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ICE Gateway

GAL and Depth Settings

Overview

ICE Gateways install with the following Global Attribute List (GAL) and depth settings. For details on these settings and their effect on the TT Gateway, refer to the TT Gateway Architecture SAM Version 7.X.

GAL Settings

The following table lists the GAL settings and default values for the ICE Gateway.

GAL Settings
GAL SettingDefault Value
Last-Traded-Quantity

ICE Gateways install with this value equal to 1.

Implicit-Outright-Prices

ICE Gateways install with this value equal to 2.

Implicit-Spread-Prices

ICE Gateways install with this value equal to 2.

Market-Depth

ICE Gateways ignore this parameter. The TT Gateway always behaves as if set to 1, regardless of the value set in the aconfig.xml file.

Non-Tradable-Prices

ICE Gateways install with this value equal to 0.

Depth Settings

The following table lists the depth settings and default values for the ICE Gateway. For details on these settings and their effect on the TT Gateway, refer to the TT Gateway Architecture SAM Version 7.X.

Depth Settings
Depth SettingsDefault Value
DetailDepth

ICE Gateways ignore this parameter and always behave as if DetailDepth=0. The TT Gateway forwards only aggregate depth to client applications.

NumDepthLevels

ICE Gateways install with this value equal to 5.