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The network configuration details can be found here: ICE_Multicast_Connectivity_Guide.pdf. Before starting the work with ICE iMpact Handler, make sure that the tunnel application from ICE_iMpactMulticastFeed_GettingStarted is configured to the required feed and running.
The configuration consists of three sections: TCP connection information, multicast groups, and market types definitions.
An application can work with multiple environments, (for example, UAT and Production). Each one has its own destination and source addresses.
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ICE may change the endpoint address or port. For the most recent data related to connections, the user should reach out to ICE. |
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Legend:
Structure breakdown:
| 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 |
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| <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" | ||||||||
TCP Connection Information
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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
Troubleshooting
ICE is dropping non-secure TCP connections / ICE iMpact Market Data handler doesn't receive data from port 3000
Root Cause
ICE requires TLS connections to their market data feeds and drops non-secure connections.
By default, port 443 is used for secure TLS connections and port 3000 is used for non-secure connections.
Solution
Encrypt connection with other proxy applications (e.g. STunnel) and forward a non-secure connection from localhost:3000 to <ice TCP feed>:443.
For example, the first configuration should be changed to the second one, also using the given STunnel configuration.
Old configuration:
| Code Block | ||
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<tcp ip="63.247.112.185" port="3000"
userName="Username"
password="Password"/> |
New configuration:
| Code Block | ||
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<tcp ip="localhost" port="3000"
userName="Username"
password="Password"/> |
STunnel configuration:
| Code Block | ||
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[ICE_MD]
protocol = proxy
client = yes
accept = 127.0.0.1:3000
connect = 63.247.112.185:443 |