SP-142 Terrible meat hack

OnixS instructions don't work. Wait to start the handlers until the market is open.
Add sunday_pre_open flag to md config for HE/LE startup.
2019-10-07 16:36:18 -04:00 · 2019-09-03 10:30:57 -04:00 · 2019-08-19 10:15:13 -04:00 · 2019-08-15 09:35:33 -04:00 · 2019-08-14 22:14:54 -04:00 · 2019-08-14 20:43:00 +00:00
115 changed files with 1415 additions and 4813 deletions
@@ -16,6 +16,7 @@ insert_anchor_links = "right"
    selected by default
  - Increased width of login panel to better show login error messages
  - Added optional 'Maker/Taker' pricing to Spreader algo
+  - Algo buttons in ladder can now be made to deactivate after launching an algo or remain 'sticky'
 ### Internal changes
  - Made it easier to generate simple UI's for new order types
 ### API Changes
@@ -26,7 +26,6 @@ namespace mbts.spark {
         readonly ObservableFilterCollection<OrderRecordImmutable> _working_orders, _working_bids, _working_asks;
         readonly string _security_text, _security_key_text;
         readonly Property<double> _bid_price, _ask_price, _last_price, _day_change, _settlement, _session_high, _session_low;
-         readonly Property<bool> _last_price_from_spread;
         readonly CellProperty<int> _position;
         readonly CellProperty<uint> _last_size;
         readonly CellProperty<ulong> _volume;
@@ -54,7 +53,6 @@ namespace mbts.spark {
            _day_change = backing(nameof(day_change), double.NaN);
            _session_low = backing(nameof(session_low), double.NaN);
            _session_high = backing(nameof(session_high), double.NaN);
-            _last_price_from_spread = backing(nameof(last_price_from_spread), false);
            _settlement = backing(nameof(settlement), double.NaN);
            _volume = new CellProperty<ulong>(this, nameof(volume), 0);
            _inside_bids = new CellProperty<bool>(this, nameof(inside_bids));
@@ -105,7 +103,6 @@ namespace mbts.spark {
         public bool inside_asks => _inside_asks.value;
         public int position => _position.value;
         public double last_price => _last_price.Value;
-         public bool last_price_from_spread => _last_price_from_spread.Value;
         public uint last_size => _last_size.value;
         public double bid_price => _bid_price.Value;
         public uint bid_direct_size => _bid_direct_size.Value;
@@ -164,17 +161,15 @@ namespace mbts.spark {
               _inside_bids.on_next_distinct(_bid_price.Value >= _working_best_bid.value, ref dirty);
               _inside_asks.on_next_distinct(_ask_price.Value <= _working_best_ask.value, ref dirty);
            }
-            if (md.md.get_last_trade(ref _last_ref, out NativePriceSize ps, out DateTime ts, out ulong v, out bool from_spread)) {               
+            if (md.md.get_last_trade(ref _last_ref, out NativePriceSize ps, out DateTime ts, out ulong v)) {
               _last_price.set(ps.price);
-               _last_price_from_spread.set(from_spread);
               _last_size.on_next_distinct(ps.size, ref dirty);
               _volume.on_next_distinct(v, ref dirty);
            }
-            dirty |= _settlement.set_new(md.md.settlement_price);
-            dirty |= _session_low.set_new(md.md.session_low);
-            dirty |= _session_high.set_new(md.md.session_high);
-            dirty |= _day_change.set_new(last_price - settlement);
-            _volume.on_next_distinct(md.md.total_volume, ref dirty);
+            _settlement.set(md.md.settlement_price);
+            _session_low.set(md.md.session_low);
+            _session_high.set(md.md.session_high);
+            _day_change.set(last_price - settlement);
            if (dirty)
               invalidated?.Invoke();

@@ -39,8 +39,7 @@ namespace mbts.spark {
         IMultiValueConverter price_converter = new ui.spark.converters.TickDisplayConverter();
         add_col(Columns.Security, "Security", r => r.security.ToString(), nameof(Row.security), DefaultColumnWidths.Security, security_filter, DataGridFilterKnownTemplates.Regex);
         add_col(Columns.Volume, "Volume", r => r.volume.ToString(), nameof(Row.volume), DefaultColumnWidths.Volume, volume_filter, DataGridFilterKnownTemplates.ULongMinMax);
-         add_col(Columns.LastSpd, "Spd", r => r.last_price_from_spread ? "S" : "", nameof(Row.last_price_from_spread), DefaultColumnWidths.Side, last_price_from_spread_filter, DataGridFilterKnownTemplates.Regex);
-         add_col(Columns.Last, "Last", r => r.format_price(r.last_price), nameof(Row.last_price), DefaultColumnWidths.Price, last_price_filter, DataGridFilterKnownTemplates.DoubleMinMax);         
+         add_col(Columns.Last, "Last", r => r.format_price(r.last_price), nameof(Row.last_price), DefaultColumnWidths.Price, last_price_filter, DataGridFilterKnownTemplates.DoubleMinMax);
         add_col(Columns.LastSize, merged_size_col_header, r => r.last_size.ToString(), nameof(Row.last_size), DefaultColumnWidths.Size, last_size_filter, DataGridFilterKnownTemplates.UIntMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_col(Columns.Position, "Pos", r => r.position.ToString(), nameof(Row.position), DefaultColumnWidths.Size, position_filter, DataGridFilterKnownTemplates.IntMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_hl_working_orders_col(Columns.WorkingBids, working_col_header, nameof(Row.working_bids_text), nameof(Row.working_best_bid), nameof(Row.working_bids_click), working_bid_volume_filter, BTSColors.MarketData.bid, System.Windows.HorizontalAlignment.Right);
@@ -146,7 +145,6 @@ namespace mbts.spark {
                     ask_direct_size_filter.load_state(filters.ask_direct_size);
                     ask_implied_size_filter.load_state(filters.ask_implied_size);
                     last_price_filter.load_state(filters.last_price);
-                     last_price_from_spread_filter.load_state(filters.last_price_from_spread);
                     last_size_filter.load_state(filters.last_size);
                     day_change_filter.load_state(filters.day_change);
                     settlement_filter.load_state(filters.settlement);
@@ -163,7 +161,7 @@ namespace mbts.spark {
            }), DataGridFilterHelper.hook_filters(rows_view, security_filter,
            bid_price_filter, bid_merged_size_filter, bid_direct_size_filter, bid_implied_size_filter,
            ask_price_filter, ask_merged_size_filter, ask_direct_size_filter, ask_implied_size_filter,
-            last_price_filter, last_price_from_spread_filter, last_size_filter, day_change_filter, settlement_filter,
+            last_price_filter, last_size_filter, day_change_filter, settlement_filter,
            session_low_filter, session_high_filter, position_filter, working_bid_volume_filter, working_ask_volume_filter, volume_filter, security_key_filter),
            settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
            WorkLoop.Start("MarketView", _refresh)
@@ -226,7 +224,6 @@ namespace mbts.spark {
      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> ask_direct_size_filter { get; } = new UIntMinMax<Row>(r => r.ask_direct_size, nameof(Row.ask_direct_size));
      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> ask_implied_size_filter { get; } = new UIntMinMax<Row>(r => r.ask_implied_size, nameof(Row.ask_implied_size));
      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> last_price_filter { get; } = new DoubleMinMax<Row>(r => r.last_price, nameof(Row.last_price));
-      public IDataGridColumnPersistentFilter<Row, string> last_price_from_spread_filter { get; } = new RegexFilterVM<Row>(r => r.last_price_from_spread.ToString(), nameof(Row.last_price_from_spread));
      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> last_size_filter { get; } = new UIntMinMax<Row>(r => r.last_size, nameof(Row.last_size));
      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> day_change_filter { get; } = new DoubleMinMax<Row>(r => r.day_change, nameof(Row.day_change));
      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> settlement_filter { get; } = new DoubleMinMax<Row>(r => r.settlement, nameof(Row.settlement));
@@ -258,7 +255,6 @@ namespace mbts.spark {
            ask_direct_size = ask_direct_size_filter.get_state(),
            ask_implied_size = ask_implied_size_filter.get_state(),
            last_price = last_price_filter.get_state(),
-            last_price_from_spread = last_price_from_spread_filter.get_state(),
            last_size = last_size_filter.get_state(),
            day_change = day_change_filter.get_state(),
            settlement = settlement_filter.get_state(),
@@ -8,7 +8,7 @@ namespace mbts.ui.spark {
   /// Interaction logic for MarketSheetsView.xaml
   /// </summary>
   partial class MarketViewView : UserControl {
-      public enum Columns { Security, Volume, Last, LastSpd, LastSize, Position, WorkingBids, Bid, BidMergedSize, BidDirectSize, BidImpliedSize, Ask, AskMergedSize, AskDirectSize, AskImpliedSize, WorkingAsks, Settlement, DayChange, SessionLow, SessionHigh, SecurityKey,
+      public enum Columns { Security, Volume, Last, LastSize, Position, WorkingBids, Bid, BidMergedSize, BidDirectSize, BidImpliedSize, Ask, AskMergedSize, AskDirectSize, AskImpliedSize, WorkingAsks, Settlement, DayChange, SessionLow, SessionHigh, SecurityKey,
         MarketDescription, ClearedAlias, ProductDescription, HubAlias, StripName, MicCode
      }

@@ -80,7 +80,6 @@ namespace bts.shell {
            public static GridColumnSettings security => new GridColumnSettings(col_id(Columns.Security), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
            public static GridColumnSettings volume => new GridColumnSettings(col_id(Columns.Volume), DefaultColumnHeaders.Volume, width: DefaultColumnWidths.Volume);
            public static GridColumnSettings last => new GridColumnSettings(col_id(Columns.Last), DefaultColumnHeaders.Last, width: DefaultColumnWidths.Price);
-            public static GridColumnSettings last_from_spread => new GridColumnSettings(col_id(Columns.LastSpd), DefaultColumnHeaders.S, width: DefaultColumnWidths.Price, is_visible: false);
            public static GridColumnSettings last_size => new GridColumnSettings(col_id(Columns.LastSize), DefaultColumnHeaders.Size, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
            public static GridColumnSettings position => new GridColumnSettings(col_id(Columns.Position), DefaultColumnHeaders.Pos, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
            public static GridColumnSettings working_bids => new GridColumnSettings(col_id(Columns.WorkingBids), DefaultColumnHeaders.Working, font_color_override: BTSColors.MarketData.bid, width: DefaultColumnWidths.Working, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
@@ -118,7 +117,6 @@ namespace bts.shell {
                  yield return security;
                  yield return volume;
                  yield return last;
-                  yield return last_from_spread;
                  yield return last_size;
                  yield return position;
                  yield return working_bids;
@@ -202,8 +200,6 @@ namespace bts.shell {
         [ProtoMember(25)]
         public string strip_name;
         [ProtoMember(26)]
-         public string last_price_from_spread;
-         [ProtoMember(27)]         
         public string mic_code;
      }
   }
@@ -87,7 +87,6 @@ namespace mbts.spark {
         add_col(Columns.Size, DefaultColumnHeaders.Size, r => r.size.ToString(), new DoubleMinMax<FillTuple>(r => r.fill.LastShares), DataGridFilterKnownTemplates.UIntMinMax, DefaultColumnWidths.Size);
         add_col(Columns.Price, DefaultColumnHeaders.Price, r => r.format_price(r.price), new DoubleMinMax<FillTuple>(r => r.fill.LastPrice), DataGridFilterKnownTemplates.DoubleMinMax, DefaultColumnWidths.Price);
         add_col(Columns.FillKind, DefaultColumnHeaders.FillKind, r => r.fill_kind.ToString(), dv_filter(EnumHelper.get_values<FillKind>().ToArray(), r => r.fill.FillKind), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.FillKind);
-         add_col(Columns.FillStatus, DefaultColumnHeaders.FillStatus, r => r.fill_status.ToString(), dv_filter(EnumHelper.get_values<FillStatus>().ToArray(), r => r.fill.FillStatus), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.FillKind);
         add_col(Columns.FillKey, DefaultColumnHeaders.FillKey, r => r.fill_key.ToString(), new RegexFilterVM<FillTuple>(r => r.fill.FillKey), DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.FillKey);
         add_col(Columns.OrderKey, DefaultColumnHeaders.OrderKey, r => r.order_key.ToString(), new RegexFilterVM<FillTuple>(r => r.fill.OrderKey.ToString()), DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.OrderKey);
         add_col(Columns.SecurityKey, DefaultColumnHeaders.SecurityKey, r => r.security_key.ToString(), new RegexFilterVM<FillTuple>(r => r.fill.SecurityKey.ToString()), DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.SecurityKey);
@@ -189,7 +188,6 @@ namespace mbts.spark {
            case Columns.Exchange: return wrap_default(ft => ft.security.exchange_or_default());
            case Columns.FillKey: return wrap(ft => ft.fill.FillKey);
            case Columns.FillKind: return wrap_default(ft => ft.fill.FillKind);
-            case Columns.FillStatus: return wrap_default(ft => ft.fill.FillStatus);
            case Columns.FillTime: return wrap(ft => ft.fill.Timestamp.to_local_time());
            case Columns.OrderKey: return wrap(ft => ft.fill.OrderKey);
            case Columns.OrderType: return wrap_default(ft => ft.order?.order_type() ?? OrderType.None);
@@ -251,7 +249,6 @@ namespace mbts.spark {
         public double price => _fill.LastPrice;
         public double size => _fill.LastShares;
         public FillKind fill_kind => _fill.FillKind;
-         public FillStatus fill_status => _fill.FillStatus;
         public string fill_key => _fill.FillKey;
         public string order_key => _order.Key.ToString();

