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  1. Review https://www.theice.com/publicdocs/technology/Supported_Market_Types_on_ICE_API.pdf and find the ICE Market Type ID you are interested in;
  2. Come up with the name for the subscription and specify it in the ICESession.SecurityDefinitionSubscriptions property (it supports several values delimited by comma).
  3. Add subscription details in the following format:
    ICESession.SecurityDefinitionSubscriptions.<Subscription_Name>.SecurityID = ice_market_type_id
    ICESession.SecurityDefinitionSubscriptions.<Subscription_Name>.CFICode = FXXXXX (for Futures) or OXXXXX (for Options) or OXXFXX (for Unique Option market IDs)

Warning

Parameter values SecurityDefinitionSubscriptions and UDSSubscriptions must be unique. Names of subscriptions should not be the same for receiving Security Definition response (35=d) and Defined Strategies (35=UDS) messages.

Below is the example of the subscription to the Atlantic Coal Futures market type. Market ID is 123. Let's say we are interested in options and the subscription name is ICEAtlanticCoalOptions:

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  1. Review https://www.theice.com/publicdocs/technology/Supported_Market_Types_on_ICE_API.pdf and find the ICE Market Type ID you are interested in;
  2. Come up with the name for the subscription and specify it in the ICESession.UDSSubscriptions property (it supports several values delimited by comma).
  3. Add subscription details in the following format:
    ICESession.UDSSubscriptions.<Subscription_Name>.SecurityID = ice_market_type_id
Warning

Parameter values SecurityDefinitionSubscriptions and UDSSubscriptions must be unique. Names of subscriptions should not be the same for receiving Security Definition response (35=d) and Defined Strategies (35=UDS) messages.

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