ICE (iMpact) Market Data Connector

ICE iMpact Data Connector based on ICE iMpact Multicast Data Feed API and EPAM B2BITS Market Data Handler for ICE iMpact.

Features

iceConnector Key

Instrument Types

FuturesOptionsEnergy

Technology

Multicast

Feed Mode

Real-Time

Order Book Update Mode

SnapshotIncremental Updates

Order Book Type

Aggregated

✓

Level 1

✓

Level 2

✗

Level 3

✓

Trades

✗

Funding Rates

Parameter	Default Value	Description
Network Interface	0.0.0.0	Network Interface be used for multicast. NOTE: on Linux use 0.0.0.0
Instruments file	N/A	Path fo instruments description file
Non Aggressive Mode	false	Be nice to the system and consume less of CPU resources, the actual CPU consumption will grow as UDP traffic grows. The resulting message latency may vary in this mode. Allows to run more than one instance of DC.
Filter OffBook Trades	false	Filter out trades with non-empty off market type and trades with SystemPricedLeg flag
Snapshot Interval	10S	This property sets an interval in seconds between periodical Level2 snapshots which sent to Aggregator. Snapshots will be generated as soon as this threshold is exceeded AND the next increment message arrives. Conversely, snapshots are NOT generated every period if no data is coming in. Default value is 10 seconds.

Symbol Notation	Examples
`<SYMBOL>` (upper case)	BRN FMF0021! BRN FMM0021!

To enable detailed logging, use these lines in the <QSHOME>/config/gflog.xml file:

<logger name="deltix.qsrv.hf.plugins.data.ice.impact.ICEImpactDataConnection" level="TRACE">
  <appender-ref ref="safeAppender"/>
</logger>