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 Support for ICE iMpact Multicast Feed
ICE iMpact Multicast Feed Behavior
To support the iMpact Multicast, the ICE Gateway uses the following:
- hostinfo.cfg parameters:
- MulticastGroup#: Used to select the multicast groups from MulticastGroups.cfg file to which you want the Gateway to listen to.
- MulticastNetworkInterface: Sets the address of the ICE-facing NIC the TT Gateway uses for the ICE iMpact Multicast feed.
For more information regarding specific hostinfo.cfg parameters needed to configure the ICE iMpact Multicast feed, refer to the Section: [PriceServer]
- MulticastGroups.cfg file:
The MulticastGroups.cfg file
contains connection information specific to product subscriptions.
Any updates made to the MulticastGroups.cfg file will be removed when the TT Gateway is upgraded.
To assist with price data subscriptions, the ICE Gateway uses the MulticastGroups.cfg file.
Example MulticastGroups.cfg File
ProductGroup=ICE Futures US Agriculture
ProductGroup=ICE Futures US Financial
ProductGroup=ICE Futures Europe Oil
The MulticastGroups.cfg file is an index file that maps connectivity information to the various channels that ICE broadcasts via their iMpact Multicast feed. The MulticastGroups.cfg file stores connection information for sessions in unique channel sections. By default, the ICE Gateway does not automatically listen to all of the various channels configured in the MulticastGroups.cfg file. To listen to the feed for a particular channel, you must ensure that the corresponding MulticastGroup# parameter is correctly configured and uncommented in the [PriceServer] section of the hostinfo.cfg file.
MulticastGroup.cfg File Parameters
By default, the ICE Gateway installs with a MulticastGroup.cfg file configured to listen on all supported multicast channels from the Exchange. If ICE sends out a new channel (i.e., set of product information) at a later time, TT will send out a Customer Advisory informing customers what changes may need to made.
The MulticastGroup.cfg file should not be altered. Please contact your TAM prior to altering this file.
This is the section title. All sections in the MulticastGroups.cfg file use a section title. Each section title differs according to the type of market data in that section (e.g., [USAggFutures], [USFinFutures], etc.).To request this data, you must ensure the corresponding MulticastGroup# parameter in the [PriceServer] section of the hostinfo.cfg is correctly configured and uncommented.
Sets the channel name of the data that the ICE Gateway requests.
This parameter sets the IP address and port ICE uses to broadcast the live market updates for the Live Feed. ICE specifies this value.
This parameter sets the IP address and port ICE uses to broadcast the market updates for the Snapshot channel. ICE specifies this value.
Sets whether the Price Server logs settlement prices.
When LogSettlements=Y, the Price Server logs all settlement prices.
By default, this parameter is not present. If this parameter is missing or contains a value other than Y, the Price Server does not log settlements.
Do not modify this parameter unless instructed to do so by a TT Representative.
Sets which product definitions the ICE Gateway downloads from the Exchange. The Gateway downloads only product definitions for product categories (Market Types) listed in the MarketTypeIds parameter.
The Exchange defines all product categories. For a list of product categories and their associated values, refer to the List of Market Type IDs.
To trade new products added by the Exchange, you may need to update the MarketTypeIDs parameter to include the new market types.
Currently, this parameter contains more Market Type IDs than the Exchange supports. As a result, you may see a Market type not supported error message in the Price Server log.