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
- Troubleshooting
- Configuration Parameters
- Market Type IDs
Preparing to Install
Enhancements in 7.17.0
ICE Gateway 7.17.61 and higher supports gateway installation in ICE-US and ICE-UK modes. Customers upgrading to the ICE Gateway 7.17.61 will continue to be in ICE-US installation mode. A clean installation of 7.17.61 will prompt you to select between ICE-US and ICE-UK modes as follows:
Based on the selection, the appropriate ttchron.ini, gwsettings.ini, and ice_ipe_rollover_schedule.ini configuration files will be installed.
Subsequent upgrades to future ICE Gateway versions will support the mode that you selected during your clean install of 7.17.61 or higher.
Customer Tasks
Before you can install a ICE Gateway, the customer must complete the following tasks:
- Set up and prepare a network connection to ICE.
For ICE Gateways Version 7.12 and below, ICE Gateway supports the
use of customer’s VPN solutions. As of Version 7.13, VPN connections
are not supported. Customers must use a direct line for the Price
Server connection to support the Multicast Price Feed. The direct
line for the Price Server connection can also be used for the Order
Server.
Note For more information on connection requirements and to obtain the Price Server ID for ICE Gateway Version 7.13 and above, please see the https://www.theice.com/publicdocs/technology/ICE_Multicast_Connectivity_Guide.pdf
- Obtain a unique User ID for each direct trader connecting to the Exchange.
- Obtain a unique set of connection information for the Price Server. This set includes an iMpact Streaming Price Feed connection IP address and port number.
- Obtain a unique set of connection information for the Order Server. This set includes a FIX Order connection IP address, and port number.
- Obtain new TT FIX Order connection and iMpact Price connection IDs from the Exchange. You cannot use older ICE Gateway IDs with Version 7.3.1
- Successfully telnet each of the IP addresses and ports that ICE Gateway distributes.
Additionally, for each connection (order and price), ICE Gateway distributes two ports to the customer. One port is for use with SSL encryption and the other for use without SSL encryption. The client must determine whether to use SSL encryption on each connection and then use the appropriate port number for that connection.
- If you have an Internet connection to TT ICE Gateway Gateways Version 7.12 and below, for security issues, TT recommends that you use SSL to encrypt your messages. In addition, you must further secure the connection by installing and configuring S Tunnel.
- If you have a direct connection to ICE Gateway, TT recommends
that you do not use SSL. Using SSL slightly decreases performance.
Note ICE Gateways Version 7.13 and above do not support S Tunnel for the Multicast Price Feed.
Installer Tasks
In addition, the person who performs the installation must perform the following tasks:
- From the customer, obtain the connection information used by the Price and Order Servers.
- Identify all sets of trader information.
- Ensure your network contains adequate bandwidth. This is especially true when sharing a line between multiple ICE Gateways of different versions.
- Configure S Tunnel and ttchron.ini if connecting
to the Exchange via an internet connection.
Note ICE Gateways Version 7.13 and above do not support S Tunnel for the Multicast Price Feed.