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
Price Server Failover
You can set up a secondary Price Server to continue to receive price updates in the event the Price Server becomes inactive. When properly configured, Price Server failover occurs seamlessly.
You can set up a second machine to function as a backup Price Server. You can run the ICE Gateway installation on the machine that you want to host your secondary Price Server. You must ensure that both machines use the same Exchange-Flavor (i.e., flavor) and share the same multicast channels. In addition, you should configure the [PriceServer] sections in the hostinfo.cfg file on both machines. All values should be the same except for SessionUserName and SessionPassword. Due to restrictions on dual logins, these values must be different.
Next, set up ttchron.ini on the secondary TT Gateway so only the Price Server component runs. Comment out the Order Server and Fill Server sections in ttchron.ini on the secondary TT Gateway.
Once properly configured, prices continue to update even if the primary Price Server goes down.
Price Server Functionality Failover
In a Price Server failover pair, only one runs as an active Price Server component. The other Price Server remains in an idle mode and displays as half-green and half-yellow in Guardian. Although idle, this Price Server is connected to the exchange and ready to request product information.
When the primary Price Server fails and turns red in Guardian, the idle Price Server automatically becomes active and begins requesting products to which traders subscribe. It can take several minutes before the Price Server displays as green in Guardian however, the ICE Gateway continues to seamlessly receive and broadcast price updates.
There is no impact on client subscriptions to the TT ICE Gateway during a Price Server failover. Prices are now received by the secondary Price Server, while orders continue to be routed through the Order Server on the primary TT ICE Gateway.
Configuring Price Server Failover
When configuring Price Server failover, the following should be considered:
- The secondary ICE Gateway and Price Server must be the same version and configured with the same Exchange-Flavor and multicast channels as the primary ICE Gateway.
- Any changes made in the aconfig.xml and aconfig_local.mxl files (e.g., enabling PFX) need to be made on both ICE Gateways.
- The hostinfo.cfg file
on both the primary and secondary ICE Gateways must be configured
with the following:
- The same settings for the [PriceServer] section parameters.
- Identical product subscriptions. For example, if the primary Gateway is subscribing to MulticastGroup1=USAggFutures, the secondary Gateway must be subscribed to that as well.
- To configure the secondary ICE Gateway so that only the Price Server runs, comment out the Order Server and Fill Server sections in the ttchron.ini file on the secondary ICE Gateway.
- Identical MulticastGroups.cfg files are required on both the primary and secondary ICE Gateways.