Supported Market Types on ICE API

Transcription

1 Suppted Market Types on ICE API Version 7.4 September 13, 2017 This material may not be reproduced redistributed in whole in part without the express, pri written consent of IntercontinentalExchange Group, Inc IntercontinentalExchange Group, Inc. All Rights Reserved.

2 Revisions Rev Changed by Date Description 1.0 Ashish Gadre 4/16/2013 Document updated with revision histy 1.1 Ashish Gadre 4/16/2013 Updated market type 29 as delisted 1.2 Ashish Gadre 4/19/2013 Added Financial Environmental 1.3 Ashish Gadre 5/20/2013 Some cleanup 1.4 Ashish Gadre 7/16/2013 Added Griffin markets 1.5 Ashish Gadre 9/12/2013 Added new market types 1.6 Ashish Gadre 10/11/2013 Moved 74 under Ashish Gadre 10/15/2013 Updated 51 with endex channel 1.8 Ashish Gadre 10/18/2013 Added new market type Ashish Gadre 11/20/2013 Added 111 and re-enabled market type id 25 2 Ashish Gadre 1/31/2014 Added Griffin UK Phys Power 2.1 Ashish Gadre 2/5/2014 Removed Ashish Gadre 2/21/2014 Added LIFFE markets 2.3 Ashish Gadre 3/26/2014 Cleanup of MC channels f endex markets. Added Endex spot markets. 2.4 Ashish Gadre 4/1/ , 76 updated as delisted. 2.5 Ashish Gadre 5/6/2014 Added , 125 market type ids 2.6 Ashish Gadre 6/5/2014 Crected MC channels f Eurodollar and GCF 2.7 Ashish Gadre 6/20/2014 Crected MC channels f Physical Environmental. 2.8 Ashish Gadre 6/30/2014 Delisted Griffin Markets. 2.9 Ashish Gadre 7/9/2014 Updated MC channels f LIFFE and added column 3 Ashish Gadre 7/15/2014 Updated market type names f 200,202,203,205,209 to reflect "Liffe" instead of "LIFFE". Removed "Delisted" market types (29,30,34,35,43,74,75,76,322, ) 3.1 Ashish Gadre 8/20/2014 Delisted Emissions. 3.2 Ashish Gadre 8/27/2014 Crected der suppt f LIFFE markets and 38,85 and 86. Added new columns f,gcrs and trades 3.3 Ashish Gadre 9/10/2014 New market types split off of 204 (211,212) and 201 ( ). Delisted 201, Ashish Gadre 9/18/2014 Added 117,119 and 123 market types 3.5 Ashish Gadre 11/5/2014 Delisted Ashish Gadre 11/26/2014 Added 128 market type. 3.7 Ashish Gadre 12/1/2014 Delisted Ashish Gadre 12/17/2014 De-listed markets 6,27,77,78 as per the notice sent out on 12/17/ Ashish Gadre 1/19/2015 Added Singape mkts and Endex markets 118 and Ashish Gadre 1/28/2015 Crected MC channel names f 127 and Ashish Gadre Added stop suppt on the relevant Liffe markets per this 2/2/ Ashish Gadre 2/9/2015 Added Italian Power ures (137) 4.3 Ashish Gadre 3/12/2015 Added 3 new markets f ERIS Ashish Gadre 4/3/2015 Delisted and moved 129 & 130 under 104 (CIF US) 4.5 Ashish Gadre 4/6/2015 Renamed 131 to "Interest Rate ures" 4.6 Ashish Gadre 4/21/2015 Added Credit Swap Data 4.7 Ashish Gadre 5/14/2015 De-listed Ashish Gadre 5/20/2015 Added Gold Fixing 4.9 Ashish Gadre 6/18/2015 Delisted market types (Brent NX no longer exists) 5 Ashish Gadre 8/14/2015 Added 138 Wld Cotton 5.1 Ashish Gadre 9/2/2015 Added 136 Italian Natural Gas ures 5.2 Ashish Gadre 