@@ -20,7 +20,6 @@ namespace mbts.ui.spark {
         Price,
         Size,
         FillKind,
-         FillStatus,
         FillKey,
         OrderKey,
         SecurityKey
@@ -67,8 +67,5 @@ namespace bts.shell {
            set: (us, gs) => us.with(provided_fills_gridsettings: gs));
         return new FillsWindow(this, _bus, _orders_model, state, settings_manager);
      }
-         [ProtoMember(15)]
-         [DIYGridColumnID(nameof(Columns.FillStatus))]
-         public Fill.Types.FillStatus[] fill_status { get; set; }
   }
 }
@@ -70,10 +70,6 @@ namespace bts.shell.fills {
      [ProtoMember(15)]
      [DIYGridColumnID(nameof(Columns.Symbol))]
      public string[] symbol { get; set; }
-
-      [ProtoMember(16)]
-      [DIYGridColumnID(nameof(Columns.FillStatus))]
-      public Fill.Types.FillStatus[] fill_status { get; set; }
   }

   static class FillsFilterStatesExtensions {
@@ -95,7 +91,6 @@ namespace bts.shell.fills {
         pb.add_discrete_values(fs.side, ft => ft.fill.Side);
         pb.add_discrete_values(fs.fill_kind, ft => ft.fill.FillKind);
         pb.add_discrete_values(fs.symbol, ft => ft.security?.Symbol ?? string.Empty);
-         pb.add_discrete_values(fs.fill_status, ft => ft.fill.FillStatus);
         // numeric
         pb.add_numeric(fs.size, ft => ft.fill.LastShares);
         pb.add_numeric(fs.price, ft => ft.fill.LastPrice);
@@ -96,7 +96,6 @@ namespace mbts.ui.controls {
            Aggressor = "Aggressor",
            Volume = "Volume",
            Last = "Last",
-            S = "S",
            Pos = "Pos",
            Working = "Working",
            Bid = "Bid",
@@ -106,7 +105,6 @@ namespace mbts.ui.controls {
            SessionLow = "Low",
            SessionHigh = "High",
            FillKind = "Fill Kind",
-            FillStatus = "Fill Status",
            Name = "Name",
            Description = "Description",
            N_Legs = "# Legs",
@@ -197,6 +197,7 @@ namespace mbts.spark {
      static class TickStore {
         public static readonly RegionalTickFactors default_rtf = new RegionalTickFactors(new TickFactors(1000, 1), new TickFactors(1000, 1), double.MaxValue);
         static readonly ConcurrentDictionary<SpecKey, RegionalTickFactors> _exchange_ticks = new ConcurrentDictionary<SpecKey, RegionalTickFactors>();
+         static readonly bool _som_ticks_fix_enabled = config.Configuration.get<bts.config.toggles.SOMTicksFix>().enabled;

         public static RegionalTickFactors get(ContractSpecification spec) =>
            _exchange_ticks.GetOrAdd(new SpecKey(spec), _create_rtf);
@@ -249,8 +250,23 @@ namespace mbts.spark {
            var tf = _try_create_tf(tick_size, tick_base);
            if (tf != null && display_digits_override > 0) {
               int display_digit_diff = (int)display_digits_override - tf.display_digits();
-               if (display_digit_diff != 0)
+               if (_som_ticks_fix_enabled) {
+                  // we can always add display_digits (i.e. dislpay_digit_diff > 0), of course the ticks can be expressed precisely with extra 0s.
+                  // but if we are going to remove display_digits (i.e display_digit_diff < 0), we must make sure the tick_unit is large enough to be expressed precisely with that many fewer digits
+                  //    - "-display_digit_diff <= Math.Ceiling(Math.Log10(tf.tick_unit))" will tell us if the digits can be removed without compromising precision
+                  //    - unfortunately, we cannot rely on the exchange's ContractSpec for this, there is 1 known case where the data they give us is incorrect
+                  //       SOM spreads ContractSpec (from the exchange):
+                  //          LowTick:            0.0025 (aka 1/400, or 2/800)
+                  //          MainFraction:       8
+                  //          SubFraction:        0
+                  //          PriceDisplayFormat: 1
+                  //       - as you can see, this cannot possibly be formatted with 1 display digit, it ticks in increments of 1/400
+                  //       - in practice, to maintain the '8' base, we format this in increments of 2/800 (e.g. 1-000, 1-002, 1-004, and so on up to 1-778, 2-000)
+                  if (display_digit_diff > 0 || (display_digit_diff < 0 && -display_digit_diff <= Math.Ceiling(Math.Log10(tf.tick_unit))))
+                     tf = _inflate_to_base(tf, tf.tick_base * Math.Pow(10, display_digit_diff));
+               } else if (display_digit_diff != 0) {
                  tf = _inflate_to_base(tf, tf.tick_base * Math.Pow(10, display_digit_diff));
+               }
            }
            return tf;
         }
@@ -133,12 +133,6 @@ namespace mbts.co2 {
         total_volume = _cold->total_volume;
         return (_cold->last_trade.load_if_new(ref time, out ps));
      }
-      public bool get_last_trade(ref ulong time, out NativePriceSize ps, out DateTime timestamp, out ulong total_volume, out bool from_spread) {
-         timestamp = _cold->last_trade_time;
-         total_volume = _cold->total_volume;
-         from_spread = (_cold->from_spread != 0);
-         return (_cold->last_trade.load_if_new(ref time, out ps));
-      }      
      public ulong misc_timestamp { get { return _cold->misc_timestamp; } }

      public ulong total_volume { get { return _cold->total_volume; } }
@@ -265,7 +259,7 @@ namespace mbts.co2 {
         // Last trade
         public AtomicPriceSize last_trade;
         public ulong total_volume;
-         public utils.LLDateTime last_trade_time;         
+         public utils.LLDateTime last_trade_time;

         //// Settlement
         public UInt64 misc_timestamp;
@@ -286,7 +280,6 @@ namespace mbts.co2 {
         public double session_low_offer;
         public double fixing_price;

-         public int from_spread;
         public int deleted;
         // FixedSecurity will not be directly addressable.  Instead the security is available through the callback
         public Int64 security_size;
@@ -142,8 +142,7 @@ namespace mbts.co2.tests
         Assert.IsTrue(entry.session_low_offer == 5.5);
         Assert.IsTrue(entry.fixing_price == 6.6);

-         Assert.IsTrue(entry.from_spread == 0);
-         Assert.IsTrue(entry.deleted == 1);         
+         Assert.IsTrue(entry.deleted == 1);
      }

      [Test]
@@ -85,8 +85,6 @@ namespace bts.tests.utils {
         if(timeout == null) {
            timeout = TimeSpan.FromMinutes(2);
         }
-         Console.WriteLine("Please Wait... this is going to take some time...");
-         await Task.Delay(180000);

         System.Diagnostics.Stopwatch sw = new System.Diagnostics.Stopwatch();
         sw.Start();
@@ -11,6 +11,7 @@
 -->
 <connectivityConfiguration>
    <!-- TCP Connection Information -->
+
    <tcp>
        <server name="default">
            <ip>63.247.113.163</ip>
@@ -18,7 +19,7 @@
            <userName>bluetrd-ps</userName>
            <password>Starts123</password>
            <getStripInfoMessages>N</getStripInfoMessages>
-            <strategyPreference>New</strategyPreference>
+            <strategyPreference>Legacy</strategyPreference>
            <localNetworkInterface></localNetworkInterface>
        </server>
        <server name="endex">
@@ -27,7 +28,7 @@
            <userName>Value from ICE Support</userName>
            <password>Value from ICE Support</password>
            <getStripInfoMessages>N</getStripInfoMessages>
-            <strategyPreference>New</strategyPreference>
+            <strategyPreference>Legacy</strategyPreference>
            <localNetworkInterface></localNetworkInterface>
        </server>
        <server name="liffe-eu">
@@ -36,7 +37,7 @@
            <userName>bluetrdl-ps</userName>
            <password>Starts123</password>
            <getStripInfoMessages>N</getStripInfoMessages>
-            <strategyPreference>New</strategyPreference>
+            <strategyPreference>Legacy</strategyPreference>
            <localNetworkInterface></localNetworkInterface>
        </server>
        <settings>
@@ -17,10 +17,10 @@
        <server name="default">
            <ip>63.247.113.214</ip>
            <port>3000</port>
-            <userName>bt_ps</userName>
-            <password>Starts123</password>
+            <userName>Value from ICE Support</userName>
+            <password>Value from ICE Support</password>
            <getStripInfoMessages>N</getStripInfoMessages>
-            <strategyPreference>New</strategyPreference>
+            <strategyPreference>Legacy</strategyPreference>
            <localNetworkInterface></localNetworkInterface>
        </server>
        <settings>
@@ -1 +1 @@
-set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarginService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/span.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.proto;config/protos/spreader.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MBOProcessor.cpp;md/MBOServiceServer.cpp;md/MDClient.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityCache.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SecurityOracle.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/ice/ICEUtils.cpp;md/protos/co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/mbo_tests.cpp;md/test/md2_tests.cpp;md/test/md_test_utils.cpp;md/test/synthetic_book_merge_tests.cpp;os/os.cpp;os/tests/os_tests.cpp;quickbus/core/LocalNode.cpp;quickbus/core/Quickbus.cpp;quickbus/core/SubscriptionID.cpp;quickbus/core/TableID.cpp;quickbus/message_model/Update.cpp;quickbus/message_model/merge_updates.cpp;quickbus/network/QBConnection.cpp;quickbus/network/QBConnectionManager.cpp;quickbus/network/endpoint_description.cpp;quickbus/network/quickbus_msgs.proto;quickbus/pubsub/TablePublisher.cpp;quickbus/pubsub/TableSubscriber.cpp;quickbus/pubsub/tests/qb_pubsub_tests.cpp;quickbus/routing/INode.cpp;quickbus/routing/NodeID.cpp;quickbus/routing/Router.cpp;quickbus/rpc/RPCClient.cpp;quickbus/rpc/RPCServer.cpp;quickbus/rpc/RPCSessionID.cpp;quickbus/rpc/rpc_utils.cpp;quickbus/rpc/tests/qb_rpc_tests.cpp;quickbus/tests/quickbus_tests.cpp;sparkproto/SparkProtos.proto;testing/catch_test_runner.cpp;utils/AuthSessionManager.cpp;utils/AuthToken.cpp;utils/Dispatcher.cpp;utils/GrowableSPSCQueue.cpp;utils/HTTPStream.cpp;utils/PBUtils.cpp;utils/Puid.cpp;utils/SecureLogon.cpp;utils/SharedMemory.cpp;utils/Sqlite_utils.cpp;utils/Uuid.cpp;utils/crypto/CipherType.cpp;utils/crypto/CryptoInit.cpp;utils/crypto/Digest.cpp;utils/crypto/KeyCodeHelper.cpp;utils/crypto/PasswordCallback.cpp;utils/crypto/PrivateKey.cpp;utils/cryptoLine truncated
+set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarginService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/span.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.proto;config/protos/spreader.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MBOProcessor.cpp;md/MBOServiceServer.cpp;md/MDClient.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityCache.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SecurityOracle.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/ice/ICEUtils.cpp;md/protos/co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/mbo_tests.cpp;md/test/md2_tests.cpp;md/test/md_test_utils.cpp;md/test/synthetic_book_merge_tests.cpp;os/os.cpp;os/tests/os_tests.cpp;quickbus/core/LocalNode.cpp;quickbus/core/Quickbus.cpp;quickbus/core/SubscriptionID.cpp;quickbus/core/TableID.cpp;quickbus/message_model/Update.cpp;quickbus/message_model/merge_updates.cpp;quickbus/network/QBConnection.cpp;quickbus/network/QBConnectionManager.cpp;quickbus/network/endpoint_description.cpp;quickbus/network/quickbus_msgs.proto;quickbus/pubsub/TablePublisher.cpp;quickbus/pubsub/TableSubscriber.cpp;quickbus/pubsub/tests/qb_pubsub_tests.cpp;quickbus/routing/INode.cpp;quickbus/routing/NodeID.cpp;quickbus/routing/Router.cpp;quickbus/rpc/RPCClient.cpp;quickbus/rpc/RPCServer.cpp;quickbus/rpc/RPCSessionID.cpp;quickbus/rpc/rpc_utils.cpp;quickbus/rpc/tests/qb_rpc_tests.cpp;quickbus/tests/quickbus_tests.cpp;sparkproto/SparkProtos.proto;testing/catch_test_runner.cpp;utils/AuthSessionManager.cpp;utils/AuthToken.cpp;utils/Dispatcher.cpp;utils/GrowableSPSCQueue.cpp;utils/HTTPStream.cpp;utils/PBUtils.cpp;utils/Puid.cpp;utils/SecureLogon.cpp;utils/SharedMemory.cpp;utils/Sqlite_utils.cpp;utils/Uuid.cpp;utils/crypto/CipherType.cpp;utils/crypto/CryptoInit.cpp;utils/crypto/Digest.cpp;utils/crypto/KeyCodeHelper.cpp;utils/crypto/PasswordCallback.cpp;utils/crypto/PrivateKey.cpp;utils/cryptoLine truncated
@@ -42,15 +42,12 @@ bool AdminServiceUtils::has_exchange(const ExchangeConnection& conn,
      break;
   case api::Venue::VENUE_UNSET:
   case api::Venue::VENUE_SIM:
-   case api::Venue::VENUE_SIMICE:
      rv = conn.has_sim_connection();
-      break;      
-   case api::Venue::VENUE_ICE:
-      rv = conn.has_ice_connection();
      break;
   case api::Venue::VENUE_BTS:
   case api::Venue::VENUE_CBOE:
   case api::Venue::VENUE_CBOECFE:
+   case api::Venue::VENUE_ICE:
   case api::Venue::Venue_INT_MIN_SENTINEL_DO_NOT_USE_:
   case api::Venue::Venue_INT_MAX_SENTINEL_DO_NOT_USE_:
      rv = false;
@@ -87,23 +84,6 @@ AdminServiceUtils::resolve_cme_connection(const bts::api::admin::AdminData& data
   return nullptr;                                                               
 }

-const bts::api::admin::ExchangeConnection*
-AdminServiceUtils::resolve_ice_connection(const bts::api::admin::AdminData& data,
-                                          const bts::api::admin::BTSAccount& account,
-                                          const bts::api::Security&)
-{
-   if(account.has_connections())
-   {
-      for (const std::string& conn_name : account.connections().exchange_connection_names())
-      {
-         const bts::api::admin::ExchangeConnection* conn = find_connection(data, conn_name);
-         if (conn!=nullptr && conn->has_ice_connection())
-            return conn;  
-      }
-   }
-   return nullptr;                                                               
-}
-
 const bts::api::admin::ExchangeConnection*
 AdminServiceUtils::resolve_sim_connection(const bts::api::admin::AdminData& data,
                                          const bts::api::admin::BTSAccount& account,
@@ -132,22 +112,14 @@ AdminServiceUtils::resolve_connection(const bts::api::admin::AdminData& data,
         rv = resolve_sim_connection(data, account, sec);
      break;
   }
-   case api::Venue::VENUE_ICE: 
-   {      
-      rv = resolve_ice_connection(data, account, sec);
-      auto deployment_type = boost::to_lower_copy(config::get<config::DeploymentType>().type());
-      if (rv == nullptr && (deployment_type == "dev" || deployment_type == "demo"))
-         rv = resolve_sim_connection(data, account, sec);
-      break;
-   }   
   case api::Venue::VENUE_UNSET:
   case api::Venue::VENUE_BTS:
   case api::Venue::VENUE_SIM:
-   case api::Venue::VENUE_SIMICE:
      rv = resolve_sim_connection(data, account, sec);
      break;
   case api::Venue::VENUE_CBOE:
   case api::Venue::VENUE_CBOECFE:      
+   case api::Venue::VENUE_ICE:
   case api::Venue::Venue_INT_MIN_SENTINEL_DO_NOT_USE_:
      case api::Venue::Venue_INT_MAX_SENTINEL_DO_NOT_USE_:
      rv = nullptr;
@@ -184,15 +156,9 @@ void AdminServiceUtils::fill_connections_from_config(bts::api::admin::AdminData&
      case config::JetFIX::Connection::CBOE:
         break;
      case config::JetFIX::Connection::SIM:
-      case config::JetFIX::Connection::SIMICE:
         connection.mutable_sim_connection();
         add_connection(admin_data,connection);
         break;
-      case config::JetFIX::Connection::ICE:
-         connection.mutable_ice_connection()->set_sender_compid(c.sender_compid());
-         add_connection(admin_data,connection);
-         break;
-         
      }
   }
   for(int i=0;i<admin_data.accounts_size();i++)
@@ -274,18 +240,6 @@ const bts::api::admin::CMEAccountData* AdminServiceUtils::get_account_cme_data(c
   return nullptr;
 }

