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 Spread Prices
ICE Gateways support the Exchange’s spread products. To trade ICE HO-GO spreads and IPE Gas Oil Crack products, you must properly configure the [SpreadRatios] section in the hostinfo.cfg file.
Configuring Spread Prices
You can configure the spread ratio for inter-product contracts in which the spread ratio does not equal 1 to 1.
The parameters in this section follow the format: “<ProductName>”=<qty 1>, <qty 2>, <qty 3>, <qty 4> where:
- <ProductName> equals the name of the contract you wish to trade. You must include quotation marks around the product name (e.g., “ICE HO-GO Spr”).
- <qty 1> equals the ratio of contracts the trader wishes to buy. This is listed as a positive integer.
- <qty 2> equals the ratio of contracts the trader wishes to sell. This is listed as a negative integer.
- <qty 3> equals the amount the trade quantity increases or decreases for each quantity change.
- <qty 4> equals the amount the trade quantity changes as set by the Exchange.