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 Price Server Connection
If new products are added by the Exchange, you must ensure the corresponding market type ID is listed in the MarketTypeIds parameter in the hostinfo.cfg file.
To establish a Price Server connection to the exchange, you must configure the following parameters in the [PriceServer] section of the hostinfo.cfg file:
- ExchangeIP: Sets the IP address that the ICE Gateway uses to connect the Price Server to the Exchange.
- ExchangePort: Sets the port that the ICE Gateway uses to connect to the Exchange. The Exchange assigns this value.
- SessionUserName: Sets the username used by the Price Server to connect to the Exchange.
- SessionPassword: Sets the password used by the Price Server to connect to the Exchange.
- MulticastNetworkInterface: Sets the address of the ICE-facing NIC the TT Gateway uses for the ICE iMpact Multicast feed.
- MulticastGroup#: Used to select the multicast groups from MulticastGroups.cfg file to which you want the Gateway to listen to.