To set up the NMI itself you first need to ensure that the proper security permissions are defined as noted here https://techdocs.broadcom.com/content/broadcom/techdocs/us/en/ca-mainframe-software/performance-and-storage/ca-netmaster-network-management-for-tcp-ip/12-1/installing/preparing-the-ibm-communications-server/trace-network-management-interface.html
Ensure that the following PTFs are applied
RO80964 CC2D760 EXPLOIT TCP/IP TRACE NMI (EZBRCIFR)
RO83337 CC2D760 NEGATIVE NUMBER FOR TOTAL EE RTP PIPES
RO88666 CC2D760 SSI HIGH CPU WITH TRACE NMI
RO93970 CC11C10 SELFTEST FOR NEW NMI PACKET INTERFACE
RO97633 CC2D760 REAL STORAGE CREEP USING PATRACENMI
SO03988 CC2D760 SSI ABEND N-Y4S-02 AFTER NMI CONNECTION CLOSED
If you are running z/OS 2.3, please review technical document KB000103311.
Once that is complete add
PATRACENMI=YES to the SSIPARMS in your SOLVESSI PARMLIB and cycle the SSI.