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FIX Adapter Reference Documentation

ICE Notes

Uniquely distinguishing ICE contracts

The ICE Exchange might list a futures and energy contract with the same maturity date, but with different delivery terms. When receiving messages from TT FIX Adapter for these types of contracts, FIX clients can use either Tag 10455 (SecurityAltID) or Tag 18211 (ContractTerm) to distinguish between them.

The following shows how you can use these tags to distinguish between three different ICE Coal ARA contracts with an Oct 07 maturity date:

55=ICE Coal ARA‡167=FUT‡207=ICE_IPE‡200=200710‡10455=Q4 0718211=Q

55=ICE Coal ARA‡167=FUT‡207=ICE_IPE‡200=200710‡10455=Winter0718211=S

55=ICE Coal ARA‡167=FUT‡207=ICE_IPE‡200=200710‡10455=Oct07

For ICE contracts with monthly delivery terms, TT FIX Adapter does not send Tag 18211 (ContractTerm) in the Instrument Component Block.

Routing orders using the “by name” method

When routing orders to the TT FIX Adapter using the "by name" method, TT FIX Adapter supports only contracts that have monthly, seasonal, quarterly, or yearly delivery terms. For contracts with monthly delivery terms, FIX clients should not include Tag 18211 (ContractTerm). For example, to route an order for the Oct07 ICE Coal ARA future, you would specify:

55=ICE Coal ARA‡167=FUT‡207=ICE_IPE‡200=200710

To route an order for the Winter07 ICE Coal ARA future, you would specify:

55=ICE Coal ARA‡167=FUT‡207=ICE_IPE‡200=200710‡18211=S

TT FIX Adapter does not support routing orders for ICE contracts with daily, weekly, and variable delivery terms. If traders place such orders from other trading applications, such as X_TRADER, TT FIX Adapter does send their corresponding order acknowledgements and fills to FIX clients.

Note: The ICE simulation environment might list duplicate contracts. You should exercise caution when testing your application to ensure that it routes orders for the correct contracts.