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ICE Gateway Documentation

Configuring Order Management

FIX Order Server

To properly use the FIX Order Server, you must configure the following in the hostinfo.cfg file:

  • Connection information as provided by the Exchange. This includes the Exchange host’s name, a connection IP address, and connection port.
  • Identification information for the member firm.This includes the SenderCompID, SenderSubID, and TargetCompID as distributed by the Exchange.
  • Member, Group, and Trader ID information.

Multiple Order Sessions

ICE Gateways Version 7.4 and above support multiple order sessions. For more information refer to the section called Understanding Order Management.

Dedicated Order Management

To increase order efficiency, ICE Gateways Version 7.3 and above contain a significant Order Management enhancement.

  • The ICE Gateway only processes orders and fills that originate from that ICE Gateway Exchange-Flavor (e.g., ICE-A).
  • The ICE Gateway ignores all ‘foreign’ orders that originate elsewhere (i.e., another ICE Gateway, an older version of the ICE Gateway, WebICE, or other non-TT front-end application). The TT Gateway does not forward foreign orders to the client applications.
  • You can view and delete orders that originate from ICE Gateway Version 7.3 in older versions of the ICE Gateway and the WebICE client applications.
  • You cannot modify orders (i.e., increase/decrease quantity or price) that originate from ICE Gateway Version 7.3 and above outside of the ICE Gateway. The Exchange rejects any order modification attempted this way and displays the following error message in webICE: FIX order(s) can only be changed by FIX user(s).
  • The ICE Gateway supports Order Book sharing only between traders using the same Member ID and Group ID and sharing the same ICE Gateway.

Order Book Sharing

ICE Gateways Version 7.3.4 and higher offer full support for Order Book sharing between direct traders and the mapped TTORD trader. Both the TTORD and direct trader can change, delete, and modify each other’s orders provided the following:

  • The traders must share the same Exchange member and group.
  • The traders must submit orders using the same clearing account.
  • You must correctly map the TTORD trader to the direct trader.

ICE Futures Europe Block Trades Support

ICE Gateway 7.17.65 and higher supports publishing ICE Futures Europe block trades to market participants. Configure the CrossExecInst parameter in the [Order Server] section of hostinfo.cfg to either delay or block the publishing of a block trade. To configure this parameter, refer to Section: [OrderServer].

For a list of outrights and strategies and their minimum order quantities for standard, delayed, or non-publication of block trades, refer to: https://www.theice.com/publicdocs/futures/ICE_Futures_Block_Trade_Policy.pdf