ICE Gateway Documentation
- ICE Gateway And The Exchange
- Installing And Upgrading
- Configuring Global Settings
Configuring Market Data
- Understanding the Price Feed
- Configuring Price Server Connection
- Configuring Support for ICE iMpact Multicast Feed
- Number of Orders at Price
- Support for Market Depth
- Calculating Volume at Price
- Configuring Product Subscriptions
- Support for Logical Codes (Short Symbols)
- Support for Settlement Prices
- Support for User-Defined Strategies
- Support for Implied Prices
- Support for Spread Prices
- Trading Heating Oil/Gas Oil (HO-GO) Spreads
- Trading ICE Heat Rate Spreads
- Support for Options on Futures
- PFX Market Data
- Configuring Order Management
- Disaster Recovery
- Configuration Parameters
- Market Type IDs
Configuring a Direct Connection
If you have a direct connection to ICE, TT recommends that you do not use Secure Sockets Layer protocol (SSL). Using SSL slightly decreases performance.
Before establishing a direct connection to the Exchange, you must work with the Exchange to complete the following:
- Obtain a unique User ID for each direct trader connecting to the Exchange.
- Obtain a unique set of connection information for the Price Server. This set includes an iMpact Streaming Price Feed connection IP address and port number.
- Obtain a unique set of connection information for the Order Server. This set includes a FIX Order connection IP address and port number.
- Obtain new TT FIX Order connection and iMpact Price connection IDs from the Exchange.