Supported Market Types on ICE API
Supported Market Types on ICE API Version 4.3 March 12, 2015 This material may not be reproduced or redistributed in whole or in part without the express, prior written consent of IntercontinentalExchange Group, Inc. 2005-2014 IntercontinentalExchange Group, Inc. All Rights Reserved. www.theice.com Revisions Rev Changed by Ashish Gadre 1.1 Ashish Gadre 1.2 Ashish Gadre 1.3 Ashish Gadre 1.4 Ashish Gadre 1.5 Ashish Gadre 1.6 Ashish Gadre 1.7 Ashish Gadre 1.8 Ashish Gadre 1.9 Ashish Gadre 2 Ashish Gadre 2.1 Ashish Gadre 2.2 Ashish Gadre 2.3 Ashish Gadre 2.4 Ashish Gadre 2.5 Ashish Gadre 2.6 Ashish Gadre 2.7 Ashish Gadre 2.8 Ashish Gadre 2.9 Ashish Gadre 3 Ashish Gadre 3.1 Ashish Gadre 3.2 Ashish Gadre 3.3 Ashish Gadre 3.4 Ashish Gadre 3.5 Ashish Gadre 3.6 Ashish Gadre 3.7 Ashish Gadre 3.8 Ashish Gadre 3.9 Ashish Gadre 4 Ashish Gadre 1.0 4.1 4.2 4.3 Ashish Gadre Ashish Gadre Ashish Gadre ICE – Supported Market Types on ICE API Date Description Document updated with revision history Updated market type 29 as delisted Added 109 - Financial Environmental Some cleanup Added Griffin markets Added new market types Moved 74 under 4 Updated 51 with endex channel Added new market type 110 Added 111 and re-enabled market type id 25 Added 405 - Griffin UK Phys Power Removed 316 Added LIFFE markets Cleanup of MC channels for endex markets. Added Endex spot markets. 75, 76 updated as delisted. Added 122. 124, 125 market type ids Corrected MC channels for Eurodollar and GCF Corrected MC channels for Physical Environmental. Delisted Griffin Markets. Updated MC channels for LIFFE and added Silo column Updated market type names for 200,202,203,205,209 to reflect "Liffe" instead of "LIFFE". Removed "Delisted" market types (29,30,34,35,43,74,75,76,322,400-405) Delisted Emissions. Corrected Crossing order support for LIFFE markets and 38,85 and 86. Added new columns for Block,GCROSS and Basis trades New market types split off of 204 (211,212) and 201 (213-215). Delisted 201, 204 Added 117,119 and 123 market types Delisted 104. Added 128 market type. Delisted 73. De-listed markets 6,27,77,78 as per the notice sent out on 12/17/2014 Added Singapore mkts 133-135 and Endex markets 118 and 127. Corrected MC channel names for 127 and 112 Added stop support on the relevant Liffe markets per this 2/2/2015 https://www.theice.com/publicdocs/circulars/15006.pdf?spMailingID=10360425&spUserID=MTg0ODk2NDg1NAS2&spJobID=460961039&spReportId=NDYwOTYxMDM5S0 2/9/2015 Added Italian Power Futures (137) 3/12/2015 Added 3 new markets for ERIS 129-131 4/16/2013 4/16/2013 4/19/2013 5/20/2013 7/16/2013 9/12/2013 10/11/2013 10/15/2013 10/18/2013 11/20/2013 1/31/2014 2/5/2014 2/21/2014 3/26/2014 4/1/2014 5/6/2014 6/5/2014 6/20/2014 6/30/2014 7/9/2014 7/15/2014 8/20/2014 8/27/2014 9/10/2014 9/18/2014 11/5/2014 11/26/2014 12/1/2014 12/17/2014 1/19/2015 1/28/2015 Page 2 of 5 www.theice.com Supported Market Types across ICE APIs This document lists all the market types that are supported on the following ICE APIs: FIX Order Routing (FIX OR), FIX Trade Capture (FIX TC), FIX Private Order Feed (FIX POF), iMpact Pricefeed and iMpact Multicast FIX OR and iMpact API currently supports most of the markets that are clearable (including the cleared side of markets marked as “Both” under ‘Cleared or Bilateral’ column below). *: For markets marked “Both”, prices are disseminated only for the cleared trades for the iMpact Pricefeed. Please note that even if a market type is shown to be supporting a certain feature (e.g., Stop orders) in the table below, not all contracts/markets under that market type may actually support it. You may contact 24 hour ICE Helpdesk, or log an integrate