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ICE Gateway

Support for Spread Prices

Overview

ICE Gateways support the Exchange’s spread products. To trade ICE HO-GO spreads and IPE Gas Oil Crack products, you must properly configure the [SpreadRatios] section in the hostinfo.cfg file.

Configuring Spread Prices

You can configure the spread ratio for inter-product contracts in which the spread ratio does not equal 1 to 1.

The parameters in this section follow the format: “<ProductName>”=<qty 1>, <qty 2>, <qty 3>, <qty 4> where:

  • <ProductName> equals the name of the contract you wish to trade. You must include quotation marks around the product name (e.g., “ICE HO-GO Spr”).
  • <qty 1> equals the ratio of contracts the trader wishes to buy. This is listed as a positive integer.
  • <qty 2> equals the ratio of contracts the trader wishes to sell. This is listed as a negative integer.
  • <qty 3> equals the amount the trade quantity increases or decreases for each quantity change.
  • <qty 4> equals the amount the trade quantity changes as set by the Exchange.