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
Exchange Host Failure and Recovery
In the unlikely event that the actual exchange host fails, all electronic traders on that exchange lose their connections.
If the exchange host fails, traders experience the following:
- Orders in transit before the failure are lost.
- The ICE Gateway Order and Price Servers begin cycling (starting up and shutting down according to the schedule set in ttchron.ini).
- All price, order, and fill data becomes stale.
- Traders lose their connections and cannot trader.
The TT Gateway continues to run and remains connect to the Exchange’s Multicast server. When the Exchange host goes live, the TT Gateway receives the appropriate messages. Traders can again begin trading normally and prices begin updating as normal.
Price Delivery Failure
Price data is transmitted via multicast packets containing sequence numbers to help identify missing packets. If the TT Gateway discovers a missing sequence number, the Price Server updates with correct information after receiving the next price update.
When the exchange host recovers, the following occurs:
- If set to run in ttchron.ini, the ICE Gateway server components (Price, Order) reconnect to ICE Gateway.
- The ICE Gateway re-request all fill and order information from the exchange.
The TT Gateway re-requests all fill and working order information from the exchange. No information is lost.