Support for Logical Codes (Short Symbols)
Currently, the ICE gateway uses the exchange-provided “Cleared Alias” to populate the product names. However, there are multiple products where the exchange sends same cleared alias, resulting identical product names for multiple products. For example, Basis Spreads product contains multiple instruments with the same series.
ICE Gateways 7.17.35 and higher contain an enhancement that allows users to use the logical code (short symbol) for products where we find collision.
By default, the gateway uses logical codes for “Basis Spread” and “UK Nat Gas”.
Enabling Logical Codes
You can set the ICE Gateway to use the logical code (short symbol) for any product by adding the product name as it appears in the Market Explorer to the ProcessContractSymbolList as shown below:
Example: Clearing Alias vs Logical Code (Short Symbols)
The following table illustrates the clearing alias and logical codes for common ICE products:
Logical Code (Short Symbol)
Pen for LD1 Spr
|PHH L-HNG L|
Henry Nat Gas
|HH ICE Lots||HNG L|
|HH G Lots||HNG G|