9/23/2015 Added Nth Sea Partials 5.3 Ashish Gadre 11/19/2015 Marked market types 94,109,300,301,304,307,308,309,310,311,313 to be de-listed on 12/04/ Ashish Gadre 12/3/2015 Added 144 Oil CAD market type 5.5 Ashish Gadre 12/7/2015 Delisted 94, 109, 300, 301, 304, 307, 308, 309, 310, 311, Ashish Gadre 2/19/2016 Added Cotton Spreads 5.7 Ashish Gadre 4/13/2016 De-listed German Power based on notice sent out on 11 APRIL 2016, and added 142 and Ashish Gadre 7/6/2016 Added suppt f 118 and added a new market type of UK OCM Physical Gas Spot 5.9 Ashish Gadre 7/8/2016 Added UK Spark Spread 6 Ashish Gadre 8/11/2016 Added Japanese Domestic Waterbne 6.1 Ashish Gadre 10/22/2016 Added BRIX Energia Fin 6.2 Ashish Gadre 12/12/2016 Added Japan Domestic Rack 6.3 Ashish Gadre 12/28/2016 Added Daily Metals 6.4 Ashish Gadre 1/17/2017 Enabled Ashish Gadre 3/28/2017 Enabled Ashish Gadre 5/1/2017 Updated the mulicast group f 157 to "ICE ures US Financials" 6.7 Ashish Gadre 5/10/2017 Updated the mc group f 140 to "IBA Fixing" 6.8 Ashish Gadre 6/13/2017 Delisted 138 and 145 based on this notice --> Ashish Gadre 6/23/2017 Added option channels to 50 and Ashish Gadre 7/5/2017 Updated UK Spark Spread as Deferred Market launch 7.1 Ashish Gadre 9/1/2017 Added ICE Rotterdam/Newcastle Coal ures Spread 7.2 Ashish Gadre 9/5/2017 Added Silver Fixing 7.3 Ashish Gadre 9/12/2017 Updated 143 f option suppt 7.4 Ashish Gadre 9/13/2017 Added Test Symbols/Market types ICE Suppted Market Types on ICE API Page 2 of 5

3 Suppted Market Types across ICE APIs This document lists all the market types that are suppted on the following ICE APIs: Order Routing ( OR), Trade Capture ( ), Private Order Feed ( ), and Multicast OR and API currently suppts most of the markets that are clearable (including the cleared side of markets marked as Both under column below). *: F markets marked Both, prices are disseminated only f the cleared trades f the. Please note that even if a market type is shown to be suppting a certain feature (e.g., Stop ders) in the table below, not all contracts/markets under that market type may actually suppt it. You may contact 24 hour ICE Helpdesk, log a suppt ticket by sending an to integrate@theice.com f any questions regarding the contracts/markets suppting the desired feature under a given market type. ID Market Type Notes (P) - Multicast Grp(s) Stops G Option UDS Opt UDS 0 Financial Gas IFUS Both * ICE O, ICE O Options ICE X X X -- X X 1 Financial Power IFUS Both * ICE O ICE X X X -- X X 2 Oil IF EU Both * ICE O, ICE O Options ICE X X X -- X X 3 IPE Natural Gas ures IF EU ICE ures Europe Non Oil, ICE ure Europe Options ICE X X X -- X X 4 IPE Gas Oil ures IF EU ICE ures Europe Oil Others, ICE ure Europe Options ICE X -- X X 5 IPE Brent ures IF EU ICE ures Brent, ICE ure Europe Options ICE X -- X X 7 IPE UK Electricity ures Peak IF EU ICE ures Europe Non Oil ICE X X X X X X -- X X 8 IPE UK Electricity ures Base IF EU ICE ures Europe Non Oil