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 the Trading Environment
As a guideline, TT recommends that no more than 20 direct traders connect to ICE Gateway through any one ICE Gateway.
Due to the variety of factors involved (e.g., hardware specifications, trade volume, etc.), you should work with your Technical Account Manager to determine your optimal load-balancing solution.
Using MPF2, you can configure one TT Gateway to provide prices to client applications and additional TT Gateways for orders and fills. The following diagram illustrates a standalone Price Proxy setup to support multiple Exchange-Flavors of the same market. In this diagram:
- X_TRADER® workstations connect to the appropriate mapped TT Gateway (i.e., ICE-A or ICE-B Gateway) for Order and Fill API connections.
- X_TRADER® workstations connect to Price Proxy for all ICE-A and ICE-B Price API connections.
- Dedicated Price Proxy routes price subscriptions and resynch requests to the MPF server (named ICE-Z) for ICE prices.
TT supports both single instance and multiple instance Price Proxy standalone servers. Each setup utilizes similar network topology as described above.
For complete information related to possible MPF2 Configurations, refer to the MPF2 Feature Guide.
Configuring the NIC Setup
TT recommends using a dual-NIC (network interface card) setup for all ICE Gateways. This includes:
- One NIC facing the customer’s local network
- One NIC facing the ICE Network
Configuring Price Server Failover
You can set up a secondary Price Server to continue to receive price updates in the event the Price Server becomes inactive. When properly configured, Price Server failover occurs seamlessly.
To configure Price Server Failover
- Run the ICE Gateway installation
on that particular machine.
You must ensure that both machines use the same Exchange-Flavor and share the same multicast. In addition, you should configure the [PriceServer] sections in the hostinfo.cfg file on both machines with the same values.
- In the ttchron.ini file, comment out the Order Server and Fill Server sections.
- Once properly configured, prices continue to update even if the primary Price Server goes down.
Configuring Order Server Failover
Due to limitations from the ICE Host, ICE Gateways Version 7.3 and higher no longer support Order Server failover. If the TT Gateway experiences an Order Server disconnect, the Exchange places all working orders in an Inactive state. These orders appear as Hold in the X_TRADER® Order Book and Inactive in WebICE.