ticket at https://www.theice.com/integrate for any questions regarding the contracts/markets supporting the desired feature under a given market type. ID Market Type Name 0 1 2 3 4 5 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 28 31 32 33 36 37 38 39 40 41 42 44 45 46 47 48 49 50 51 53 54 55 57 58 59 60 61 62 63 64 Financial Gas Financial Power Oil IPE Natural Gas Futures IPE Gas Oil Futures IPE Brent Futures IPE UK Electricity Futures Peak IPE UK Electricity Futures Base ICE WTI Crude Futures gC Newcastle Coal Futures ICE Brent-WTI Futures Spread IPE-ECX European Emissions ICE Heating Oil Futures ICE Heating Oil/WTI Futures Crack ICE NYH (RBOB) Gasoline Futures ICE NYH (RBOB) Gasoline/WTI Futures Crack ICE Rotterdam Coal Futures ICE Richards Bay Coal Futures ICE Rotterdam/Richards Bay Coal Futures Spread Cocoa Coffee C Cotton No 2 FCOJ A Sugar No 11 Heat Rate Spread US Dollar Index Russell Indices ICE Middle East Sour Crude Futures ICE Brent/Middle East Crude Futures Spread ICE WTI/Middle East Crude Futures Spread Canadian Oilseeds Canadian Grains ECX CER Futures Foreign Exchange Financial Index Data Sugar No 16 ECX EUA/CER Futures Spread Henry Hub ICAP Crude ICAP Fuel Oil ICAP Middle Distillates Dutch TTF Gas Futures ECX ERU Futures German Natural Gas Futures European Gas Spreads Canadian Financial Gas NGX Canadian Physical Crude US Coal Futures FOB Indo sub-bit Coal Futures Heating Oil/Brent Futures Crack NYH (RBOB) Gasoline/Brent Futures Crack Wet Freight Dry Freight Ferrous Metals Platts Variable Oil BRIX Longo Prazo ICE – Supported Market Types on ICE API Notes IFUS IFUS IFUS IFUS IFUS IFUS IFUS WCE Product WCE Product IFUS Not traded IFUS IF UK IF UK IF UK IF UK IF UK IF UK IF UK ICE Block only ICE Block only ICE Block only FIX OS FIX TC X X X X X X X X X X FIX Cleared or iMpact POF Bilateral Pricefeed (TCP) X Both Both Both Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared N/A Cleared Cleared Both Both Both Both Cleared Cleared Cleared Cleared Both Both Cleared Cleared Cleared Cleared Cleared Cleared Cleared Bilateral Bilateral * * * * X X X * * X X X X X iMpact Pricefeed - Multicast Grp(s) ICE OTC, ICE OTC Options ICE OTC ICE OTC ICE Futures Europe Non Oil, ICE Future Europe Options ICE Futures Europe Oil Others, ICE Future Europe Options ICE Futures Brent, ICE Future Europe Options ICE Futures Europe Non Oil ICE Futures Europe Non Oil ICE Futures WTI, ICE Future Europe Options ICE Futures Europe Non Oil, ICE Future Europe Options ICE Futures Europe Oil Others ICE Futures Europe Non Oil, ICE Future Europe Options ICE Futures Europe Oil Others, ICE Future Europe Options ICE Futures Europe Oil Others ICE Futures Europe Non Oil, ICE Future Europe Options ICE Futures Europe Non Oil ICE Futures Europe Non Oil, ICE Future Europe Options ICE Futures Europe Non Oil, ICE Future Europe Options ICE Futures Europe Non Oil ICE Futures US Agricultures, ICE Futures US Agricultures Options ICE Futures US Agricultures, ICE Futures US Agricultures Options ICE Futures US Agricultures, ICE Futures US Agricultures Options ICE Futures US Agricultures, ICE Futures US Agricultures Options ICE Futures US Agricultures, ICE Futures US Agricultures Options ICE OTC ICE Futures US Financials, ICE Futures US Financials Options ICE Futures US Financials, ICE Futures US Financials Options ICE Futures Europe Oil Others ICE Futures Europe Oil Others ICE Futures Europe Oil Others ICE Futures Canada, ICE Futures Canada Options ICE Futures Canada, ICE Futures Canada Options ICE Futures Europe Non Oil, ICE Future Europe Options ICE Futures US Financials ICE Futures US Financials ICE Futures US Agricultures ICE Futures Europe Non Oil ICE OTC, ICE OTC Options