace, which is normally part of your home directory, with full access rights.
Important
Load this sample in StreamBase® Studio, and thereafter use the Studio workspace copy of the sample to run and test it, even when running from the command prompt.
Using the workspace copy of the sample avoids permission problems. The default workspace location for this sample is:
studio-workspace/sample_cme-ilink
See Default Installation
Directories for the default location of studio-workspace on your system.