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Table of Contents

...

The configuration consists of three sections: TCP connection information, multicast groups, and market types definitions.

Infonote

ICE may change the endpoint address or port

so for

. For the most recent data related to

the

connections the user should reach out to ICE.

The network configuration details can be found here: ICE_Multicast_Connectivity_Guide.pdf

An application can work with multiple environments, (for example, UAT and Production). Each one has its own destination and source addresses.

Info
A list of downloadable instrument definition definitions is defined by ICE permissions and a . A user should notify ICE if they want to get data from different multicast feeds (e.g. from ICE OTC).

Multicast Configuration Structure


Legend:

Image RemovedImage Added

StructureDescriptionExample
<multicastClientConfig>


<environment>

An entry with the name of the deployment environment.
The environment defines all of the required connections/data channels, including UDP for Market Data and TCP for recovery.




name 

Name of the environment

APITest


<tcp>

TCP connection attributes



ip

The IP address of the TCP Recovery connection

63.247.113.77



port

The port of TCP Recovery connection

3000



userName

Username 





password

Password




<multicast>Multicast groups information containing the list of group definitions



<group>Individual group entry




name

Name of the multicast group

ICE Endex Spot




<fullOrderDepth>Full Order Depth





<live>







ip

The IP address for live connections for the Full Order Depth feed

233.156.208.157






port

Port for live connections for the Full Order Depth feed

20157





<snapshot>







ip

The IP address for snapshot connections for the Full Order Depth feed

233.156.208.156






port

Port for snapshot connections for the Full Order Depth feed

20156




<priceLevel>Top 5 Price Level





<live>







ip

The IP address for live connections for the Top 5 Price Level feed

233.156.208.155






port

Port for live connections for the Top 5 Price Level feed

20155





<snapshot







ip

The IP address for snapshot connections in the Price Level feed

233.156.208.154






port

Port for snapshot connections in the Price Level feed

20154


includeEnvironment




envionment






name

<multicastGroups>List of all the enabled multicast groups

<multicastGroupEntry in the list


name

Name of the multicast group

name="Digital Assets"


isOptions

Indicates whether a group is an Options group. Options only support price level books.

There is no Full Order Depth for predefined options markets.

isOptions="false"


isFullyImplied
Info
A MulticastGroup can't be Options and fully implied Fully Implied at the same time.

<allMarketTypes>

List of all the market types with their corresponding multicast groups. 
The multicast group name must match what has been specified in the multicast tag
More than one market type may be mapped to a multicast group channel.



<marketType>An entry of a market type with market type definition according to ICE


codeThe value in the ID column from the ICE supported market type spec _Market_Types_on_ICE_API.code="0"


nameMarket type namename="Financial Gas"


<multicastGroup>reference Reference to the multicast group used for getting data.



namemulticast Multicast group name from <multicastGroups> definition.name="ICE OTC"

TCP Connection Information

...

  • Defines attributes (IP and port) whose values allow the server to connect to a remote system.
  • Defines logon information (username and password) that the handler uses within its requests

The example below shows a TCP connection information section:

Code Block
languagexmltitleExample
<tcp ip="63.247.112.185" port="80"
            userName="Username"
            password="Password"/>

The ICE iMpact MD Handler retrieves the static instrument data from this connection.

...

All TCP messages including requests and responses are defined in ICE iMpact Multicast Feed Message Specification.

The static data can be received from ICE or loaded from a file configured with IceImpact::InstrumentLoadParams::filename. Acquiring static data occurs before processing multicast Market Data messages.

Multicast Groups

Multicast groups are for defining multicast feed channels for different markets. Each group defines feed IP addresses for incremental and snapshot channels.

The example below shows a single entry in the multicast groups section:

Code Block
languagexmltitleExample for a single entry
<multicast>
			<group name="ICE Futures Europe Non Oil">
				<fullOrderDepth>
					<live ip="233.156.208.12" port="20012"/>
					<snapshot ip="233.156.208.13" port="20013"/>
				</fullOrderDepth>
				<priceLevel>
					<live ip="233.156.208.14" port="20014"/>
					<snapshot ip="233.156.208.15" port="20015"/>
				</priceLevel>
			</group>
</multicast>

...

The ICE iMpact MD Handler gets a list of available instruments from the static data received from ICE and links it with configured data feeds. 

Configuration Example

sampleSample.xml