-const bts::api::admin::ICEAccountData* AdminServiceUtils::get_account_ice_data(const bts::api::admin::BTSAccount& account, 
-                                                                               const bts::api::admin::AdminData& data){
-   if (account.has_exchange_account_data() && account.exchange_account_data().has_ice_account_data())
-      return &(account.exchange_account_data().ice_account_data());
-   else if (has_id(account.parent_account_id())){
-      const bts::api::admin::BTSAccount* parent_account = find_account(data, account.parent_account_id());
-      if (parent_account != nullptr)
-         return get_account_ice_data (*parent_account, data);
-   }
-   return nullptr;
-}
-
 const bts::api::admin::SIMAccountData* AdminServiceUtils::get_account_sim_data(const bts::api::admin::BTSAccount& account, 
                                                                               const bts::api::admin::AdminData& data){
   if (account.has_exchange_account_data() && account.exchange_account_data().has_sim_account_data())
@@ -321,16 +275,7 @@ std::string AdminServiceUtils::find_account_exchange_account (const bts::api::ad
         rv = cme_account_data->clearing_account();
      break;
   }
-   case api::Venue::VENUE_ICE:
-   {
-      auto ice_account_data = get_account_ice_data(account, data);
-      if (ice_account_data != nullptr)
-         rv = ice_account_data->clearing_account();
-      break;      
-   }
-   case api::Venue::VENUE_SIM: 
-   case api::Venue::VENUE_SIMICE:
-   {
+   case api::Venue::VENUE_SIM: {
      auto sim_account_data = get_account_sim_data(account, data);
      if (sim_account_data != nullptr)
         rv = sim_account_data->clearing_account();
@@ -339,7 +284,8 @@ std::string AdminServiceUtils::find_account_exchange_account (const bts::api::ad
   case api::Venue::VENUE_UNSET:
   case api::Venue::VENUE_BTS:
   case api::Venue::VENUE_CBOE:
-   case api::Venue::VENUE_CBOECFE:         
+   case api::Venue::VENUE_CBOECFE:      
+   case api::Venue::VENUE_ICE:
   case api::Venue::Venue_INT_MIN_SENTINEL_DO_NOT_USE_:
   case api::Venue::Venue_INT_MAX_SENTINEL_DO_NOT_USE_:      
      out_result.set_is_success(false); out_result.set_error_text("Exchange not supported");
@@ -439,46 +385,6 @@ bts::api::orderman::RoutingRecord AdminServiceUtils::get_routing_record(const bt
      return rv;
   }
   switch (sec.exchange()) {
-   case api::Venue::VENUE_ICE:
-   {
-      const bts::api::admin::ICEUserData* ice_user_data = get_user_ice_data(*user_ptr, data);
-      if(ice_user_data==nullptr)
-      {
-        out_result.set_is_success(false);
-        out_result.set_error_text("Could not find ICE data for user");
-        return rv;
-      }     
-      const bts::api::admin::ICEAccountData* ice_account_data = get_account_ice_data(*account_ptr, data);
-      if(ice_account_data==nullptr)
-      {
-         out_result.set_is_success(false);
-         out_result.set_error_text("Could not find ICE data for account");
-         return rv;
-      }        
-      // check for data corectness
-      if (ice_user_data->operator_id().length() == 0)
-      {
-         out_result.set_is_success(false);
-         out_result.set_error_text("Operator ID is not set");
-         return rv;
-      }
-
-      rv.set_session(conn_ptr->name());
-      rv.set_sender_compid(conn_ptr->ice_connection().sender_compid());
-      rv.set_account(ice_account_data->clearing_account());
-      rv.set_operator_id(ice_user_data->operator_id());   
-      rv.set_cti_code(ice_account_data->cti());
-      rv.set_customer_or_firm(ice_account_data->origin());
-      rv.set_clearing_firm(ice_account_data->clearing_firm());
-      rv.set_customer_account_ref_id(ice_account_data->customer_account_ref_id());
-      rv.set_account_code(ice_account_data->account_code());
-      rv.set_company_id(std::to_string(ice_user_data->company_id()));
-      rv.set_authorized_trader(ice_user_data->authorized_trader());
-      rv.set_authorized_group(ice_user_data->authorized_group());      
-      rv.set_cust_order_handing_inst(ice_user_data->cust_order_handing_inst());
-      
-      return rv;             
-   }
   case bts::api::Venue::VENUE_GLBX: {
     const bts::api::admin::CMEUserData* cme_user_data = get_user_cme_data(*user_ptr, data);
     if(cme_user_data==nullptr){
@@ -529,9 +435,7 @@ bts::api::orderman::RoutingRecord AdminServiceUtils::get_routing_record(const bt
     rv.set_customer_or_firm(cme_account_data->origin());
     return rv;
   }
-   case api::Venue::VENUE_SIM: 
-   case api::Venue::VENUE_SIMICE: 
-   {
+   case api::Venue::VENUE_SIM: {
     const bts::api::admin::SIMUserData* sim_user_data = get_user_sim_data(*user_ptr, data);
     if(sim_user_data==nullptr){
        out_result.set_is_success(false);
@@ -577,7 +481,8 @@ bts::api::orderman::RoutingRecord AdminServiceUtils::get_routing_record(const bt
   case api::Venue::VENUE_UNSET:
   case api::Venue::VENUE_BTS:
   case api::Venue::VENUE_CBOE:
-   case api::Venue::VENUE_CBOECFE:   
+   case api::Venue::VENUE_CBOECFE:
+   case api::Venue::VENUE_ICE:
   case api::Venue::Venue_INT_MIN_SENTINEL_DO_NOT_USE_:
   case api::Venue::Venue_INT_MAX_SENTINEL_DO_NOT_USE_:
      out_result.set_is_success(false);
@@ -724,18 +629,6 @@ const bts::api::admin::CMEUserData* AdminServiceUtils::get_group_cme_data(const
   return nullptr;
 }

-const bts::api::admin::ICEUserData* AdminServiceUtils::get_group_ice_data(const bts::api::admin::BTSUserGroup& group,
-                                                                          const bts::api::admin::AdminData& data){
-   if (group.has_user_data() && group.user_data().has_exchange_user_data() && group.user_data().exchange_user_data().has_ice_data())
-      return &(group.user_data().exchange_user_data().ice_data());
-   else if (has_id(group.parent_group_id())){
-      const bts::api::admin::BTSUserGroup* parent_group = find_group(data, group.parent_group_id());
-      if (parent_group != nullptr)
-         return get_group_ice_data(*parent_group, data);
-   }
-   return nullptr;
-}
-
 const bts::api::admin::SIMUserData* AdminServiceUtils::get_group_sim_data(const bts::api::admin::BTSUserGroup& group,
                                                                          const bts::api::admin::AdminData& data){
   if (group.has_user_data() && group.user_data().has_exchange_user_data() && group.user_data().exchange_user_data().has_sim_data())
@@ -866,18 +759,6 @@ const bts::api::admin::CMEUserData* AdminServiceUtils::get_user_cme_data(const b
   return nullptr;
 }

-const bts::api::admin::ICEUserData* AdminServiceUtils::get_user_ice_data(const bts::api::admin::BTSUser& user, 
-                                                                         const bts::api::admin::AdminData& data){
-   if (user.has_user_data() && user.user_data().has_exchange_user_data() && user.user_data().exchange_user_data().has_ice_data())
-      return &(user.user_data().exchange_user_data().ice_data());
-   else{
-      const bts::api::admin::BTSUserGroup* parent_group = find_group(data, user.parent_group_id());
-         if (parent_group != nullptr)
-            return get_group_ice_data(*parent_group, data);
-   }
-   return nullptr;
-}
-
 const bts::api::admin::SIMUserData* AdminServiceUtils::get_user_sim_data(const bts::api::admin::BTSUser& user, 
                                                                         const bts::api::admin::AdminData& data){
   if (user.has_user_data() && user.user_data().has_exchange_user_data() && user.user_data().exchange_user_data().has_sim_data())
@@ -905,16 +786,7 @@ std::string AdminServiceUtils::find_user_exchange_id (const bts::api::admin::Adm
         rv = cme_user_data->operator_id();
      break;
   }
-   case api::Venue::VENUE_ICE:
-   {
-      auto ice_user_data = get_user_ice_data(user, data);
-      if (ice_user_data != nullptr)
-         rv = ice_user_data->operator_id();
-      break;      
-   }
-   case api::Venue::VENUE_SIM: 
-   case api::Venue::VENUE_SIMICE:
-   {
+   case api::Venue::VENUE_SIM: {
      auto sim_user_data = get_user_sim_data(user, data);
      if (sim_user_data != nullptr)
         rv = sim_user_data->operator_id();
@@ -924,38 +796,8 @@ std::string AdminServiceUtils::find_user_exchange_id (const bts::api::admin::Adm
   case api::Venue::VENUE_UNSET:
   case api::Venue::VENUE_BTS:
   case api::Venue::VENUE_CBOE:
-   case api::Venue::VENUE_CBOECFE:         
-   case api::Venue::Venue_INT_MIN_SENTINEL_DO_NOT_USE_:
-   case api::Venue::Venue_INT_MAX_SENTINEL_DO_NOT_USE_:      
-      out_result.set_is_success(false); out_result.set_error_text("Exchange not supported");
-      break;
-   }
-   return rv;
-}
-
-std::string AdminServiceUtils::find_user_company_id (const bts::api::admin::AdminData& data,
-                                                     const bts::api::admin::BTSUser& user,
-                                                     api::Venue exchange,
-                                                     bts::api::admin::AdminServiceOperationResult& out_result)
-{
-   out_result.set_is_success(true);
-   std::string rv = "";
-   switch(exchange)
-   {
+   case api::Venue::VENUE_CBOECFE:      
   case api::Venue::VENUE_ICE:
-   {
-      auto ice_user_data = get_user_ice_data(user, data);
-      if (ice_user_data != nullptr)
-         rv = std::to_string(ice_user_data->company_id());
-      break;      
-   }
-   case api::Venue::VENUE_SIM: 
-   case api::Venue::VENUE_SIMICE:
-   case api::Venue::VENUE_GLBX:
-   case api::Venue::VENUE_UNSET:
-   case api::Venue::VENUE_BTS:
-   case api::Venue::VENUE_CBOE:
-   case api::Venue::VENUE_CBOECFE:         
   case api::Venue::Venue_INT_MIN_SENTINEL_DO_NOT_USE_:
   case api::Venue::Venue_INT_MAX_SENTINEL_DO_NOT_USE_:      
      out_result.set_is_success(false); out_result.set_error_text("Exchange not supported");
@@ -963,7 +805,6 @@ std::string AdminServiceUtils::find_user_company_id (const bts::api::admin::Admi
   }
   return rv;
 }
-
 std::pair<const bts::api::admin::BTSAccount*, const bts::api::admin::BTSUser*>
 AdminServiceUtils::find_user_account_matches (const bts::api::admin::AdminData& admin_data,
                                              const std::string& connection, const std::string& exchange_account,
@@ -974,22 +815,14 @@ AdminServiceUtils::find_user_account_matches (const bts::api::admin::AdminData&
   auto user_ptrs = users(admin_data, false);
   for(const bts::api::admin::BTSAccount* account_ptr : account_ptrs){
      if (account_has_connection(*account_ptr, connection)){
-         if (boost::algorithm::iequals(exchange_account, find_account_exchange_account(admin_data,*account_ptr,exchange,find_account_result)) &&
-                                       find_account_result.is_success())
-         {
-            for(const bts::api::admin::BTSUser* user_ptr : user_ptrs)
-            {
-               if (boost::algorithm::iequals(exchange_user,find_user_exchange_id(admin_data,*user_ptr,exchange,find_user_result)) &&
+         if (boost::algorithm::iequals(exchange_account,
+                                       find_account_exchange_account(admin_data,*account_ptr,exchange,find_account_result)) &&
+                            find_account_result.is_success()){
+            for(const bts::api::admin::BTSUser* user_ptr : user_ptrs){
+               if (boost::algorithm::iequals(exchange_user,
+                                             find_user_exchange_id(admin_data,*user_ptr,exchange,find_user_result)) &&
                   find_user_result.is_success())
                  return std::pair<const bts::api::admin::BTSAccount*, const bts::api::admin::BTSUser*>(account_ptr,user_ptr);
-                  
-               //This code eventually gets called by get_reverse_routing_record(...)
-               //At the ice, they send back the login level tag50 in exec reports which doesn't match any user level tag50s in the exchange_user
-               //so instead we look for the CompanyID (or client_id, tag 109) field here.  If this field matches we have a good bet that 
-               //the user we find is enough to fulfill the routing record enough to cancel or modify orphaned orders, etc
-               if (boost::algorithm::iequals(exchange_user,find_user_company_id(admin_data,*user_ptr,exchange,find_user_result)) &&
-                   find_user_result.is_success())
-                  return std::pair<const bts::api::admin::BTSAccount*, const bts::api::admin::BTSUser*>(account_ptr,user_ptr);                  
            }
         }
      }
@@ -1212,6 +1045,13 @@ void AdminServiceUtils::set_user_exchange_data(bts::api::admin::BTSUser* user,
   if (!user->user_data().has_exchange_user_data())
      user->mutable_user_data()->mutable_exchange_user_data()->CopyFrom(exchange_user_data);
 }
+void AdminServiceUtils::set_user_md_entitlement_data(bts::api::admin::BTSUser* user,
+                                                     const bts::api::admin::ExchangeUserMarketDataEntitlementData& exchange_user_md_entitelemnt_data){
+   if (!user->has_user_data())
+      user->mutable_user_data();
+   if (!user->user_data().has_exchange_md_entitlement_data())
+      user->mutable_user_data()->mutable_exchange_md_entitlement_data()->CopyFrom(exchange_user_md_entitelemnt_data);
+}
 void AdminServiceUtils::clear_user_accounts (bts::api::admin::BTSUser* user){
   if(user->has_user_data() && user->user_data().has_account_permissions())
      user->mutable_user_data()->clear_account_permissions();
@@ -1456,7 +1296,6 @@ void AdminServiceUtils::bootstrap_data (bts::api::admin::AdminData& data){
   auto account_1 = create_account(data, parent_account->id(), std::string("ACC A1"), std::string("description"), true, account_result); account_1->set_is_active(true);      
   auto account_2 = create_account(data, parent_account->id(), std::string("ACC A2"), std::string("description"), true, account_result); account_2->set_is_active(true);
   auto account_3 = create_account(data, parent_account->id(), std::string("ACC A3"), std::string("description"), true, account_result); account_3->set_is_active(true);
-   auto account_4 = create_account(data, parent_account->id(), std::string("BLUETST"), std::string("description"), true, account_result); account_4->set_is_active(true);
   create_account(data, parent_account->id(), std::string("ACC A4"), std::string("description"), true, account_result);
   // add group
   auto def_group = create_group(data, 0, std::string("default"), result);
@@ -1468,6 +1307,7 @@ void AdminServiceUtils::bootstrap_data (bts::api::admin::AdminData& data){
   auto user_3 = create_user(data, def_group->id(), std::string("bts_3"), std::string("bts_3"), empty, empty, false, license_data, license_entitlements, user_result); user_3->set_is_active(true);
   //associate users
   bts::api::admin::UserAccountPermissionUnit permission_unit;
+   permission_unit.mutable_trading_permission()->set_submit_market_orders(true);
   permission_unit.mutable_trading_permission()->set_has_permissions(true);
   permission_unit.mutable_admin_permission()->set_has_permissions(true);
   bts::api::admin::UserAccountPermissions account_permissions;
@@ -1475,7 +1315,6 @@ void AdminServiceUtils::bootstrap_data (bts::api::admin::AdminData& data){
   account_permissions.mutable_account_permissions()->insert(google::protobuf::MapPair<uint32_t, bts::api::admin::UserAccountPermissionUnit>(account_1->id(), permission_unit));
   account_permissions.mutable_account_permissions()->insert(google::protobuf::MapPair<uint32_t, bts::api::admin::UserAccountPermissionUnit>(account_2->id(), permission_unit));
   account_permissions.mutable_account_permissions()->insert(google::protobuf::MapPair<uint32_t, bts::api::admin::UserAccountPermissionUnit>(account_3->id(), permission_unit));      
-   account_permissions.mutable_account_permissions()->insert(google::protobuf::MapPair<uint32_t, bts::api::admin::UserAccountPermissionUnit>(account_4->id(), permission_unit));      
   set_user_accounts(user_1, account_permissions);
   set_user_accounts(user_2, account_permissions);
   set_user_accounts(user_3, account_permissions);
@@ -1485,12 +1324,6 @@ void AdminServiceUtils::bootstrap_data (bts::api::admin::AdminData& data){
   exchange_account_data.mutable_cme_account_data()->set_cti(bts::api::orderman::CTICode::CTI_CODE_CTI_CODE1);
   exchange_account_data.mutable_cme_account_data()->set_origin(bts::api::orderman::CustomerOrFirm::CUSTOMER_OR_FIRM_FIRM);
   exchange_account_data.mutable_cme_account_data()->set_clearing_account(parent_account->name());
-   
-   exchange_account_data.mutable_ice_account_data()->set_cti(bts::api::orderman::CTICode::CTI_CODE_UNDEFINED);
-   exchange_account_data.mutable_ice_account_data()->set_origin(bts::api::orderman::CustomerOrFirm::CUSTOMER_OR_FIRM_FIRM);
-   exchange_account_data.mutable_ice_account_data()->set_clearing_account(parent_account->name());
-   exchange_account_data.mutable_ice_account_data()->set_clearing_firm("649");
-   
   exchange_account_data.mutable_sim_account_data()->set_cti(bts::api::orderman::CTICode::CTI_CODE_CTI_CODE1);
   exchange_account_data.mutable_sim_account_data()->set_origin(bts::api::orderman::CustomerOrFirm::CUSTOMER_OR_FIRM_FIRM);
   exchange_account_data.mutable_sim_account_data()->set_clearing_account(parent_account->name());
@@ -1498,87 +1331,33 @@ void AdminServiceUtils::bootstrap_data (bts::api::admin::AdminData& data){