ICE X X X X X X -- X X 9 ICE WTI Crude ures IF EU ICE ures WTI, ICE ure Europe Options ICE X -- X X 10 gc Newcastle Coal ures IF EU ICE ures Europe Non Oil, ICE ure Europe Options ICE X X X -- X X 11 ICE Brent-WTI ures Spread IF EU ICE ures Europe Oil Others ICE X X X X X X -- X X 12 IPE-ECX European Emissions IF EU ICE ures Europe Non Oil, ICE ure Europe Options ICE X X X X -- X X 13 ICE Heating Oil ures IF EU ICE ures Europe Oil Others, ICE ure Europe Options ICE X X X X X -- X X 14 ICE Heating Oil/WTI ures Crack IF EU ICE ures Europe Oil Others ICE X X X X X X X -- X X 15 ICE NYH (RBOB) Gasoline ures IF EU ICE ures Europe Non Oil, ICE ure Europe Options ICE X X X X -- X X 16 ICE NYH (RBOB) Gasoline/WTI ures Crack IF EU ICE ures Europe Non Oil ICE X X X X X X X X -- X X 17 ICE Rotterdam Coal ures IF EU ICE ures Europe Non Oil, ICE ure Europe Options ICE X X X -- X X 18 ICE Richards Bay Coal ures IF EU ICE ures Europe Non Oil, ICE ure Europe Options ICE X X X -- X X 19 ICE Rotterdam/Richards Bay Coal ures Spread IF EU ICE ures Europe Non Oil ICE X X X X X X X X -- X X 20 Cocoa IFUS ICE ures US Agricultures, ICE ures US Agricultures Options ICE X -- X X 21 Coffee C IFUS ICE ures US Agricultures, ICE ures US Agricultures Options ICE X -- X X 22 Cotton No 2 IFUS ICE ures US Agricultures, ICE ures US Agricultures Options ICE X -- X X 23 FCOJ A IFUS ICE ures US Agricultures, ICE ures US Agricultures Options ICE X -- X X 24 Sugar No 11 IFUS ICE ures US Agricultures, ICE ures US Agricultures Options ICE X -- X X 25 Heat Rate Spread IF EU ICE O ICE X X X X X X X X -- X X 26 US Dollar Index IFUS ICE ures US Financials, ICE ures US Financials Options ICE X -- X X 28 Russell Indices IFUS ICE ures US Financials, ICE ures US Financials Options ICE X -- X X 31 ICE Middle East Sour Crude ures IF EU ICE ures Europe Oil Others ICE X X X X X X -- X X 32 ICE Brent/Middle East Crude ures Spread IF EU ICE ures Europe Oil Others ICE X X X X X X X -- X X 33 ICE WTI/Middle East Crude ures Spread IF EU ICE ures Europe Oil Others ICE X X X X X X X -- X X 36 Canadian Oilseeds IF CA ICE ures Canada, ICE ures Canada Options ICE X -- X X 37 Canadian Grains IF CA ICE ures Canada, ICE ures Canada Options ICE X -- X X 38 ECX CER ures IF EU ICE ures Europe Non Oil, ICE ure Europe Options ICE X X -- X X 39 Feign Exchange IFUS ICE ures US Financials ICE X X X X X -- X X 40 Financial Index Data Not traded X X X N/A ICE ures US Financials ICE X X X X X X X X -- X X 41 Sugar No 16 IFUS ICE ures US Agricultures ICE X X X X -- X X 42 ECX EUA/CER ures Spread IF EU ICE ures Europe Non Oil ICE X X X X X X X X -- X X 44 Henry Hub IFUS Both * ICE O, ICE O Options ICE X -- X X 45 ICAP Crude X Both X X ICE X X X X X X X X -- X X 46 ICAP Fuel Oil X Both X X ICE X X X X X X X X -- X X 47 ICAP Middle Distillates X Both X X ICE X X X X X X X X -- X X 48 Dutch TTF Gas ures ICE Endex ICE Endex, ICE Endex Options ICE X X X -- X X 50 German Natural Gas ures ICE