| Table of Contents |
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| Structure | Description | Example | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| <multicastClientConfig> | ||||||||||
| <environment> | An entry with the name of the deployment environment. | |||||||||
| 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 | |||||||||
| <multicastGroup | Entry 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 |
| |||||||||
| <allMarketTypes> | List of all the market types with their corresponding multicast groups. | |||||||||
| <marketType> | An entry of a market type with market type definition according to ICE | |||||||||
| code | The value in the ID column from the ICE supported market type spec | code="0" | ||||||||
| name | Market type name | name="Financial Gas" | ||||||||
| <multicastGroup> | Reference to the multicast group used for getting data | |||||||||
| name | Multicast group name from <multicastGroups> definition | name="ICE OTC" | ||||||||
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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.
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Market types that ICE currently supports can be found at the URL below. They can be used in Product Definition and Market Data Requests.
https://www.theice.com/publicdocs/technology/Supported_Market_Types_on_ICE_API.pdf
Configuration Example
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