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
Support for Options on Futures
ICE Gateways Version 7.13.0 receive options directly from the Exchange.
ICE Gateways support American-style Options only. Therefore, you can exercise the option anytime between the date of purchase and the expiration date.
European Options, which may only be redeemed at the expiration date, are not supported.
Configuring Options Support
For both clean installations and upgrades, ICE Gateways do not automatically support Options. You must configure the following to enable Options support:
To enable Options on Futures:
- Use the Aconfig Utility to set Product-Types=1073741838.
The Product-Types parameter is located in the AConfigCoreServerExchange-SpecificExchange-flavorGAL directory.
- In the hostinfo.cfg file,
list the market type IDs for each contract in both the MarketTypeIds and OptionsMarketTypeIds parameters.
Each contract uses the same market type ID for both Futures and Options.
To ensure optimal performance, only add Market Type IDs for the specific Options you wish to trade.