X X X ICE Endex, ICE Endex Options ICE Futures Europe Non Oil, ICE Future Europe Options ICE Endex ICE Endex ICE OTC ICE OTC ICE Futures Europe Non Oil ICE Futures Europe Non Oil ICE Futures Europe Oil Others ICE Futures Europe Oil Others X X X X X Silo Name ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE Stops GTC GTD Option UDS UDS Mass RFQ Opt Fut Quotes X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X Crossing Orders X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X Self Block --------------------------------------------------------- GTX Basis Trades X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X Page 3 of 5 www.theice.com ID Market Type Name 65 66 67 68 69 70 71 72 79 80 81 82 83 84 85 86 89 90 91 92 93 94 95 96 97 98 BRIX Spot NYH (RBOB) Gasoline/Heating Oil Spread BRIX Longo Prazo Incentivada BRIX Spot Incentivada Physical Environmental Heating Oil/LS Gasoil Futures Spread LS Gasoil/Brent Futures Crack NYH (RBOB) Gasoline/LS Gasoil Futures Spread Brent NX/WTI Futures Spread Brent NX/Brent Futures Spread NYH (RBOB) Gasoline/Brent NX Futures Crack Heating Oil/Brent NX Futures Crack ICAP Wet Freight ECX EUAA Futures ECX CER/EUAA Futures Spread ECX EUAA/EUA Futures Spread Soybean Wheat Corn ECX EUA EIB Auction Financial LNG Uranium EUA UK Auction EUAA UK Auction CFR South China Coal Futures Belgian Power Futures 99 100 101 103 109 110 111 Dutch Power Futures gC Newcastle/FOB Indo sub-bit Coal Futures Spread Richards Bay/gC Newcastle Coal Futures Spread Platts Physical Iron Ore Financial Environmental Leilao BRIX European Power Spreads 112 113 114 115 116 117 118 119 122 123 124 125 126 127 128 129 130 131 133 134 135 137 200 202 203 205 TAQA Belgian ZTP Gas Spot Dutch TTF Gas Spot Dutch TTF Gas Storage European Gas Spot Spreads Belgian ZTP Gas Futures UK OCM Gas Spot Belgian Gas Spreads German Power Futures Atlantic Coal Futures Financial Olefins Financial Monomers Platts Variable Oil Urals Endex Spot Market Indices Russell Cash Indices CDX NA CDX EUR Interest Rate Swaps Singapore Energy Singapore Financials Singapore Metals Italian Power Futures Liffe STIRs Liffe Bonds Liffe Swapnotes Liffe Commodities Notes ICE Block FIX OS FIX TC X X X X X X X X X X X X X X X X Stops GTC GTD Option UDS UDS Mass RFQ Opt Fut Quotes Basis Trades X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X --------------------------- X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X ICE Endex ICE Futures Europe Non Oil ICE Futures Europe Non Oil X ICE OTC X ICE Endex ICE ICE ICE ICE ICE ICE ICE X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X -------- X X X X X X X X X X X X X X ENDEX ENDEX ENDEX ENDEX ENDEX ICE ENDEX ICE ICE ICE ICE ICE ICE ENDEX ICE ICE ICE LIFFE ICE ICE ICE ICE LIFFE LIFFE LIFFE ICE X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X ---------------- X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X ICE Endex Spot ICE Endex Spot ICE Endex Spot ICE Endex Spot ICE Endex Spot ICE Endex X ICE Endex ICE Endex ICE Futures Europe Non Oil, ICE Future Europe Options ICE OTC ICE OTC X ICE Endex Spot ICE Futures US Russell Cash Indices CDS - SWAP Futures CDS - SWAP Futures IRS - SWAP Futures ICE Futures Singapore ICE Futures Singapore ICE Futures Singapore ICE Endex ICE Futures Europe (Liffe) STIRS Other, ICE Futures Europe (Liffe) Financial Options ICE Futures Europe (Liffe) Medium and Long Term IR, ICE Futures Europe (Liffe) Financial Options ICE Futures Europe (Liffe) Medium and Long Term IR, ICE Futures Europe (Liffe) Financial Options ICE Futures Europe (Liffe) Agricultural, ICE Futures Europe Options X X X X X X X X Cleared X ICE Futures US (Liffe) Metals, ICE Futures US (Liffe) Options ICE Cleared