   exchange_account_data.mutable_cme_account_data()->set_clearing_account(account_1->name());
-   exchange_account_data.mutable_ice_account_data()->set_clearing_account(account_1->name());
   exchange_account_data.mutable_sim_account_data()->set_clearing_account(account_1->name());
   set_account_exchange_data(account_1, exchange_account_data);

   exchange_account_data.mutable_cme_account_data()->set_clearing_account(account_2->name());
-   exchange_account_data.mutable_ice_account_data()->set_clearing_account(account_2->name());
   exchange_account_data.mutable_sim_account_data()->set_clearing_account(account_2->name());
   set_account_exchange_data(account_2, exchange_account_data);
   
   exchange_account_data.mutable_cme_account_data()->set_clearing_account(account_3->name());
-   exchange_account_data.mutable_ice_account_data()->set_clearing_account(account_3->name());
   exchange_account_data.mutable_sim_account_data()->set_clearing_account(account_3->name());
   set_account_exchange_data(account_3, exchange_account_data);

-   exchange_account_data.mutable_ice_account_data()->set_clearing_account(account_4->name());
-   set_account_exchange_data(account_4, exchange_account_data);
-   
-
   // add cme and sim user data
   bts::api::admin::ExchangeUserData exchange_user_data;
   exchange_user_data.mutable_cme_data()->set_operator_id("op_id_" + user_1->name());
   exchange_user_data.mutable_cme_data()->set_location("us,nc");
-   
-   exchange_user_data.mutable_ice_data()->set_operator_id("op_id_" + user_1->name());
-   exchange_user_data.mutable_ice_data()->set_company_id(51251);
-   exchange_user_data.mutable_ice_data()->set_authorized_trader("bluetrd-fx");
-   exchange_user_data.mutable_ice_data()->set_authorized_group("Group");
-   exchange_user_data.mutable_ice_data()->set_password("Starts123");
-   exchange_user_data.mutable_ice_data()->set_mifid_direct_electronic_access(-1);
-   exchange_user_data.mutable_ice_data()->set_mifid_trading_capacity(-1);
-   exchange_user_data.mutable_ice_data()->set_mifid_liquidity_provision(-1);
-   exchange_user_data.mutable_ice_data()->set_mifid_commodity_deriv_indicator(-1);
-   exchange_user_data.mutable_ice_data()->set_mifid_investment_decision(-1);
-   exchange_user_data.mutable_ice_data()->set_mifid_execution_decision(-1);
-   exchange_user_data.mutable_ice_data()->set_mifid_client_id_code(-1);
-   exchange_user_data.mutable_ice_data()->set_mifid_id(1);
-      
   exchange_user_data.mutable_sim_data()->set_operator_id("op_id_" + user_1->name());
   exchange_user_data.mutable_sim_data()->set_location("us,nc");
   set_user_exchange_data(user_1, exchange_user_data);

   exchange_user_data.mutable_cme_data()->set_operator_id("op_id_" + user_2->name());
   exchange_user_data.mutable_cme_data()->set_location("us,nc");
-   
-   exchange_user_data.mutable_ice_data()->set_operator_id("op_id_" + user_2->name());
-   exchange_user_data.mutable_ice_data()->set_company_id(51251);
-   exchange_user_data.mutable_ice_data()->set_authorized_trader("bluetrd-fx");
-   exchange_user_data.mutable_ice_data()->set_authorized_group("Group");
-   exchange_user_data.mutable_ice_data()->set_password("Starts123");
-   exchange_user_data.mutable_ice_data()->set_mifid_direct_electronic_access(-1);
-   exchange_user_data.mutable_ice_data()->set_mifid_trading_capacity(-1);
-   exchange_user_data.mutable_ice_data()->set_mifid_liquidity_provision(-1);
-   exchange_user_data.mutable_ice_data()->set_mifid_commodity_deriv_indicator(-1);
-   exchange_user_data.mutable_ice_data()->set_mifid_investment_decision(-1);
-   exchange_user_data.mutable_ice_data()->set_mifid_execution_decision(-1);
-   exchange_user_data.mutable_ice_data()->set_mifid_client_id_code(-1);
-   exchange_user_data.mutable_ice_data()->set_mifid_id(1);
-   
-   
   exchange_user_data.mutable_sim_data()->set_operator_id("op_id_" + user_2->name());
   exchange_user_data.mutable_sim_data()->set_location("us,nc");
   set_user_exchange_data(user_2, exchange_user_data);

   exchange_user_data.mutable_cme_data()->set_operator_id("op_id_" + user_3->name());
   exchange_user_data.mutable_cme_data()->set_location("us,nc");
-   
-   exchange_user_data.mutable_ice_data()->set_operator_id("op_id_" + user_3->name());
-   exchange_user_data.mutable_ice_data()->set_company_id(51251);
-   exchange_user_data.mutable_ice_data()->set_authorized_trader("bluetrd-fx");
-   exchange_user_data.mutable_ice_data()->set_authorized_group("Group");
-   exchange_user_data.mutable_ice_data()->set_password("Starts123");
-   exchange_user_data.mutable_ice_data()->set_mifid_direct_electronic_access(-1);
-   exchange_user_data.mutable_ice_data()->set_mifid_trading_capacity(-1);
-   exchange_user_data.mutable_ice_data()->set_mifid_liquidity_provision(-1);
-   exchange_user_data.mutable_ice_data()->set_mifid_commodity_deriv_indicator(-1);
-   exchange_user_data.mutable_ice_data()->set_mifid_investment_decision(-1);
-   exchange_user_data.mutable_ice_data()->set_mifid_execution_decision(-1);
-   exchange_user_data.mutable_ice_data()->set_mifid_client_id_code(-1);
-   exchange_user_data.mutable_ice_data()->set_mifid_id(1);
-   
-   
   exchange_user_data.mutable_sim_data()->set_operator_id("op_id_" + user_3->name());
   exchange_user_data.mutable_sim_data()->set_location("us,nc");
   set_user_exchange_data(user_3, exchange_user_data);
@@ -1620,13 +1399,6 @@ void AdminServiceUtils::bootstrap_data (bts::api::admin::AdminData& data){
   add_security_clip_sizes_to_account(account_1, api::Venue::VENUE_GLBX, api::SecurityType::SECURITYTYPE_SPREAD,100);
   add_security_clip_sizes_to_account(account_1, api::Venue::VENUE_SIM, api::SecurityType::SECURITYTYPE_FUTURE,100);
   add_security_clip_sizes_to_account(account_1, api::Venue::VENUE_SIM, api::SecurityType::SECURITYTYPE_SPREAD,100);
-
-   //ICE limits   
-   add_product_position_limits(account_4, api::Venue::VENUE_ICE, api::SecurityType::SECURITYTYPE_FUTURE,50000);
-   add_product_position_limits(account_4, api::Venue::VENUE_ICE, api::SecurityType::SECURITYTYPE_SPREAD,50000);
-   add_security_clip_sizes_to_account(account_4, api::Venue::VENUE_ICE, api::SecurityType::SECURITYTYPE_FUTURE,50);
-   add_security_clip_sizes_to_account(account_4, api::Venue::VENUE_ICE, api::SecurityType::SECURITYTYPE_SPREAD,50);
-   
 }
 bool AdminServiceUtils::has_id (uint32_t id){return id>0;}
 bool AdminServiceUtils::is_symbol_set (const std::string& symbol){
@@ -35,10 +35,6 @@ public:
                                                   const AdminData& data,
                                                   const BTSAccount& account,
                                                   const api::Security& sec);
-   static const ExchangeConnection* resolve_ice_connection(
-                                                   const AdminData& data,
-                                                   const BTSAccount& account,
-                                                   const api::Security& sec);                                                   
   static const ExchangeConnection* resolve_sim_connection(
                                                   const AdminData& data,
                                                   const BTSAccount& account,
@@ -89,8 +85,6 @@ public:
   // if needed)
   static const CMEAccountData* get_account_cme_data(const BTSAccount& account,
                                                     const AdminData& data);
-   static const ICEAccountData* get_account_ice_data(const BTSAccount& account,
-                                                     const AdminData& data);                                                     
   static const SIMAccountData* get_account_sim_data(const BTSAccount& account,
                                                     const AdminData& data);
   // returns true if an account has a connection  
@@ -162,8 +156,6 @@ public:
   // travels up the group tree until it finds a populated cme data 
   static const CMEUserData* get_group_cme_data(const BTSUserGroup& group,
                                                const AdminData& data);
-   static const ICEUserData* get_group_ice_data(const BTSUserGroup& group,
-                                                const AdminData& data);                                                
   static const SIMUserData* get_group_sim_data(const BTSUserGroup& group, 
                                                const AdminData& data);
   static const UserAccountPermissions* const get_group_user_permissions (
@@ -198,8 +190,6 @@ public:
   static uint32_t find_max_user_id (const AdminData& data);
   static const CMEUserData* get_user_cme_data(const BTSUser& user, 
                                               const AdminData& data);
-   static const ICEUserData* get_user_ice_data(const BTSUser& user, 
-                                               const AdminData& data);                                               
   static const SIMUserData* get_user_sim_data(const BTSUser& user, 
                                               const AdminData& data);
   // finds the "exchange user" (ex: "operator_id" at CME or "authorized_trader" 
@@ -209,12 +199,6 @@ public:
                                    const BTSUser& user,
                                    api::Venue exchange,
                                    AdminServiceOperationResult& out_result);
-   static std::string find_user_company_id (
-                                    const AdminData& data,
-                                    const BTSUser& user,
-                                    api::Venue exchange,
-                                    AdminServiceOperationResult& out_result);
-                                    
   static std::pair<const BTSAccount*, const BTSUser*>
   find_user_account_matches (const AdminData& admin_data,
                              const std::string& connection,
@@ -280,6 +264,8 @@ public:
   static void set_user_exchange_data(
                                 BTSUser* user,
                                 const ExchangeUserData& exchange_user_data);
+   static void set_user_md_entitlement_data(BTSUser* user,
+                                 const ExchangeUserMarketDataEntitlementData&);
   static void clear_user_accounts (BTSUser* user);
   static void set_user_accounts (BTSUser* user,
                     const UserAccountPermissions& user_account_permissions);
@@ -55,12 +55,11 @@ message BTSUser{
   string name = 30;
   string password = 40;
   string full_name = 42;
-   string company = 44;
+   string company = 44;   
   bool is_active = 50;
   bool can_create = 55;
-   LicenseData license_data = 60;
-   LicenseEntitlements license_entitlements = 70;
-
+   LicenseData license_data = 60; //unused
+   LicenseEntitlements license_entitlements = 70; //unused
   BTSUserDerivableData user_data = 80;
 }

@@ -77,7 +76,7 @@ message BTSUserDerivableData{
   // b. else its overridden at the user level
   UserAccountPermissions account_permissions = 70;
   ExchangeUserData exchange_user_data = 80;
-   reserved 90; reserved "exchange_md_entitlement_data"; //ExchangeUserMarketDataEntitlementData exchange_md_entitlement_data = 90;
+   ExchangeUserMarketDataEntitlementData exchange_md_entitlement_data = 90;
 }

 message LicenseData{
@@ -92,22 +91,21 @@ message LicenseEntitlements{
   bool spreader = 30;
 }

