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
Single Gateway Failover
When the customer has only one ICE Gateway in a single-session environment, and it fails, the exchange deletes all working non-GTC orders. In a multi-session configuration, each FIX session can recover independently. A failure of one FIX session will not affect the other FIX sessions.
When a single ICE Gateway fails during trading hours, the exchange deletes all working non-GTC orders. Traders stop receiving data (prices, fills, order data) from the ICE Gateway.
Gateway Software Recovery
After a failure, TTChron restarts any components scheduled to be running. After a successful restart of the gateway, the following activities occur:
- Fills: From the exchange, the ICE Gateway requests information for all successful fills. However, the exchange only provides the last 250 messages related to orders and fills in flight. After the exchange resends the requested information, the TT Gateway may forward a message to the Audit Trail and the Order Server log file noting that some fills may not be present. Traders should contact the exchange to reconcile any missing fill information.
- Orders: On disconnect, the exchange deletes all working non-GTC orders. These orders appear as Hold in the X_TRADER® order book. Once the Order Server reconnects, you can use X_TRADER® to resubmit the held orders as new orders to the exchange.
- Prices: When the Price Server restarts after a failure,
it reads the last recorded snapshot for each product. The prices
in the snapshot are broadcast to the traders’ Market Grid and MD
However, for a live price feed and updated prices, traders must
wait for the Price Server to connect to ICE and begin broadcasting
before seeing updated prices in X_TRADER®.
The Price Server also uses the last sequence number for each product and compares it to the sequence number in the first price messages it receives from the Exchange. If there is a gap between sequence number, the Price Server updates market data following the next price update.
Following a disconnect, the exchange only provides partial fill information which may result in missing fills.
If a disconnection occurs, you should contact the exchange to reconcile any missing fill information.
Gateway Hardware Recovery
If you do not recover your ICE Gateway the same day as the failure, all fills from that day are lost.
Example Scenario: No Failover
Quick Financial Services (QFS) has one ICE Gateway. During trading hours, their gateway experiences a drive head crash, and immediately, all traders lose their connection to the exchange. The exchange displays red in Guardian, prices stop updating, and no new fills are received. Even though they have X_TRADER® open, traders lose the ability to trade on ICE Gateway. Traders who have a position move to the front-end trading screens, log in, and continue trading.
QFS installs and starts up another ICE Gateway that same day using the same configuration as the failed TT Gateway. When it connects to the exchange, it downloads all of the day’s fills and any working orders for all traders listed in its hostinfo.cfg file. Traders can log back into the exchange and begin trading at current prices. No fill or order data is lost.