Support for Options on Futures
ICE Gateways Version 7.13.0 receive options directly from the Exchange.
ICE Gateways support American-style Options only. Therefore, you can exercise the option anytime between the date of purchase and the expiration date.
European Options, which may only be redeemed at the expiration date, are not supported.
Configuring Options Support
For both clean installations and upgrades, ICE Gateways do not automatically support Options. You must configure the following to enable Options support:
To enable Options on Futures:
- Use the Aconfig Utility to set Product-Types=1073741838.
The Product-Types parameter is located in the AConfigCoreServerExchange-SpecificExchange-flavorGAL directory.
- In the hostinfo.cfg file,
list the market type IDs for each contract in both the MarketTypeIds and OptionsMarketTypeIds parameters.
Each contract uses the same market type ID for both Futures and Options.
To ensure optimal performance, only add Market Type IDs for the specific Options you wish to trade.