-// message AlgoTradingPermissionsUnit{
-//    bool submit_iceberg_orders = 10; //unused
-//    bool submit_time_box_orders = 20; //unused
-//    bool submit_spreader_orders = 30; //unused
-// }
+message AlgoTradingPermissionsUnit{
+   bool submit_iceberg_orders = 10; //unused
+   bool submit_time_box_orders = 20; //unused
+   bool submit_spreader_orders = 30; //unused
+}

 message TradingPermissionUnit{
-   reserved 10; reserved "submit_market_orders"; //bool submit_market_orders = 10; //unused
-   reserved 20; reserved "submit_gtc_orders"; //bool submit_gtc_orders = 20; //unused
-   reserved 30; reserved "algo_trading_permission"; //AlgoTradingPermissionsUnit algo_trading_permission = 30; //unused
-
   bool has_permissions = 5;
+   bool submit_market_orders = 10; //unused
+   bool submit_gtc_orders = 20; //unused  
+   AlgoTradingPermissionsUnit algo_trading_permission = 30; //unused
 }

 message AdminPermissionUnit{
-   // TODO: needs to be more ellaborate (account writing,
+   // TODO: needs to be more ellaborate (account writing, 
   // reading etc, routing etc)
   bool has_permissions = 10;
   bool has_md_permissions = 20;
@@ -121,15 +119,15 @@ message UserAccountPermissionUnit{

 message UserAccountPermissions{
   //uint32 = account_id
-   map<uint32, UserAccountPermissionUnit> account_permissions = 10;
+   map<uint32, UserAccountPermissionUnit> account_permissions = 10;   
 }

-// // unused now
-// message UserSecurityTradingLimit{
-//    SecurityScope security = 10;
-//    uint32 clip_size = 20;
-//    bool can_trade = 30;
-// }
+// unused now
+message UserSecurityTradingLimit{
+   SecurityScope security = 10;
+   uint32 clip_size = 20;
+   bool can_trade = 30;   
+}

 /************************************************************************/
 /********************************BTS Account*****************************/
@@ -154,7 +152,7 @@ message BTSAccount{
   AccountLossLimit account_loss_limit = 130;
 }

-message RiskLimitEnforcement{
+message RiskLimitEnforcement{   
   bool product_limit_in_net_terms = 10;
 }

@@ -205,22 +203,23 @@ message AccountLossLimit{
 message CMEMicData{
   api.CMEMics mic=10;
   bool enabled=20;
-   // there are other things here
+   // there are other things here   
 }

 message ICEMicData{
-   api.ICEMics mic=10;
+   api.CMEMics mic=10;
   bool enabled=20;
 }

+message ExchangeUserMarketDataEntitlementData{
+   CMEUserMarketDataEntitlementData cme_data = 10;
+   ICEUserMarketDataEntitlementData ice_data = 20;
+}

 message ExchangeUserData{
   CMEUserData cme_data = 10;
   ICEUserData ice_data = 20;
   SIMUserData sim_data = 30;
-
-   enum AdminDisplay { All = 0; MD = 1; Routing = 2; None = 100; }
-   AdminDisplay admin_display_flag = 120;
 }

 message ExchangeAccountData{
@@ -229,6 +228,9 @@ message ExchangeAccountData{
   SIMAccountData sim_account_data = 30;
 }

+message MarketDataEntitlement{
+   bool can_view = 10;
+}

 message ExchangeConnection{
   uint32 id = 10;
@@ -271,19 +273,19 @@ message CMEMSGWConnection{
   uint32 market_segment_id = 60;
 }

-message CMEAccountData {
-   reserved 30; reserved "takeup_member_code"; //string takeup_member_code = 30;
-   reserved 50; reserved "direct_electronic_access"; //string direct_electronic_access = 50;
-   reserved 60; reserved "trading_capacity"; //string trading_capacity = 60;
-   reserved 70; reserved "liquidity_provision"; //string liquidity_provision = 70;
-   reserved 80; reserved "commodity_derivative_indicator"; //string commodity_derivative_indicator = 80;
-   reserved 90; reserved "investment_decision_id"; //string investment_decision_id = 90;
-   reserved 100; reserved "execution_decision_id"; //string execution_decision_id = 100;
-   reserved 110; reserved "client_id"; //string client_id = 110;
-
+message CMEAccountData{
+   // should perhaps be an enum
   api.orderman.CTICode cti = 10;
   api.orderman.CustomerOrFirm origin = 20;
+   string takeup_member_code = 30;
   string clearing_account = 40;
+   string direct_electronic_access = 50;
+   string trading_capacity = 60;
+   string liquidity_provision = 70;
+   string commodity_derivative_indicator = 80;
+   string investment_decision_id = 90;
+   string execution_decision_id = 100;
+   string client_id = 110;
   map<string, string> misc_tags = 120;
 }

@@ -306,22 +308,21 @@ enum DisplayDesignation
 }

 message CMEUserData{
-   reserved 20; reserved "ats_operator_id"; //string ats_operator_id = 20;
-   reserved 40; reserved "text_a"; //string text_a = 40;
-   reserved 50; reserved "text_b"; //string text_b = 50;
-   reserved 80; reserved "max_order_rate_per_connection"; //string max_order_rate_per_connection = 80;
-   //enum AdminDisplay { All = 0; MD = 1; Routing = 2; None = 100; }
-   reserved 120; reserved "admin_display_flag"; //AdminDisplay admin_display_flag = 120;
-   repeated CMEMicData md_permissions = 1000;
-
   string operator_id = 10;
+   string ats_operator_id = 20;
   string smp_id = 30;
+   string text_a = 40;
+   string text_b = 50;
   map<string, string> misc_tags = 60;
   string smp_instruction = 70;
-
+   string max_order_rate_per_connection = 80;
   string location = 90;
   ProfessionalDesignation pro_nonpro = 100;
   DisplayDesignation display_nondisplay = 110;
+   
+   enum AdminDisplay { All = 0; MD = 1; Routing = 2; None = 100; } 
+   AdminDisplay admin_display_flag = 120; 
+   repeated CMEMicData md_permissions = 1000;
 }

 message SIMUserData {
@@ -329,67 +330,58 @@ message SIMUserData {
   string location = 90;
 }

+message CMEUserMarketDataEntitlementData{
+   MarketDataEntitlement cbot_entitlement = 10;
+   MarketDataEntitlement cme_entitlement = 20;
+   MarketDataEntitlement nymex_entitlement = 30;
+   MarketDataEntitlement bmandf_entitlement = 40;
+   MarketDataEntitlement comex_entitlement = 50;
+   MarketDataEntitlement cme_europe_entitlement = 60;
+}
+
 /********************************ICE Data*********************************/

-message ICEConnection {
-   string sender_compid = 10;
+message ICEConnection{
+   string authorized_member_id = 10;
+   string sender_company_id = 20;
+   string sender_sub_id = 30;
+   string session_id = 40;
+   string session_password = 50;
+   string host_ip = 60;
+   string port = 70;
+   string default_routing_trader = 80;
+   string routing_trader_password = 90;
+   int32 max_order_rate = 100;
 }

-message ICEAccountData {
-   reserved 10; reserved "nybit_house"; //string nybit_house = 10;
-   reserved 20; reserved "wce_house"; //int32 wce_house = 20;
-   reserved 30; reserved "clearing_account_override"; //string clearing_account_override = 30;
-   reserved 40; reserved "direct_electronic_access"; //bool direct_electronic_access = 40;
-   reserved 50; reserved "trading_capacity"; //string trading_capacity = 50;
-   reserved 60; reserved "liquidity_provision"; //bool liquidity_provision = 60;
-   reserved 70; reserved "commodity_derivative_indicator"; //bool commodity_derivative_indicator = 70;
-   reserved 80; reserved "investment_decision_id"; //string investment_decision_id = 80;
-   reserved 90; reserved "execution_decision_id"; //string execution_decision_id = 90;
-   reserved 100; reserved "client_id"; //string client_id = 100;
-   reserved 110; reserved "mfid_id"; //string mfid_id = 110;
-
-   api.orderman.CTICode cti = 3;
-   api.orderman.CustomerOrFirm origin = 5;
-   string clearing_firm = 200;
-   string clearing_account = 210;
-   string customer_account_ref_id = 220;
-   string account_code = 230;
-   map<string, string> misc_tags = 500;
+message ICEAccountData{
+   string nybit_house = 10;
+   int32 wce_house = 20;
+   string clearing_account_override = 30;
+   bool direct_electronic_access = 40;
+   string trading_capacity = 50;
+   bool liquidity_provision = 60;
+   bool commodity_derivative_indicator = 70;
+   string investment_decision_id = 80;
+   string execution_decision_id = 90;
+   string client_id = 100;
+   string mfid_id = 110;
 }

-message ICEUserData {
-   reserved 20; reserved "memo_field"; //string memo_field = 20;
-   reserved 30; reserved "text_b"; //string text_b = 30;
-   reserved 40; reserved "max_order_rate"; //uint32 max_order_rate = 40;
+message ICEUserData{
+   string authorized_trader = 10;
+   string memo_field = 20;
+   string text_b = 30;
+   uint32 max_order_rate = 40;
+}

-   int32 company_id = 3; //tag 109 clientid
-   string operator_id = 5; //tag 50
-   string authorized_trader = 10; //tag 553 user_name
-   string authorized_group = 15; //tag 553 user_name
-   string password = 21; //tag 96 raw data
-   string cust_order_handing_inst = 25;
-
-   //mifid
-   int32 mifid_direct_electronic_access = 500;
-   int32 mifid_trading_capacity = 510;
-   int32 mifid_liquidity_provision = 520;
-   int32 mifid_commodity_deriv_indicator = 530;
-   int64 mifid_investment_decision = 540;
-   int64 mifid_execution_decision = 550;
-   int64 mifid_client_id_code = 560;
-   int64 mifid_id = 570;
-
-   map<string, string> misc_tags = 60;
-   ProfessionalDesignation pro_nonpro = 100;
-   DisplayDesignation display_nondisplay = 110;
-
-   repeated ICEMicData md_permissions = 1000;
+message ICEUserMarketDataEntitlementData{
 }

 ///////////////////////////////////////////////////////////
 // Order Auxiliary Service ////////////////////////////////

-message OrdersSummaryUnit{
+message OrdersSummaryUnit{   
   string account = 10;
   string user = 20;
   uint32 total_orders = 30;
@@ -400,11 +392,11 @@ message OrdersSummary{
 }
 message OrderSummaryRequest{
 }
-// top level orders that have account
+// top level orders that have account 
 // and user that are present here, will
 // be cancelled. wild cards are not
 // supported.
-message OrderCancelRequest{
+message OrderCancelRequest{   
   repeated string accounts = 10;
   repeated string users = 20;
 }
@@ -440,7 +432,7 @@ message AccountCreateAPIArgument{
   string creator_user = 40;
 }
 message AccountUpdateAPIArgument{
-   BTSAccount complete_data=10;
+   BTSAccount complete_data=10;    
 }
 message UserCreateAPIArgument{
   uint32 parent_group_id = 20;
@@ -484,7 +476,7 @@ service AdminService {
   // users
   rpc create_user(UserCreateAPIArgument) returns (AdminServiceCreateEntityResult);
   rpc update_user(UserUpdateAPIArgument) returns (AdminServiceOperationResult);
-   rpc delete_user(IDAPIArgument) returns (AdminServiceOperationResult);
+   rpc delete_user(IDAPIArgument) returns (AdminServiceOperationResult);   
   // subscription
   rpc admin_data(bts.api.VoidMessage) returns (stream AdminData);
   rpc get_admin_data(bts.api.VoidMessage) returns (AdminData);
@@ -309,13 +309,6 @@ message Fill {
    FILL_KIND_SOD = 2;
  }
  FillKind fill_kind = 10;
-  
-  enum FillStatus { 
-     FILL_STATUS_ACTIVE = 0;
-     FILL_STATUS_CORRECTED = 1;
-     FILL_STATUS_BUSTED = 2;
-  }
-  FillStatus fill_status = 20;
 }

 enum OrderSubType {
@@ -333,16 +326,6 @@ message RoutingRecord {
  string smp_id = 6 ;
  SelfMatchPreventionInstruction smp_instruction = 7;
  string location = 8;
-  
-  string sender_compid = 15;
-  string clearing_firm = 20;
-  string customer_account_ref_id = 25;
-  string account_code = 30;    
-  string company_id = 45;
-  string authorized_trader = 50;  
-  string authorized_group = 60;
-  string cust_order_handing_inst = 70;
-  string order_server_id = 200;
 }

 message NativeOrderState {
@@ -23,7 +23,6 @@
 #include <map>
 #include <tuple>

-
 #define URDL_HEADER_ONLY 1
 #define URDL_DISALE_SSL 1
 #include <urdl/url.hpp>
@@ -906,4 +905,3 @@ std::string get_fallback(const proto::Message& message)
 }

 }}}//end namespaces
-
@@ -37,6 +37,12 @@ CMEOptions {
            # channels_per_thread: 1
            spin_time: 0
        }
+        channel {
+            id: "316"
+            feed_engine: "mdp3feed"
+            use_tcp_replay: false
+            sunday_pre_open: true
+        }
        channel {
            id: "*"
            feed_engine: "mdp3feed"
@@ -63,41 +69,14 @@ ICEOptions {
      channel {
         name: "oil" #these names are arbitrary and are for debugging
         market_type: 5 #ICE Futures Brent, IPE Brent Futures
-         uds_market_type: 5
-         market_type: 9 #ICE Futures WTI, ICE WTI Crude Futures                  
-         uds_market_type: 9
-         ##market_type: 13 #ICE Heating Oil Futures         
-         ##uds_market_type: 13
-         ##market_type: 15 #ICE NYH (RBOB) Gasoline Futures
-         ##uds_market_type: 15
-         ##market_type: 21 #ICE Futures US Agricultures, Coffee C
-         ##uds_market_type: 21
-         ##market_type: 23 #ICE Futures US Agricultures, FCOJ A
-         ##uds_market_type: 23               
-         
-         market_type: 26 #ICE Futures US Financials DX
-         uds_market_type: 26
-         
-         uds_market_type: 11 #ICE WTI-Brent spreads
-         ##uds_market_type: 14 #ICE Heating Oil/WTI Futures Crack
-         ##uds_market_type: 16 #ICE NYH (RBOB) Gasoline/WTI Futures Crack         
-         ##uds_market_type: 58 #ICE Futures UI Heating Oil / Brent
-         ##uds_market_type: 59 #ICE NYH (RBOB) Gasoline/Brent Futures Crack 
-         
-         # market_type: 44 #ICE Henry Hub
-         # uds_market_type: 44
-         
-         # market_type: 1 #ICE Financial Power
-         # uds_market_type: 1
+         market_type: 9 #ICE Futures WTI, ICE WTI Crude Futures
         #udp_buffer_size: 33554432 #32mb
-         #onixs_log_mode: Debug
      }
-      # channel {
-      #    name: "juice"
-      #    market_type: 26 #ICE Futures US Agricultures, FCOJ A
-      # }
+      channel {
+         name: "juice"
+         market_type: 23 #ICE Futures US Agricultures, FCOJ A
+      }
      ice_config_file: "ConnectivityConfiguration.APITest.xml"      
-      #ice_config_file: "ConnectivityConfiguration.PerfTest.xml"      
   }
 }

