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
ICE Gateway 7.17.45 and higher supports submitting cross orders into the market. Users can submit a cross order for the following product types: Futures, Spreads, Options, and Strategies.
The exchange requires that a “quote request for cross” (RFQ) be submitted prior to entering the cross order for certain products. The gateway and X_TRADER® 7.17.45 and higher support this requirement by submitting an RFQ for all products.
The exchange rules determine if certain products are supported for RFQ and may change periodically. If not eligible for RFQ, you’ll get a reject message from the exchange; however, the cross order can still be submitted for the product. Contact the exchange to ensure that your product is eligible for RFQ.
Submitting ICE Cross Orders in X_TRADER®
X_TRADER 7.17.35 and higher supports entering ICE cross orders using the Wholesale Order window. Upon receiving the order, the exchange broadcasts a request to cross message that appears in the Audit Trail. After the exchange-defined time period (e.g., 10 seconds), the order is submitted. For more details, refer to the Introduction to Wholesale Trading.