Endex ICE Endex, ICE Endex Options ICE X X X X -- X X 51 European Gas Spreads ICE Endex ICE Endex ICE X X X X X X X -- X X 53 Canadian Financial Gas IFUS Both * ICE O ICE X X X X X X X X -- X X 54 NGX Canadian Physical Crude IF EU Both * ICE O ICE X X X X X X X -- X X 55 US Coal ures IF EU ICE ures Europe Non Oil, ICE ure Europe Options ICE X X X X X X X -- X X 57 FOB Indo sub-bit Coal ures IF EU ICE ures Europe Non Oil ICE X X X X X X X X -- X X 58 Heating Oil/Brent ures Crack IF EU ICE ures Europe Oil Others ICE X X X X X X X X -- X X 59 NYH (RBOB) Gasoline/Brent ures Crack IF EU ICE ures Europe Oil Others ICE X X X X X X X X -- X X 60 Wet Freight ICE only X X X ICE X X X X X X X X -- X X 61 Dry Freight ICE only X X X ICE X X X X X X X X -- X X 62 Ferrous Metals ICE only X X X ICE X X X X X X X X -- X X 63 Platts Variable Oil X X X ICE X X X X X X X X -- X X 64 BRIX Longo Prazo X X X ICE X X X X X X X X -- X X 65 BRIX Spot X X X ICE X X X X X X X X -- X X 66 NYH (RBOB) Gasoline/Heating Oil Spread IF EU ICE ures Europe Non Oil ICE X X X X X X X X -- X X 67 BRIX Longo Prazo Incentivada IFUS X X X ICE X X X X X X X X -- X X 68 BRIX Spot Incentivada IFUS X X X ICE X X X X X X X X -- X X ICE Suppted Market Types on ICE API Page 3 of 5

4 ID Market Type Notes (P) - Multicast Grp(s) Stops G Option UDS Opt UDS 69 Physical Environmental IFUS ICE O ICE X X X X X X -- X X 70 Heating Oil/LS Gasoil ures Spread IF EU ICE ures Europe Oil Others ICE X X X X X X X X -- X X 71 LS Gasoil/Brent ures Crack IF EU ICE ures Europe Oil Others ICE X X X X X X X X -- X X 72 NYH (RBOB) Gasoline/LS Gasoil ures Spread IF EU ICE ures Europe Oil Others ICE X X X X X X X X -- X X 83 ICAP Wet Freight IF EU X X X ICE X X X X X X X X -- X X 84 ECX EUAA ures IF EU ICE ures Europe Non Oil ICE X X X X X -- X X 85 ECX CER/EUAA ures Spread IF EU ICE ures Europe Non Oil ICE X X X X X -- X X 86 ECX EUAA/EUA ures Spread IF EU ICE ures Europe Non Oil ICE X X X X X -- X X 89 Soybean IFUS ICE ures US Agricultures, ICE ures US Agricultures Options ICE X -- X X 90 Wheat IFUS ICE ures US Agricultures, ICE ures US Agricultures Options ICE X -- X X 91 Cn IFUS ICE ures US Agricultures, ICE ures US Agricultures Options ICE X -- X X 92 ECX EUA EIB Auction X X X ICE X X X X X X X X -- X X 93 Financial LNG X X X ICE X X X X X X X X -- X X 95 EUA UK Auction X X X ICE X X X X X X X X -- X X 96 EUAA UK Auction X X X ICE X X X X X X X X -- X X 97 CFR South China Coal ures IF EU ICE ures Europe Non Oil ICE X X X X X X X X -- X X 98 Belgian Power ures ICE Endex ICE Endex ICE X X X X X X X -- X X 99 Dutch Power ures ICE Endex ICE Endex ICE X X X X X X X -- X X 100 gc Newcastle/FOB Indo sub-bit Coal ures IF EU X ICE ures Europe Non Oil ICE X X X X X X X X -- X X 101 Richards Bay/gC Newcastle Coal ures Spread IF EU X ICE ures Europe Non Oil ICE X X X X X X X X -- X X 103 Platts Physical Iron Ore X X X ICE X X X X X X X X -- X X 104 CIF US ERIS, IFUS X CDS - SWAP ures ICE