ICE Gateway 7.17.45 and higher supports submitting cross orders into the market. Users can submit a cross order for the following product types: Futures, Spreads, Options, and Strategies.
The exchange requires that a “quote request for cross” (RFQ) be submitted prior to entering the cross order for certain products. The gateway and X_TRADER® 7.17.45 and higher support this requirement by submitting an RFQ for all products.
The exchange rules determine if certain products are supported for RFQ and may change periodically. If not eligible for RFQ, you’ll get a reject message from the exchange; however, the cross order can still be submitted for the product. Contact the exchange to ensure that your product is eligible for RFQ.
Submitting ICE Cross Orders in X_TRADER®
X_TRADER 7.17.35 and higher supports entering ICE cross orders using the Wholesale Order window. Upon receiving the order, the exchange broadcasts a request to cross message that appears in the Audit Trail. After the exchange-defined time period (e.g., 10 seconds), the order is submitted. For more details, refer to the Introduction to Wholesale Trading.