@@ -3,8 +3,7 @@ Ports {
   value {
      config_port: 8000
      qbus_port: 8001
-      glbx_sim_fix_port: 8002
-      ice_sim_fix_port: 8003
+      exchange_sim_fix_port: 8002
      replicator_port: 8080
   }
 }
@@ -19,6 +19,7 @@ SymbolList {
        symbol: "FOB"
        symbol: "GC"
        symbol: "GE"
+        symbol: "GLI"
        symbol: "HE"
        symbol: "HG"
        symbol: "HO"
@@ -65,18 +66,9 @@ SymbolLists
      list
      {
         key: "ICE"
-         symbol: "BRN"
-         symbol: "WBS"
-         symbol: "OJ"
-         symbol: "KC"
-         symbol: "UHO"
-         symbol: "UHU"
-         symbol: "DX"
-         
-         symbol: "HEN"
-         symbol: "HIS"
-         symbol: "HNG"
-         symbol: "*"
+         # symbol: "BRN"
+         # symbol: "WBS"
+         # symbol: "OJ"
      }
      list
      {
@@ -120,9 +112,5 @@ Symbols {
            future: @SymbolLists.list[ICE].symbol
            spread: @SymbolLists.list[ICE].symbol
        }
-        simice {
-            future: @SymbolLists.list[ICE].symbol
-            spread: @SymbolLists.list[ICE].symbol            
-        }
    }
 }
@@ -90,8 +90,6 @@ CppConfig
 		cpp_entry { key: "8D" value: 1000 }
 		cpp_entry { key: "8W" value: 1000 }
 		cpp_entry { key: "8XN" value: 2500 }
-		cpp_entry { key: "8ZN" value: 2500 }
-		cpp_entry { key: "9FN" value: 2500 }
 		cpp_entry { key: "9Q" value: 1000 }
 		cpp_entry { key: "A0D" value: 100 }
 		cpp_entry { key: "A0F" value: 100 }
@@ -163,6 +161,7 @@ CppConfig
 		cpp_entry { key: "AAW" value: 42000 }
 		cpp_entry { key: "AB3" value: 80 }
 		cpp_entry { key: "AB7" value: 1000 }
+		cpp_entry { key: "ABF" value: 100 }
 		cpp_entry { key: "ABH" value: 42000 }
 		cpp_entry { key: "ABI" value: 1000 }
 		cpp_entry { key: "ABS" value: 1000 }
@@ -170,6 +169,7 @@ CppConfig
 		cpp_entry { key: "ABX" value: 1000 }
 		cpp_entry { key: "ABY" value: 1000 }
 		cpp_entry { key: "AC0" value: 42000 }
+		cpp_entry { key: "ACB" value: 1000 }
 		cpp_entry { key: "ACD" value: 200000 }
 		cpp_entry { key: "ACM" value: 1000 }
 		cpp_entry { key: "ACT" value: 1000 }
@@ -183,7 +183,7 @@ CppConfig
 		cpp_entry { key: "AE5" value: 1000 }
 		cpp_entry { key: "AE8" value: 5 }
 		cpp_entry { key: "AE9" value: 80 }
-		cpp_entry { key: "AEJ" value: 960 }
+		cpp_entry { key: "AEB" value: 1000 }
 		cpp_entry { key: "AEP" value: 25 }
 		cpp_entry { key: "AET" value: 1000 }
 		cpp_entry { key: "AEZ" value: 42000 }
@@ -222,7 +222,6 @@ CppConfig
 		cpp_entry { key: "AJB" value: 1000 }
 		cpp_entry { key: "AJJ" value: 5 }
 		cpp_entry { key: "AJL" value: 42000 }
-		cpp_entry { key: "AJP" value: 960 }
 		cpp_entry { key: "AJR" value: 1000 }
 		cpp_entry { key: "AJS" value: 42000 }
 		cpp_entry { key: "AJU" value: 42000 }
@@ -346,7 +345,6 @@ CppConfig
 		cpp_entry { key: "BCF" value: 50 }
 		cpp_entry { key: "BCH" value: 50 }
 		cpp_entry { key: "BDB" value: 1000 }
-		cpp_entry { key: "BDI" value: 100 }
 		cpp_entry { key: "BDS" value: 1000 }
 		cpp_entry { key: "BFR" value: 100 }
 		cpp_entry { key: "BG" value: 1000 }
@@ -357,13 +355,12 @@ CppConfig
 		cpp_entry { key: "BOO" value: 6350 }
 		cpp_entry { key: "BOS" value: 250 }
 		cpp_entry { key: "BR7" value: 1000 }
-		cpp_entry { key: "BSW" value: 136 }
+		cpp_entry { key: "BSF" value: 25 }
 		cpp_entry { key: "BTC" value: 5 }
 		cpp_entry { key: "BTT" value: 50 }
 		cpp_entry { key: "BUB" value: 1000 }
 		cpp_entry { key: "BUC" value: 42000 }
 		cpp_entry { key: "BUS" value: 20 }
-		cpp_entry { key: "BUW" value: 20 }
 		cpp_entry { key: "BWF" value: 50 }
 		cpp_entry { key: "BWH" value: 50 }
 		cpp_entry { key: "BZ" value: 1000 }
@@ -394,6 +391,7 @@ CppConfig
 		cpp_entry { key: "CFB" value: 1000 }
 		cpp_entry { key: "CFC" value: 1000 }
 		cpp_entry { key: "CGB" value: 42000 }
+		cpp_entry { key: "CHB" value: 1000 }
 		cpp_entry { key: "CHI" value: 250 }
 		cpp_entry { key: "CHL" value: 100000 }
 		cpp_entry { key: "CHP" value: 50000000 }
@@ -406,9 +404,11 @@ CppConfig
 		cpp_entry { key: "CL" value: 1000 }
 		cpp_entry { key: "CL1" value: 1000 }
 		cpp_entry { key: "CL2" value: 1000 }
+		cpp_entry { key: "CLD" value: 1000 }
 		cpp_entry { key: "CLL" value: 1000 }
 		cpp_entry { key: "CLS" value: 1000 }
 		cpp_entry { key: "CLT" value: 1000 }
+		cpp_entry { key: "CMB" value: 1000 }
 		cpp_entry { key: "CMF" value: 1000 }
 		cpp_entry { key: "CNH" value: 100000 }
 		cpp_entry { key: "COL" value: 80 }
@@ -431,7 +431,6 @@ CppConfig
 		cpp_entry { key: "CUS" value: 250 }
 		cpp_entry { key: "CY" value: 1000 }
 		cpp_entry { key: "CZK" value: 4000000 }
-		cpp_entry { key: "CZN" value: 2500 }
 		cpp_entry { key: "D0" value: 20 }
 		cpp_entry { key: "D0X" value: 20 }
 		cpp_entry { key: "D0Z" value: 20 }
@@ -461,9 +460,9 @@ CppConfig
 		cpp_entry { key: "DDO" value: 1000 }
 		cpp_entry { key: "DEB" value: 744 }
 		cpp_entry { key: "DEN" value: 250 }
-		cpp_entry { key: "DEP" value: 252 }
+		cpp_entry { key: "DEP" value: 264 }
 		cpp_entry { key: "DFL" value: 100 }
-		cpp_entry { key: "DFT" value: 100 }
+		cpp_entry { key: "DFN" value: 100 }
 		cpp_entry { key: "DG2" value: 100 }
 		cpp_entry { key: "DG3" value: 100 }
 		cpp_entry { key: "DGH" value: 1000 }
@@ -472,7 +471,6 @@ CppConfig
 		cpp_entry { key: "DGT" value: 100 }
 		cpp_entry { key: "DHA" value: 80 }
 		cpp_entry { key: "DHI" value: 1000 }
-		cpp_entry { key: "DIH" value: 2500 }
 		cpp_entry { key: "DJR" value: 100 }
 		cpp_entry { key: "DKR" value: 1000 }
 		cpp_entry { key: "DMB" value: 100 }
@@ -503,7 +501,6 @@ CppConfig
 		cpp_entry { key: "EAC" value: 80 }
 		cpp_entry { key: "EAD" value: 125000 }
 		cpp_entry { key: "EAE" value: 5 }
-		cpp_entry { key: "EAF" value: 1000 }
 		cpp_entry { key: "EAW" value: 80 }
 		cpp_entry { key: "EBE" value: 1000 }
 		cpp_entry { key: "ECD" value: 125000 }
@@ -542,7 +539,6 @@ CppConfig
 		cpp_entry { key: "EST" value: 50 }
 		cpp_entry { key: "ETT" value: 100 }
 		cpp_entry { key: "EUB" value: 80 }
-		cpp_entry { key: "EUL" value: 1000 }
 		cpp_entry { key: "EURADC" value: 1 }
 		cpp_entry { key: "EURBPC" value: 1 }
 		cpp_entry { key: "EURBPN" value: 1 }
@@ -668,17 +664,24 @@ CppConfig
 		cpp_entry { key: "H4X" value: 20 }
 		cpp_entry { key: "H4Z" value: 20 }
 		cpp_entry { key: "H5" value: 20 }
+		cpp_entry { key: "H5B" value: 1000 }
 		cpp_entry { key: "H5F" value: 1000 }
 		cpp_entry { key: "H5G" value: 1000 }
 		cpp_entry { key: "H5L" value: 80 }
 		cpp_entry { key: "H5X" value: 20 }
 		cpp_entry { key: "H5Z" value: 20 }
 		cpp_entry { key: "HB" value: 2500 }
+		cpp_entry { key: "HBC" value: 1000 }
+		cpp_entry { key: "HBR" value: 1000 }
 		cpp_entry { key: "HCL" value: 1000 }
+		cpp_entry { key: "HDB" value: 1000 }
 		cpp_entry { key: "HE" value: 400 }
 		cpp_entry { key: "HET" value: 400 }
 		cpp_entry { key: "HG" value: 25000 }
 		cpp_entry { key: "HG0" value: 25000 }
+		cpp_entry { key: "HGB" value: 1000 }
+		cpp_entry { key: "HGF" value: 25000 }
+		cpp_entry { key: "HGK" value: 25000 }
 		cpp_entry { key: "HGS" value: 25000 }
 		cpp_entry { key: "HGT" value: 25000 }
 		cpp_entry { key: "HH" value: 10000 }
@@ -703,11 +706,16 @@ CppConfig
 		cpp_entry { key: "HQX" value: 20 }
 		cpp_entry { key: "HQZ" value: 20 }
 		cpp_entry { key: "HRC" value: 20 }
+		cpp_entry { key: "HRP" value: 20 }
 		cpp_entry { key: "HS" value: 20 }
 		cpp_entry { key: "HSX" value: 20 }
 		cpp_entry { key: "HSZ" value: 20 }
 		cpp_entry { key: "HTA" value: 1000 }
 		cpp_entry { key: "HTB" value: 1000 }
+		cpp_entry { key: "HTC" value: 1000 }
+		cpp_entry { key: "HTE" value: 1000 }
+		cpp_entry { key: "HTI" value: 1000 }
+		cpp_entry { key: "HTM" value: 1000 }
 		cpp_entry { key: "HTT" value: 1000 }
 		cpp_entry { key: "HUF" value: 30000000 }
 		cpp_entry { key: "HWA" value: 80 }
@@ -719,7 +727,6 @@ CppConfig
 		cpp_entry { key: "ICI" value: 1000 }
 		cpp_entry { key: "IDL" value: 5 }
 		cpp_entry { key: "IH" value: 50 }
-		cpp_entry { key: "ILB" value: 1750 }
 		cpp_entry { key: "ILS" value: 1000000 }
 		cpp_entry { key: "IN" value: 2500 }
 		cpp_entry { key: "IP" value: 50 }
@@ -727,11 +734,12 @@ CppConfig
 		cpp_entry { key: "IPT" value: 10 }
 		cpp_entry { key: "IS" value: 50 }
 		cpp_entry { key: "ITB" value: 744 }
-		cpp_entry { key: "ITP" value: 252 }
+		cpp_entry { key: "ITP" value: 264 }
 		cpp_entry { key: "IW" value: 50 }
 		cpp_entry { key: "J4L" value: 80 }
 		cpp_entry { key: "J7" value: 6250000 }
 		cpp_entry { key: "JA" value: 1000 }
+		cpp_entry { key: "JCC" value: 1000 }
 		cpp_entry { key: "JDL" value: 80 }
 		cpp_entry { key: "JE" value: 42000 }
 		cpp_entry { key: "JET" value: 42000 }
@@ -740,7 +748,7 @@ CppConfig
 		cpp_entry { key: "JKB" value: 10000 }
 		cpp_entry { key: "JKF" value: 10000 }
 		cpp_entry { key: "JKM" value: 10000 }
-		cpp_entry { key: "JML" value: 200 }
+		cpp_entry { key: "JML" value: 480 }
 		cpp_entry { key: "JNC" value: 1000 }
 		cpp_entry { key: "JNG" value: 10000 }
 		cpp_entry { key: "JNL" value: 80 }
@@ -809,6 +817,9 @@ CppConfig
 		cpp_entry { key: "LSW" value: 1000 }
 		cpp_entry { key: "LT" value: 42000 }
 		cpp_entry { key: "LWB" value: 1000 }
+		cpp_entry { key: "M1B" value: 10 }
+		cpp_entry { key: "M2K" value: 5 }
+		cpp_entry { key: "M35" value: 10 }
 		cpp_entry { key: "M5F" value: 10 }
 		cpp_entry { key: "M6A" value: 10000 }
 		cpp_entry { key: "M6B" value: 6250 }
@@ -839,10 +850,11 @@ CppConfig
 		cpp_entry { key: "MEB" value: 100 }
 		cpp_entry { key: "MEE" value: 100 }
 		cpp_entry { key: "MEF" value: 10 }
-		cpp_entry { key: "MEL" value: 840 }
 		cpp_entry { key: "MEO" value: 100 }
+		cpp_entry { key: "MES" value: 5 }
 		cpp_entry { key: "MEW" value: 100 }
 		cpp_entry { key: "MFB" value: 1000 }
+		cpp_entry { key: "MFC" value: 100 }
 		cpp_entry { key: "MFD" value: 100 }
 		cpp_entry { key: "MFF" value: 1000 }
 		cpp_entry { key: "MFP" value: 100 }
@@ -879,6 +891,7 @@ CppConfig
 		cpp_entry { key: "MNE" value: 100 }
 		cpp_entry { key: "MNG" value: 2500 }
 		cpp_entry { key: "MNH" value: 10000 }
+		cpp_entry { key: "MNQ" value: 2 }
 		cpp_entry { key: "MNS" value: 635 }
 		cpp_entry { key: "MNT" value: 80 }
 		cpp_entry { key: "MO" value: 1000 }
@@ -910,6 +923,7 @@ CppConfig
 		cpp_entry { key: "MXB" value: 35000 }
 		cpp_entry { key: "MXL" value: 5 }
 		cpp_entry { key: "MXR" value: 35000 }
+		cpp_entry { key: "MYM" value: 0.5 }
