Supported Market Types on ICE API Version 5.6 February 22, 2016 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 4.4 4.5 4.6 4.7 4.8 4.9 5 5.1 5.2 5.3 5.4 5.5 5.6 Ashish Gadre Ashish Gadre Ashish Gadre Ashish Gadre Ashish Gadre Ashish Gadre Ashish Gadre Ashish Gadre Ashish Gadre Ashish Gadre Ashish Gadre Ashish Gadre Ashish Gadre Ashish Gadre Ashish Gadre Ashish Gadre ICE – Supported Market Types on ICE API Date 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 2/2/2015 2/9/2015 3/12/2015 4/3/2015 4/6/2015 4/21/2015 5/14/2015 5/20/2015 6/18/2015 8/14/2015 9/2/2015 9/23/2015 11/19/2015 12/3/2015 12/7/2015 2/19/2016 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 https://www.theice.com/publicdocs/circulars/15006.pdf?spMailingID=10360425&spUserID=MTg0ODk2NDg1NAS2&spJobID=460961039&spReportId=NDYwOTYxMDM5S0 Added Italian Power Futures (137) Added 3 new markets for ERIS 129-131 Delisted and moved 129 & 130 under 104 (CIF US) Renamed 131 to "Interest Rate Futures" Added 139 - Credit Swap Data De-listed 49. Added 140 - Gold Fixing Delisted 79-82 market types (Brent NX no longer exists) Added 138 World Cotton Added 136 Italian Natural Gas Futures Added 141 - North Sea Partials Marked market types 94,109,300,301,304,307,308,309,310,311,313 to be de-listed on 12/04/2015 Added 144 Oil CAD market type Delisted 94, 109, 300, 301, 304, 307, 308, 309, 310, 311, 313 Added 145 - Cotton Spreads 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 50 51 53 54 55 57 58 59 60 61 62 63 64 65 66 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 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 BRIX Spot NYH (RBOB) Gasoline/Heating Oil Spread ICE – Supported Market Types on ICE API Notes IFUS IFUS IF EU IF EU IF EU IF EU IF EU IF EU IF EU IF EU IF EU IF EU IF EU IF EU IF EU IF EU IF EU IF EU IF EU IFUS IFUS IFUS IFUS IFUS IF EU IFUS IFUS IF EU IF EU IF EU IF CA IF CA IF EU IFUS Not traded IFUS IF EU IFUS ICE Endex ICE Endex IF EU IFUS IF EU IF EU IF EU IF EU IF EU ICE Block only ICE Block only ICE Block only IF EU FIX OS FIX TC X 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 Both Both Cleared Cleared Cleared Cleared Cleared Cleared Cleared Bilateral Bilateral Bilateral Cleared * * * * X 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 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 X ICE Futures Europe Non Oil 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 ICE Stops GTC 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 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 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 X X Page 3 of 5 www.theice.com ID Market Type Name 67 68 69 70 71 72 83 84 85 86 89 90 91 92 93 95 96 97 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 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 EUA UK Auction EUAA UK Auction CFR South China Coal Futures 98 Belgian Power Futures Notes IFUS IFUS IFUS IF EU IF EU IF EU IF EU IF EU IF EU IF EU IFUS IFUS IFUS IF EU ICE Endex 99 Dutch Power Futures ICE Endex 100 gC Newcastle/FOB Indo sub-bit Coal Futures Spread IF EU 101 Richards Bay/gC Newcastle Coal Futures Spread IF EU 103 Platts Physical Iron Ore 104 110 111 112 113 CIF US Leilao BRIX European Power Spreads TAQA Belgian ZTP Gas Spot ERIS , IFUS 114 115 116 117 118 Dutch TTF Gas Spot Dutch TTF Gas Storage European Gas Spot Spreads Belgian ZTP Gas Futures UK OCM Gas Spot ICE Endex ICE Endex IFUS ICE Endex 119 122 123 124 125 126 127 128 131 133 134 135 136 137 138 139 140 141 144 145 200 202 203 205 206 207 208 209 210 211 212 213 Belgian Gas Spreads German Power Futures Atlantic Coal Futures Financial Olefins Financial Monomers Platts Variable Oil Urals Endex Spot Market Indices Russell Cash Indices Interest Rate Futures Singapore Energy Singapore Financials Singapore Metals Italian Natural Gas Futures Italian Power Futures World Cotton Credit Swap Data Gold Fixing