Cleared Cleared Cleared X X X X ICE Futures US (Liffe) Equity Indices ICE Futures Europe (Liffe) GCF and Eurodollar ICE Futures Europe (Liffe) Three Month Euro and EONIA, ICE Futures Europe (Liffe) Financial Options ICE Futures Europe (Liffe) GCF and Eurodollar ICE ICE LIFFE ICE GTX X X X X X X X X X X X X X X X X X X X X X X 207 208 209 210 Self Block ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE X X X X Crossing Orders X ICE Futures Europe Non Oil X X CCX Futures (decommissioned on 07/18/2014), ICE OTC ICE Futures Europe Oil Others ICE Futures Europe Oil Others ICE Futures Europe Oil Others ICE Futures Europe Oil Others ICE Futures Europe Oil Others ICE Futures Europe Oil Others ICE Futures Europe Oil Others X ICE Futures Europe Non Oil ICE Futures Europe Non Oil ICE Futures Europe Non Oil ICE Futures US Agricultures, ICE Futures US Agricultures Options ICE Futures US Agricultures, ICE Futures US Agricultures Options ICE Futures US Agricultures, ICE Futures US Agricultures Options X X X X X ICE Futures Europe Non Oil ICE Endex X X X X X X X X X X 206 Metals ICE – Supported Market Types on ICE API X X Cleared Cleared Cleared Bilateral Cleared Bilateral Cleared Silo Name IFUS Equity Indices GCF Repo Liffe Three Month Euro and EONIA Eurodollar X Bilateral Cleared Bilateral Bilateral Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Both Cleared Cleared Cleared Cleared Cleared iMpact Pricefeed - Multicast Grp(s) Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Bilateral N/A N/A Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared X X X X X Not traded Not traded ERIS ERIS ERIS FIX Cleared or iMpact POF Bilateral Pricefeed (TCP) X X X X X X X X X X X X X X X X X X X X X X - X X X X X X X X X X X X X X X X X X X X X Page 4 of 5 www.theice.com ID 211 212 213 214 215 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 317 318 319 320 321 Market Type Name Liffe Equity Derivatives - Non-US Based Liffe Equity Derivatives - US Based Liffe Index Options Liffe Index Futures - US Restricted Liffe Index Futures - Non-US Restricted Cleared Cocoa Swap Cleared Coffee C Swap Cleared Sugar No 11 Swap Austrian Power Base Metals Dry Bulk Coal Euro Physical Gas Physical Gas Power Precious Metals UK Power German Power French Power Swiss Power Financial Aromatics Financial Coal NGX Physical Gas NGX Financial Power Financial NGL Olefins/Polymers Physical NGL Physical Oil Aromatics/Oxygenates ICE – Supported Market Types on ICE API Notes ICE Block only ICE Block only ICE Block only FIX OS FIX TC X X X X X X X X X X X X X X X X X X X X FIX Cleared or iMpact POF Bilateral Pricefeed (TCP) Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Bilateral Bilateral Cleared Bilateral Bilateral Both Bilateral Bilateral Both Both Both Both Bilateral Bilateral Both Both Both Bilateral Bilateral Bilateral Bilateral X X X X X X X X X X X X X * X X X X X X X X * * * X X X X iMpact Pricefeed - Multicast Grp(s) ICE Futures Europe (Liffe) Equity and Indices, ICE Futures Europe (Liffe) Equity Options ICE Futures Europe (Liffe) Equity and Indices, ICE Futures Europe (Liffe) Equity Options ICE Futures Europe (Liffe) Indices Options ICE Futures Europe (Liffe) Equity and Indices ICE Futures Europe (Liffe) Equity and Indices X X X X X X X X X X X X X X X X X ICE OTC ICE OTC ICE OTC X X X X Silo Name LIFFE LIFFE LIFFE LIFFE LIFFE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE Stops GTC GTD Option UDS UDS Mass RFQ Opt Fut Quotes X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X Crossing Orders Self Block GTX Basis Trades X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X ------------------------- Page 5 of 5
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