 		cpp_entry { key: "N1B" value: 1000 }
 		cpp_entry { key: "N1R" value: 10 }
 		cpp_entry { key: "N1T" value: 10 }
@@ -927,7 +941,6 @@ CppConfig
 		cpp_entry { key: "NCF" value: 100 }
 		cpp_entry { key: "NCO" value: 5 }
 		cpp_entry { key: "NCP" value: 100 }
-		cpp_entry { key: "NEN" value: 2500 }
 		cpp_entry { key: "NEO" value: 5 }
 		cpp_entry { key: "NEP" value: 80 }
 		cpp_entry { key: "NFC" value: 1000 }
@@ -941,10 +954,14 @@ CppConfig
 		cpp_entry { key: "NHN" value: 2500 }
 		cpp_entry { key: "NHO" value: 5 }
 		cpp_entry { key: "NHP" value: 80 }
+		cpp_entry { key: "NIM" value: 500 }
+		cpp_entry { key: "NIT" value: 500 }
 		cpp_entry { key: "NIY" value: 500 }
 		cpp_entry { key: "NJ" value: 2500 }
 		cpp_entry { key: "NKD" value: 5 }
+		cpp_entry { key: "NKM" value: 5 }
 		cpp_entry { key: "NKN" value: 2500 }
+		cpp_entry { key: "NKT" value: 5 }
 		cpp_entry { key: "NL" value: 2500 }
 		cpp_entry { key: "NLS" value: 42000 }
 		cpp_entry { key: "NMO" value: 5 }
@@ -984,7 +1001,7 @@ CppConfig
 		cpp_entry { key: "NYR" value: 42000 }
 		cpp_entry { key: "NYT" value: 1000 }
 		cpp_entry { key: "NZDUSC" value: 1 }
-		cpp_entry { key: "NZN" value: 2500 }
+		cpp_entry { key: "NZDUSD" value: 1 }
 		cpp_entry { key: "OAD" value: 1 }
 		cpp_entry { key: "ODO" value: 1000 }
 		cpp_entry { key: "OFF" value: 5 }
@@ -1000,6 +1017,7 @@ CppConfig
 		cpp_entry { key: "OVL" value: 5 }
 		cpp_entry { key: "PA" value: 100 }
 		cpp_entry { key: "PAL" value: 80 }
+		cpp_entry { key: "PAM" value: 10 }
 		cpp_entry { key: "PAT" value: 100 }
 		cpp_entry { key: "PBO" value: 5 }
 		cpp_entry { key: "PBP" value: 80 }
@@ -1020,7 +1038,6 @@ CppConfig
 		cpp_entry { key: "PHF" value: 5 }
 		cpp_entry { key: "PHO" value: 5 }
 		cpp_entry { key: "PHP" value: 80 }
-		cpp_entry { key: "PIO" value: 500 }
 		cpp_entry { key: "PJY" value: 125000 }
 		cpp_entry { key: "PKP" value: 80 }
 		cpp_entry { key: "PL" value: 50 }
@@ -1082,6 +1099,8 @@ CppConfig
 		cpp_entry { key: "R2T" value: 10 }
 		cpp_entry { key: "R2V" value: 50 }
 		cpp_entry { key: "R53" value: 1000 }
+		cpp_entry { key: "R5B" value: 1000 }
+		cpp_entry { key: "R5E" value: 1000 }
 		cpp_entry { key: "R5F" value: 1000 }
 		cpp_entry { key: "R5M" value: 100 }
 		cpp_entry { key: "R5O" value: 10 }
@@ -1091,6 +1110,7 @@ CppConfig
 		cpp_entry { key: "RBF" value: 100 }
 		cpp_entry { key: "RBG" value: 42000 }
 		cpp_entry { key: "RBL" value: 42000 }
+		cpp_entry { key: "RBM" value: 100 }
 		cpp_entry { key: "RBS" value: 42000 }
 		cpp_entry { key: "RBT" value: 42000 }
 		cpp_entry { key: "REX" value: 100 }
@@ -1119,13 +1139,15 @@ CppConfig
 		cpp_entry { key: "RYA" value: 42000 }
 		cpp_entry { key: "S1U" value: 1000 }
 		cpp_entry { key: "S53" value: 1000 }
+		cpp_entry { key: "S5B" value: 1000 }
 		cpp_entry { key: "S5F" value: 1000 }
 		cpp_entry { key: "S5M" value: 100 }
 		cpp_entry { key: "S5O" value: 10 }
+		cpp_entry { key: "SBM" value: 100 }
 		cpp_entry { key: "SBT" value: 50 }
 		cpp_entry { key: "SD" value: 1000 }
 		cpp_entry { key: "SDA" value: 250 }
-		cpp_entry { key: "SDD" value: 1600 }
+		cpp_entry { key: "SDD" value: 1760 }
 		cpp_entry { key: "SDG" value: 250 }
 		cpp_entry { key: "SDI" value: 1000 }
 		cpp_entry { key: "SDM" value: 100 }
@@ -1157,12 +1179,14 @@ CppConfig
 		cpp_entry { key: "SMT" value: 100 }
 		cpp_entry { key: "SMU" value: 1000 }
 		cpp_entry { key: "SMW" value: 100 }
+		cpp_entry { key: "SOM" value: 500 }
 		cpp_entry { key: "SON" value: 2500 }
 		cpp_entry { key: "SP" value: 250 }
 		cpp_entry { key: "SR1" value: 4167 }
 		cpp_entry { key: "SR3" value: 2500 }
 		cpp_entry { key: "SR5" value: 1000 }
-		cpp_entry { key: "SRT" value: 1600 }
+		cpp_entry { key: "SRB" value: 1000 }
+		cpp_entry { key: "SRT" value: 1760 }
 		cpp_entry { key: "SSI" value: 1000 }
 		cpp_entry { key: "SSP" value: 5000 }
 		cpp_entry { key: "SSW" value: 1000 }
@@ -1173,25 +1197,31 @@ CppConfig
 		cpp_entry { key: "STY" value: 1000 }
 		cpp_entry { key: "SU" value: 250 }
 		cpp_entry { key: "SUT" value: 250 }
-		cpp_entry { key: "T02" value: 800 }
 		cpp_entry { key: "T03" value: 800 }
 		cpp_entry { key: "T04" value: 800 }
+		cpp_entry { key: "T06" value: 800 }
+		cpp_entry { key: "T07" value: 800 }
+		cpp_entry { key: "T08" value: 800 }
+		cpp_entry { key: "T09" value: 800 }
+		cpp_entry { key: "T12" value: 800 }
 		cpp_entry { key: "T13" value: 800 }
 		cpp_entry { key: "T14" value: 800 }
-		cpp_entry { key: "T17" value: 800 }
-		cpp_entry { key: "T18" value: 800 }
+		cpp_entry { key: "T15" value: 800 }
+		cpp_entry { key: "T16" value: 800 }
 		cpp_entry { key: "T19" value: 800 }
 		cpp_entry { key: "T1U" value: 1000 }
 		cpp_entry { key: "T20" value: 800 }
 		cpp_entry { key: "T21" value: 800 }
-		cpp_entry { key: "T24" value: 800 }
+		cpp_entry { key: "T22" value: 800 }
+		cpp_entry { key: "T23" value: 800 }
 		cpp_entry { key: "T26" value: 800 }
 		cpp_entry { key: "T27" value: 800 }
 		cpp_entry { key: "T28" value: 800 }
+		cpp_entry { key: "T29" value: 800 }
 		cpp_entry { key: "T2B" value: 1000 }
 		cpp_entry { key: "T2D" value: 1000 }
 		cpp_entry { key: "T2M" value: 100 }
-		cpp_entry { key: "T31" value: 800 }
+		cpp_entry { key: "T30" value: 800 }
 		cpp_entry { key: "T3B" value: 1000 }
 		cpp_entry { key: "T3L" value: 80 }
 		cpp_entry { key: "T4B" value: 1000 }
@@ -1207,6 +1237,7 @@ CppConfig
 		cpp_entry { key: "TC" value: 2500 }
 		cpp_entry { key: "TC6" value: 1000 }
 		cpp_entry { key: "TC9" value: 1000 }
+		cpp_entry { key: "TCS" value: 1000 }
 		cpp_entry { key: "TD3" value: 1000 }
 		cpp_entry { key: "TD8" value: 1000 }
 		cpp_entry { key: "TEX" value: 1000 }
@@ -1216,6 +1247,7 @@ CppConfig
 		cpp_entry { key: "THB" value: 1000 }
 		cpp_entry { key: "THD" value: 10000 }
 		cpp_entry { key: "TIC" value: 500 }
+		cpp_entry { key: "TIL" value: 1000 }
 		cpp_entry { key: "TIO" value: 500 }
 		cpp_entry { key: "TK" value: 1000 }
 		cpp_entry { key: "TKB" value: 1000 }
@@ -1252,7 +1284,6 @@ CppConfig
 		cpp_entry { key: "TUT" value: 1000 }
 		cpp_entry { key: "TUX" value: 1000 }
 		cpp_entry { key: "TW" value: 1000 }
-		cpp_entry { key: "TXN" value: 2500 }
 		cpp_entry { key: "TYT" value: 1000 }
 		cpp_entry { key: "TYX" value: 1000 }
 		cpp_entry { key: "TZ6" value: 2500 }
@@ -1262,10 +1293,12 @@ CppConfig
 		cpp_entry { key: "UB" value: 1000 }
 		cpp_entry { key: "UCM" value: 100 }
 		cpp_entry { key: "UDL" value: 80 }
+		cpp_entry { key: "UFB" value: 100 }
+		cpp_entry { key: "UFE" value: 100 }
 		cpp_entry { key: "UFG" value: 100 }
 		cpp_entry { key: "UFN" value: 100 }
 		cpp_entry { key: "UFU" value: 100 }
-		cpp_entry { key: "UFZ" value: 100 }
+		cpp_entry { key: "UFV" value: 100 }
 		cpp_entry { key: "UGG" value: 42000 }
 		cpp_entry { key: "UKG" value: 310 }
 		cpp_entry { key: "ULB" value: 42000 }
@@ -1276,10 +1309,12 @@ CppConfig
 		cpp_entry { key: "UNB" value: 1000 }
 		cpp_entry { key: "UNS" value: 1000 }
 		cpp_entry { key: "UR" value: 1000 }
+		cpp_entry { key: "USC" value: 1000 }
 		cpp_entry { key: "USDBRL" value: 1 }
 		cpp_entry { key: "USDCAC" value: 1 }
 		cpp_entry { key: "USDCAD" value: 1 }
 		cpp_entry { key: "USDCAN" value: 1 }
+		cpp_entry { key: "USDCHF" value: 10 }
 		cpp_entry { key: "USDCKC" value: 1 }
 		cpp_entry { key: "USDCLP" value: 1 }
 		cpp_entry { key: "USDCNY" value: 1 }
@@ -1309,6 +1344,7 @@ CppConfig
 		cpp_entry { key: "USDTLC" value: 1 }
 		cpp_entry { key: "USDTWD" value: 1 }
 		cpp_entry { key: "USDZRC" value: 1 }
+		cpp_entry { key: "USE" value: 1000 }
 		cpp_entry { key: "UV" value: 1000 }
 		cpp_entry { key: "UX" value: 250 }
 		cpp_entry { key: "V3L" value: 5 }
@@ -1338,6 +1374,7 @@ CppConfig
 		cpp_entry { key: "WTA" value: 1000 }
 		cpp_entry { key: "WTD" value: 1000 }
 		cpp_entry { key: "WTI" value: 1000 }
+		cpp_entry { key: "WTL" value: 1000 }
 		cpp_entry { key: "WTS" value: 1000 }
 		cpp_entry { key: "WTT" value: 1000 }
 		cpp_entry { key: "X0" value: 1000 }
@@ -1390,6 +1427,7 @@ CppConfig
 		cpp_entry { key: "YWE" value: 80 }
 		cpp_entry { key: "YWF" value: 5 }
 		cpp_entry { key: "YWK" value: 5 }
+		cpp_entry { key: "Z00000" value: 1000 }
 		cpp_entry { key: "Z1B" value: 100 }
 		cpp_entry { key: "Z3N" value: 2000 }
 		cpp_entry { key: "Z4" value: 1000 }
@@ -1507,8 +1545,6 @@ CmeSymbolMics
 		cme_mic { key: "8D" value: NYMEX }
 		cme_mic { key: "8W" value: NYMEX }
 		cme_mic { key: "8XN" value: NYMEX }
-		cme_mic { key: "8ZN" value: NYMEX }
-		cme_mic { key: "9FN" value: NYMEX }
 		cme_mic { key: "9Q" value: NYMEX }
 		cme_mic { key: "A0D" value: NYMEX }
 		cme_mic { key: "A0F" value: NYMEX }
@@ -1580,6 +1616,7 @@ CmeSymbolMics
 		cme_mic { key: "AAW" value: NYMEX }
 		cme_mic { key: "AB3" value: NYMEX }
 		cme_mic { key: "AB7" value: NYMEX }
+		cme_mic { key: "ABF" value: NYMEX }
 		cme_mic { key: "ABH" value: NYMEX }
 		cme_mic { key: "ABI" value: NYMEX }
 		cme_mic { key: "ABS" value: NYMEX }
@@ -1587,6 +1624,7 @@ CmeSymbolMics
 		cme_mic { key: "ABX" value: NYMEX }
 		cme_mic { key: "ABY" value: NYMEX }
 		cme_mic { key: "AC0" value: NYMEX }
+		cme_mic { key: "ACB" value: NYMEX }
 		cme_mic { key: "ACD" value: CME }
 		cme_mic { key: "ACM" value: NYMEX }
 		cme_mic { key: "ACT" value: NYMEX }
@@ -1600,7 +1638,7 @@ CmeSymbolMics
 		cme_mic { key: "AE5" value: NYMEX }
 		cme_mic { key: "AE8" value: NYMEX }
 		cme_mic { key: "AE9" value: NYMEX }
-		cme_mic { key: "AEJ" value: NYMEX }
+		cme_mic { key: "AEB" value: NYMEX }
 		cme_mic { key: "AEP" value: COMEX }
 		cme_mic { key: "AET" value: NYMEX }
 		cme_mic { key: "AEZ" value: NYMEX }
@@ -1639,7 +1677,6 @@ CmeSymbolMics
 		cme_mic { key: "AJB" value: NYMEX }
 		cme_mic { key: "AJJ" value: NYMEX }
 		cme_mic { key: "AJL" value: NYMEX }
-		cme_mic { key: "AJP" value: NYMEX }
 		cme_mic { key: "AJR" value: NYMEX }
 		cme_mic { key: "AJS" value: NYMEX }
 		cme_mic { key: "AJU" value: NYMEX }
@@ -1763,7 +1800,6 @@ CmeSymbolMics
 		cme_mic { key: "BCF" value: CBT }
 		cme_mic { key: "BCH" value: CBT }
 		cme_mic { key: "BDB" value: NYMEX }
-		cme_mic { key: "BDI" value: CME }
 		cme_mic { key: "BDS" value: DME }
 		cme_mic { key: "BFR" value: NYMEX }
 		cme_mic { key: "BG" value: NYMEX }
@@ -1774,13 +1810,12 @@ CmeSymbolMics
 		cme_mic { key: "BOO" value: NYMEX }
 		cme_mic { key: "BOS" value: CME }
