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 Settlement Prices
The Gateway now defers the publishing of the settlement price until the close of market. Intraday settlement will now be populated in the Indicative Settlement “IndSettle” column in X_TRADER®. In previous versions of the Gateway, this behavior was configurable.
ICE Gateways Version 7.13 and higher no longer publish the Closing price.
Configuring Settlement Prices
In Version 7.14, you can configure this behavior using the Settlement parameter in the [PriceServer] section of the hostinfo.cfg file.
By default, the TT Gateway publishes settlement prices immediately.
In Version 7.15, the Settlement parameter in the [PriceServer] section of the hostinfo.cfg file was deprecated. Intraday settlement will now be populated in the Indicative Settlement “IndSettle” column in X_TRADER®. This behavior is not configurable.