X X X X X X 110 Leilao BRIX X X X ICE X X X X X X X X -- X X 111 European Power Spreads ICE Endex ICE Endex ICE X X X X X X X -- X X 112 TAQA ICE Endex X ICE Endex Spot ENDEX X X X X X X X -- X X 113 Belgian ZTP Gas Spot ICE Endex ICE Endex Spot ENDEX X X X X X X X -- X X 114 Dutch TTF Gas Spot ICE Endex ICE Endex Spot ENDEX X X X X X X X -- X X 115 Dutch TTF Gas Stage ICE Endex ICE Endex Spot ENDEX X X X X X X X -- X X 116 European Gas Spot Spreads ICE Endex ICE Endex Spot ENDEX X X X X X X X -- X X 117 Belgian ZTP Gas ures ICE Endex ICE Endex ICE X X X X X X X -- X X 118 UK OCM Gas Spot ICE Endex ICE Endex Spot ENDEX X X X X X X X -- X X 119 Belgian Gas Spreads ICE Endex ICE Endex ICE X X X X X X X -- X X 123 Atlantic Coal ures IF UK ICE ures Europe Non Oil, ICE ure Europe Options ICE X X X X -- X X 124 Financial Olefins IF UK X X ICE O ICE X X X X X X X -- X X 125 Financial Monomers IF UK X X ICE O ICE X X X X X X -- X X 126 Platts Variable Oil Urals X X X ICE X X X X X X X X -- X X 127 Endex Spot Market Indices Not traded X X X N/A ICE Endex Spot ENDEX X X X X X X X -- X X 128 Russell Cash Indices Not traded X X X N/A ICE ures US Russell Cash Indices ICE X X X X X X X X -- X X 131 Interest Rate ures ERIS X IRS - SWAP ures LIFFE X X X X X X X X 133 Singape Energy IF SG ICE ures Singape ICE X X X X X X X 134 Singape Financials IF SG ICE ures Singape ICE X X X X X X X 135 Singape Metals IF SG ICE ures Singape ICE X X X X X X X 136 Italian Natural Gas ures ICE Endex ICE Endex ICE X X X X X -- X X 137 Italian Power ures ICE Endex ICE Endex ICE X X X X X X X -- X X 139 Credit Swap Data ERIS - Not traded X X X N/A X ICE X X X X X X X X -- X X 140 Gold Fixing ICE IBA Both X IBA Fixing ICE X X X X X X X X -- X X 141 Nth Sea Partials X X X ICE X X X X X X X X -- X X 142 EU Financial Power Spreads ICE Endex X ICE Endex ICE X X X X X X X -- X X 143 EU Financial Power ures ICE Endex ICE Endex ICE X X X X -- X X 144 Oil CAD IF EU Both * ICE O ICE X X X -- X X 147 Silver Fixing ICE IBA Both X IBA Fixing ICE X X X X X X X X -- X X 149 UK Spark Spread IF EU - Market Launch ICE ures Europe Non Oil ICE X X X X X X X -- X X Deferred 150 UK OCM Physical Gas Spot ICE Endex X X X ENDEX X X X X X X X -- X X 152 Japan Domestic Waterbne X X X ICE X X X X X X X X -- X X 154 Daily Metals IFUS (Liffe) X ICE ures US (Liffe) Metals, ICE ures US (Liffe) Options ICE X X 155 BRIX Energia Fin X X X ICE X X X X X X X X -- X X 156 Japan Domestic Rack X X X ICE X X X X X X X X -- X X 157 Financial US LNG IFUS X ICE ures US Financials ICE X X X X X X X X -- X X 160 ICE Rotterdam/Newcastle Coal ures Spread IF EU ICE ures Europe Non Oil ICE X X X X X X X X -- X X 200 Liffe STIRs IF EU (Liffe) X ICE ures Europe (Liffe) STIRS Other, ICE ures Europe (Liffe) Financial Options LIFFE X X 202 Liffe Bonds IF EU (Liffe) X ICE ures Europe (Liffe) Medium and Long Term IR, ICE ures Europe (Liffe) Financial Options LIFFE X X 203 Liffe Swapnotes IF EU (Liffe) X