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
The following lists common connection problems and possible solutions:
- I can telnet the Exchange; however, the ICE Gateway fails
- Verify your connection IDs.
- Verify that the values listed in the MulticastGroup# parameter in the hostinfo.cfg match the values listed in the MulticastGroups.cfg file.
- The Order Server does not connect to the Exchange.
- You must obtain a unique set of connection information for the Order Server.
- This set includes a FIX Order connection IP address and port number.
- The SessionUserName parameter in the [OrderSession#] section of the hostinfo.cfg file does not include a numerical value. In order for the Order Server to start, this parameter must include a numerical value.
- The Price Server does not connect to the Exchange.
- Obtain a unique set of connection information for the Price Server.
Market Data Issues
The following lists common problems with market data management and possible solutions:
- I do not see any market data populating in X_TRADER®.
- Verify connectivity to the Exchange.
- Telnet the Price Server connection IP address to ensure that the ICE Gateway is connected to the Exchange.
- I do not see prices for a particular contract.
- The Price Server receives market data only for subscribed products.
- Ensure that the product’s market type ID is listed in the hostinfo.cfg file.
- I have set NumDepthLevels=10 in
the Aconfig.xml file;
however, I can only see 5 levels of depth.
- ICE Gateways can forward all levels of depth sent from the Exchange.
- With this configuration, the ICE Gateway forwards a maximum of 10 levels of depth. However, the Gateway only forwards 5 levels if that is the amount of depth forwarded by the Exchange.
Order and Fill Data Issues
The following lists common problems with order and fill management and possible solutions.
- I am experiencing issues with missing fills and/or
- Are you logging the same Trader ID into the ICE Gateway and WebICE at the same time? TT strongly recommends that users do not log into both systems concurrently using the same Trader ID.
- A number of issues relating to missing fills and missing orders have been identified as a result of a dual login.
- I have exited X_TRADER®; however, I am
still experiencing missing fills and/or orders.
- Trader IDs remain logged in at the Exchange after a user exits X_TRADER®.
- As a result, TT recommends that users do not use the same Trader ID on both the ICE Gateway and WebICE in a single trading day, even if the ID is not logged into both systems concurrently.
- I cannot kill orders through WebICE.
- Due to Exchange limitations, normal users cannot kill orders submitted from the ICE Gateway in WebICE.
- Users who wish to retain the ability to kill orders through WebICE should set up a Super User account.