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ICE Gateway Documentation

Gateway Behavior


The following section lists the applicable configurations for Gateway behavior.

Price Server Behavior

The following lists the default Price Server behaviors and possible configuration options:

  • Last Traded Quantity: By default, last traded quantity does not include system generated prices (i.e., spread trades). This provides a more accurate picture of actual market activity.

    You can configure Last Traded Quantity and Volume at Price calculations using the SystemPricedLegForLTP and IncludeSystemPriceLegsInVap parameters in the hostinfo.cfg file.

  • Settlements: The Price Server publishes settlement prices immediately upon receipt.

    You can configure the Price Server to hold settlements until market close by setting Settlement=1 in the hostinfo.cfg file.

  • Market Depth: By default, ICE Gateways forward 5 levels of aggregate depth to client applications. ICE Gateways do not support detailed depth.

    You can restrict the levels of depth using the NumDepthLevels parameter in the Aconfig.xml file.

  • Spreads: ICE Gateways offer full support of the Exchange’s spread products that trade in 1 to 1 ratios.

    To trade ICE Ho-Go spreads and IPE Gas Oil Crack products, you must properly configure the [SpreadRatios] section in the hostinfo.cfg file.

  • Market Data Buffering: The Price Server receives price updates as they occur.

    You can configure the ICE Gateway to buffer market data in 10ms intervals and use less bandwidth by setting MarketDataBuffering=Y in the hostinfo.cfg file. Changing this setting may increase price latency.