North Sea Partials Oil CAD Cotton Spreads Liffe STIRs Liffe Bonds Liffe Swapnotes Liffe Commodities Metals IFUS Equity Indices GCF Repo Liffe Three Month Euro and EONIA Eurodollar Liffe Equity Derivatives - Non-US Based Liffe Equity Derivatives - US Based Liffe Index Options IFUS IFUS IF UK IF UK IF UK ICE – Supported Market Types on ICE API IFUS IFUS ICE Endex Not traded Not traded ERIS IF SG IF SG IF SG IF EU IF EU IFUS ERIS - Not traded ICE IBA IF EU IFUS IF EU (Liffe) IF EU (Liffe) IF EU (Liffe) IF EU (Liffe) IFUS (Liffe) IFUS (Liffe) IF EU (Liffe) IF EU (Liffe) IF EU (Liffe) IF EU (Liffe) IF EU (Liffe) IF EU (Liffe) FIX OS FIX TC 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) X X X X X X Bilateral Bilateral Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Both Cleared Cleared Cleared X X X X X X X Cleared iMpact Pricefeed - Multicast Grp(s) X X ICE OTC 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 ICE Futures Europe Non Oil ICE Endex Silo Name ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE Stops GTC 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 Crossing Orders 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 ICE Endex ICE Futures Europe Non Oil ICE Futures Europe Non Oil 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 Bilateral X X ICE X X X X ICE ICE ICE ENDEX ENDEX X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X CDS - SWAP Futures X ICE Endex ICE Endex Spot ICE Endex Spot X -- X X X X X Cleared Bilateral Cleared Cleared Cleared X X X X X X X X X ----- X X X X X X X X Cleared Cleared Cleared Cleared Cleared X X X ICE Endex Spot ICE Endex Spot ICE Endex Spot ICE Endex X ENDEX ENDEX ENDEX ICE ENDEX X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X ------ X X X X X X X X X X Cleared Cleared Cleared Cleared Cleared Bilateral N/A N/A Cleared Cleared Cleared Cleared Cleared Cleared Cleared N/A Bilateral Bilateral Both Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared Cleared X 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 IRS - SWAP Futures ICE Futures Singapore ICE Futures Singapore ICE Futures Singapore ICE Endex ICE Endex ICE Futures US Agricultures X X X ICE OTC ICE Futures US Agricultures 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 ICE Futures US (Liffe) Metals, ICE Futures US (Liffe) Options 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 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 ICE ICE ICE ICE ICE ENDEX ICE LIFFE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE LIFFE LIFFE LIFFE ICE ICE ICE ICE LIFFE ICE LIFFE LIFFE LIFFE X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X --------- X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X Cleared Cleared Cleared X X X X X X X X * X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X X -------- X X X X X X X X X X X X X X X 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 214 215 297 298 299 302 303 305 306 312 314 315 317 318 319 320 321 Market Type Name Liffe Index Futures - US Restricted Liffe Index Futures - Non-US Restricted Cleared Cocoa Swap Cleared Coffee C Swap Cleared Sugar No 11 Swap Dry Bulk Coal Physical Gas Power Financial Aromatics NGX Physical Gas NGX Financial Power Financial NGL Olefins/Polymers Physical NGL Physical Oil Aromatics/Oxygenates ICE – Supported Market Types on ICE API Notes IF EU (Liffe) IF EU (Liffe) ICE Block only ICE Block only ICE Block only FIX OS FIX TC 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 Bilateral Both Bilateral Bilateral Both Both Both Bilateral Bilateral Bilateral Bilateral 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 and Indices X X X X X X X X ICE OTC ICE OTC ICE OTC X X X X Silo Name LIFFE LIFFE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE ICE Stops GTC 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 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 ---------------- Page 5 of 5