ICE ures Europe (Liffe) Medium and Long Term IR, ICE ures Europe (Liffe) Financial Options LIFFE X X 205 Liffe Commodities IF EU (Liffe) X ICE ures Europe (Liffe) Agricultural, ICE ures Europe Options ICE X X X X 206 Metals IFUS (Liffe) X ICE ures US (Liffe) Metals, ICE ures US (Liffe) Options ICE X X 207 IFUS Equity Indices IFUS (Liffe) X ICE ures US (Liffe) Equity Indices, ICE ures US (Liffe) Options ICE X X ICE Suppted Market Types on ICE API Page 4 of 5

5 ID Market Type Notes (P) - Multicast Grp(s) Stops G Option UDS Opt UDS 208 GCF Repo IF EU (Liffe) X ICE ures Europe (Liffe) GCF and Eurodollar ICE X X X X 209 Liffe Three Month Euro and EONIA IF EU (Liffe) X ICE ures Europe (Liffe) Three Month Euro and EONIA, ICE ures Europe (Liffe) Financial Options LIFFE 210 Eurodollar IF EU (Liffe) X ICE ures Europe (Liffe) GCF and Eurodollar ICE X X X X 211 Liffe Equity Derivatives - Non-US Based IF EU (Liffe) X ICE ures Europe (Liffe) Equity and Indices, ICE ures Europe (Liffe) Equity Options LIFFE X X X 212 Liffe Equity Derivatives - US Based IF EU (Liffe) X ICE ures Europe (Liffe) Equity and Indices, ICE ures Europe (Liffe) Equity Options LIFFE X X 213 Liffe Index Options IF EU (Liffe) X ICE ures Europe (Liffe) Indices Options LIFFE X X X 214 Liffe Index ures - US Restricted IF EU (Liffe) X ICE ures Europe (Liffe) Equity and Indices LIFFE X X X 215 Liffe Index ures - Non-US Restricted IF EU (Liffe) X ICE ures Europe (Liffe) Equity and Indices LIFFE X X 297 Cocoa Swap ICE only X X X ICE X X X X X X X X -- X X 298 Coffee C Swap ICE only X X X ICE X X X X X X X X -- X X 302 Dry Bulk X X ICE X X X X X X X X -- X X 303 Coal X X X ICE X X X X X X X X -- X X 305 Physical Gas X Both * X ICE X X X X X X X X -- X X 306 Power X Both X X ICE X X X X X X X -- X X 312 Financial Aromatics X X X ICE X X X X X X X X -- X X 314 NGX Physical Gas Both * ICE O ICE X X X X X X X X -- X X 315 NGX Financial Power Both * ICE O ICE X X X X X X X X -- X X 316 NGX Financial Gas X X X ICE X X X X X X X X -- X X 317 Financial NGL Both * ICE O, ICE O Options ICE X X X X X X X -- X X 318 Olefins/Polymers X X X ICE X X X X X X X X -- X X 319 Physical NGL X X X ICE X X X X X X X X -- X X 320 Physical Oil X X X ICE X X X X X X X X -- X X 321 Aromatics/Oxygenates X X X ICE X X X X X X X X -- X X 600 TEST IPE Brent Crude ures Test X Test ICE ures FOD, Test ICE ures Top5PL ICE X X X X X X X X -- X X 601 TEST NYBOT Sugar No. 11 ures Test X Test ICE ures FOD, Test ICE ures Top5PL ICE X X X X X X X X -- X X 602 TEST NDEX Dutch TTF Gas ures Test X Test ICE ures FOD, Test ICE ures Top5PL ICE X X X X X X X X -- X X 603 TEST LIFFEUK1 Three Month Euro (Eurib) X Test ICE ures Europe (Liffe) FOD, Test ICE ures Europe (Liffe) Top5PL LIFFE X X X X X X X X -- X X ure Test 604 TEST LIFFEUK2 FTSE Stnd Index ure Test X Test ICE ures Europe (Liffe) FOD, Test ICE ures Europe (Liffe) Top5PL LIFFE X X X X X X X X -- X X ICE Suppted Market Types on ICE API Page 5 of 5