 		cme_mic { key: "BR7" value: NYMEX }
-		cme_mic { key: "BSW" value: CBT }
+		cme_mic { key: "BSF" value: CBT }
 		cme_mic { key: "BTC" value: CME }
 		cme_mic { key: "BTT" value: CME }
 		cme_mic { key: "BUB" value: CBT }
 		cme_mic { key: "BUC" value: NYMEX }
 		cme_mic { key: "BUS" value: NYMEX }
-		cme_mic { key: "BUW" value: NYMSW }
 		cme_mic { key: "BWF" value: CBT }
 		cme_mic { key: "BWH" value: CBT }
 		cme_mic { key: "BZ" value: NYMEX }
@@ -1811,6 +1846,7 @@ CmeSymbolMics
 		cme_mic { key: "CFB" value: NYMEX }
 		cme_mic { key: "CFC" value: NYMEX }
 		cme_mic { key: "CGB" value: NYMEX }
+		cme_mic { key: "CHB" value: NYMEX }
 		cme_mic { key: "CHI" value: CME }
 		cme_mic { key: "CHL" value: CME }
 		cme_mic { key: "CHP" value: CME }
@@ -1823,9 +1859,11 @@ CmeSymbolMics
 		cme_mic { key: "CL" value: NYMEX }
 		cme_mic { key: "CL1" value: NYMEX }
 		cme_mic { key: "CL2" value: NYMEX }
+		cme_mic { key: "CLD" value: NYMEX }
 		cme_mic { key: "CLL" value: NYMEX }
 		cme_mic { key: "CLS" value: NYMEX }
 		cme_mic { key: "CLT" value: NYMEX }
+		cme_mic { key: "CMB" value: NYMEX }
 		cme_mic { key: "CMF" value: NYMEX }
 		cme_mic { key: "CNH" value: CME }
 		cme_mic { key: "COL" value: NYMEX }
@@ -1848,7 +1886,6 @@ CmeSymbolMics
 		cme_mic { key: "CUS" value: CME }
 		cme_mic { key: "CY" value: NYMEX }
 		cme_mic { key: "CZK" value: CME }
-		cme_mic { key: "CZN" value: NYMEX }
 		cme_mic { key: "D0" value: CME }
 		cme_mic { key: "D0X" value: CME }
 		cme_mic { key: "D0Z" value: CME }
@@ -1880,7 +1917,7 @@ CmeSymbolMics
 		cme_mic { key: "DEN" value: CME }
 		cme_mic { key: "DEP" value: NYMEX }
 		cme_mic { key: "DFL" value: CBT }
-		cme_mic { key: "DFT" value: CBT }
+		cme_mic { key: "DFN" value: CBT }
 		cme_mic { key: "DG2" value: CBT }
 		cme_mic { key: "DG3" value: CBT }
 		cme_mic { key: "DGH" value: DME }
@@ -1889,7 +1926,6 @@ CmeSymbolMics
 		cme_mic { key: "DGT" value: CBT }
 		cme_mic { key: "DHA" value: NYMEX }
 		cme_mic { key: "DHI" value: DME }
-		cme_mic { key: "DIH" value: NYMEX }
 		cme_mic { key: "DJR" value: CBT }
 		cme_mic { key: "DKR" value: DME }
 		cme_mic { key: "DMB" value: DME }
@@ -1920,7 +1956,6 @@ CmeSymbolMics
 		cme_mic { key: "EAC" value: NYMEX }
 		cme_mic { key: "EAD" value: CME }
 		cme_mic { key: "EAE" value: NYMEX }
-		cme_mic { key: "EAF" value: NYMEX }
 		cme_mic { key: "EAW" value: NYMEX }
 		cme_mic { key: "EBE" value: NYMEX }
 		cme_mic { key: "ECD" value: CME }
@@ -1959,7 +1994,6 @@ CmeSymbolMics
 		cme_mic { key: "EST" value: CME }
 		cme_mic { key: "ETT" value: CME }
 		cme_mic { key: "EUB" value: NYMEX }
-		cme_mic { key: "EUL" value: NYMEX }
 		cme_mic { key: "EURADC" value: CME }
 		cme_mic { key: "EURBPC" value: CME }
 		cme_mic { key: "EURBPN" value: CME }
@@ -2085,17 +2119,24 @@ CmeSymbolMics
 		cme_mic { key: "H4X" value: CME }
 		cme_mic { key: "H4Z" value: CME }
 		cme_mic { key: "H5" value: CME }
+		cme_mic { key: "H5B" value: NYMEX }
 		cme_mic { key: "H5F" value: NYMEX }
 		cme_mic { key: "H5G" value: NYMEX }
 		cme_mic { key: "H5L" value: NYMEX }
 		cme_mic { key: "H5X" value: CME }
 		cme_mic { key: "H5Z" value: CME }
 		cme_mic { key: "HB" value: NYMEX }
+		cme_mic { key: "HBC" value: NYMEX }
+		cme_mic { key: "HBR" value: NYMEX }
 		cme_mic { key: "HCL" value: NYMEX }
+		cme_mic { key: "HDB" value: NYMEX }
 		cme_mic { key: "HE" value: CME }
 		cme_mic { key: "HET" value: CME }
 		cme_mic { key: "HG" value: COMEX }
 		cme_mic { key: "HG0" value: COMEX }
+		cme_mic { key: "HGB" value: NYMEX }
+		cme_mic { key: "HGF" value: COMEX }
+		cme_mic { key: "HGK" value: COMEX }
 		cme_mic { key: "HGS" value: COMEX }
 		cme_mic { key: "HGT" value: COMEX }
 		cme_mic { key: "HH" value: NYMEX }
@@ -2120,11 +2161,16 @@ CmeSymbolMics
 		cme_mic { key: "HQX" value: CME }
 		cme_mic { key: "HQZ" value: CME }
 		cme_mic { key: "HRC" value: NYMEX }
+		cme_mic { key: "HRP" value: COMEX }
 		cme_mic { key: "HS" value: CME }
 		cme_mic { key: "HSX" value: CME }
 		cme_mic { key: "HSZ" value: CME }
 		cme_mic { key: "HTA" value: NYMEX }
 		cme_mic { key: "HTB" value: NYMEX }
+		cme_mic { key: "HTC" value: NYMEX }
+		cme_mic { key: "HTE" value: NYMEX }
+		cme_mic { key: "HTI" value: NYMEX }
+		cme_mic { key: "HTM" value: NYMEX }
 		cme_mic { key: "HTT" value: NYMEX }
 		cme_mic { key: "HUF" value: CME }
 		cme_mic { key: "HWA" value: NYMEX }
@@ -2136,7 +2182,6 @@ CmeSymbolMics
 		cme_mic { key: "ICI" value: NYMEX }
 		cme_mic { key: "IDL" value: NYMEX }
 		cme_mic { key: "IH" value: MGE }
-		cme_mic { key: "ILB" value: NYMEX }
 		cme_mic { key: "ILS" value: CME }
 		cme_mic { key: "IN" value: NYMEX }
 		cme_mic { key: "IP" value: MGE }
@@ -2149,6 +2194,7 @@ CmeSymbolMics
 		cme_mic { key: "J4L" value: NYMEX }
 		cme_mic { key: "J7" value: CME }
 		cme_mic { key: "JA" value: NYMEX }
+		cme_mic { key: "JCC" value: NYMEX }
 		cme_mic { key: "JDL" value: NYMEX }
 		cme_mic { key: "JE" value: NYMEX }
 		cme_mic { key: "JET" value: NYMEX }
@@ -2226,6 +2272,9 @@ CmeSymbolMics
 		cme_mic { key: "LSW" value: NYMEX }
 		cme_mic { key: "LT" value: NYMEX }
 		cme_mic { key: "LWB" value: NYMEX }
+		cme_mic { key: "M1B" value: NYMEX }
+		cme_mic { key: "M2K" value: CME }
+		cme_mic { key: "M35" value: NYMEX }
 		cme_mic { key: "M5F" value: NYMEX }
 		cme_mic { key: "M6A" value: CME }
 		cme_mic { key: "M6B" value: CME }
@@ -2256,10 +2305,11 @@ CmeSymbolMics
 		cme_mic { key: "MEB" value: NYMEX }
 		cme_mic { key: "MEE" value: NYMEX }
 		cme_mic { key: "MEF" value: NYMEX }
-		cme_mic { key: "MEL" value: NYMEX }
 		cme_mic { key: "MEO" value: NYMEX }
+		cme_mic { key: "MES" value: CME }
 		cme_mic { key: "MEW" value: NYMEX }
 		cme_mic { key: "MFB" value: NYMEX }
+		cme_mic { key: "MFC" value: CBT }
 		cme_mic { key: "MFD" value: NYMEX }
 		cme_mic { key: "MFF" value: NYMEX }
 		cme_mic { key: "MFP" value: NYMEX }
@@ -2296,6 +2346,7 @@ CmeSymbolMics
 		cme_mic { key: "MNE" value: NYMEX }
 		cme_mic { key: "MNG" value: NYMEX }
 		cme_mic { key: "MNH" value: CME }
+		cme_mic { key: "MNQ" value: CME }
 		cme_mic { key: "MNS" value: NYMEX }
 		cme_mic { key: "MNT" value: NYMEX }
 		cme_mic { key: "MO" value: NYMEX }
@@ -2327,6 +2378,7 @@ CmeSymbolMics
 		cme_mic { key: "MXB" value: NYMEX }
 		cme_mic { key: "MXL" value: NYMEX }
 		cme_mic { key: "MXR" value: NYMEX }
+		cme_mic { key: "MYM" value: CBT }
 		cme_mic { key: "N1B" value: NYMEX }
 		cme_mic { key: "N1R" value: CME }
 		cme_mic { key: "N1T" value: CME }
@@ -2344,7 +2396,6 @@ CmeSymbolMics
 		cme_mic { key: "NCF" value: NYMEX }
 		cme_mic { key: "NCO" value: NYMEX }
 		cme_mic { key: "NCP" value: NYMEX }
-		cme_mic { key: "NEN" value: NYMEX }
 		cme_mic { key: "NEO" value: NYMEX }
 		cme_mic { key: "NEP" value: NYMEX }
 		cme_mic { key: "NFC" value: NYMEX }
@@ -2358,10 +2409,14 @@ CmeSymbolMics
 		cme_mic { key: "NHN" value: NYMEX }
 		cme_mic { key: "NHO" value: NYMEX }
 		cme_mic { key: "NHP" value: NYMEX }
+		cme_mic { key: "NIM" value: CME }
+		cme_mic { key: "NIT" value: CME }
 		cme_mic { key: "NIY" value: CME }
 		cme_mic { key: "NJ" value: NYMEX }
 		cme_mic { key: "NKD" value: CME }
+		cme_mic { key: "NKM" value: CME }
 		cme_mic { key: "NKN" value: NYMEX }
+		cme_mic { key: "NKT" value: CME }
 		cme_mic { key: "NL" value: NYMEX }
 		cme_mic { key: "NLS" value: NYMEX }
 		cme_mic { key: "NMO" value: NYMEX }
@@ -2401,7 +2456,7 @@ CmeSymbolMics
 		cme_mic { key: "NYR" value: NYMEX }
 		cme_mic { key: "NYT" value: NYMEX }
 		cme_mic { key: "NZDUSC" value: CME }
-		cme_mic { key: "NZN" value: NYMEX }
+		cme_mic { key: "NZDUSD" value: FXS }
 		cme_mic { key: "OAD" value: NYMEX }
 		cme_mic { key: "ODO" value: DME }
 		cme_mic { key: "OFF" value: NYMEX }
@@ -2417,6 +2472,7 @@ CmeSymbolMics
 		cme_mic { key: "OVL" value: NYMEX }
 		cme_mic { key: "PA" value: NYMEX }
 		cme_mic { key: "PAL" value: NYMEX }
+		cme_mic { key: "PAM" value: NYMEX }
 		cme_mic { key: "PAT" value: NYMEX }
 		cme_mic { key: "PBO" value: NYMEX }
 		cme_mic { key: "PBP" value: NYMEX }
@@ -2437,7 +2493,6 @@ CmeSymbolMics
 		cme_mic { key: "PHF" value: NYMEX }
 		cme_mic { key: "PHO" value: NYMEX }
 		cme_mic { key: "PHP" value: NYMEX }
-		cme_mic { key: "PIO" value: NYMEX }
 		cme_mic { key: "PJY" value: CME }
 		cme_mic { key: "PKP" value: NYMEX }
 		cme_mic { key: "PL" value: NYMEX }
@@ -2499,6 +2554,8 @@ CmeSymbolMics
 		cme_mic { key: "R2T" value: CME }
 		cme_mic { key: "R2V" value: CME }
 		cme_mic { key: "R53" value: NYMEX }
+		cme_mic { key: "R5B" value: NYMEX }
+		cme_mic { key: "R5E" value: NYMEX }
 		cme_mic { key: "R5F" value: NYMEX }
 		cme_mic { key: "R5M" value: NYMEX }
 		cme_mic { key: "R5O" value: NYMEX }
@@ -2508,6 +2565,7 @@ CmeSymbolMics
 		cme_mic { key: "RBF" value: NYMEX }
 		cme_mic { key: "RBG" value: NYMEX }
 		cme_mic { key: "RBL" value: NYMEX }
+		cme_mic { key: "RBM" value: NYMEX }
 		cme_mic { key: "RBS" value: NYMEX }
 		cme_mic { key: "RBT" value: NYMEX }
 		cme_mic { key: "REX" value: CBT }
@@ -2536,9 +2594,11 @@ CmeSymbolMics
 		cme_mic { key: "RYA" value: NYMEX }
 		cme_mic { key: "S1U" value: CBT }
 		cme_mic { key: "S53" value: NYMEX }
+		cme_mic { key: "S5B" value: NYMEX }
 		cme_mic { key: "S5F" value: NYMEX }
 		cme_mic { key: "S5M" value: NYMEX }
 		cme_mic { key: "S5O" value: NYMEX }
+		cme_mic { key: "SBM" value: NYMEX }
 		cme_mic { key: "SBT" value: CBT }
 		cme_mic { key: "SD" value: NYMEX }
 		cme_mic { key: "SDA" value: CME }
@@ -2574,11 +2634,13 @@ CmeSymbolMics
 		cme_mic { key: "SMT" value: CME }
 		cme_mic { key: "SMU" value: NYMEX }
 		cme_mic { key: "SMW" value: NYMEX }
+		cme_mic { key: "SOM" value: CBT }
 		cme_mic { key: "SON" value: CME }
 		cme_mic { key: "SP" value: CME }
 		cme_mic { key: "SR1" value: CME }
 		cme_mic { key: "SR3" value: CME }
 		cme_mic { key: "SR5" value: NYMEX }
+		cme_mic { key: "SRB" value: NYMEX }
 		cme_mic { key: "SRT" value: NYMEX }
 		cme_mic { key: "SSI" value: NYMEX }
 		cme_mic { key: "SSP" value: COMEX }
@@ -2590,25 +2652,31 @@ CmeSymbolMics
 		cme_mic { key: "STY" value: NYMEX }
 		cme_mic { key: "SU" value: CME }
 		cme_mic { key: "SUT" value: CME }
-		cme_mic { key: "T02" value: NYMEX }
 		cme_mic { key: "T03" value: NYMEX }
 		cme_mic { key: "T04" value: NYMEX }
+		cme_mic { key: "T06" value: NYMEX }
+		cme_mic { key: "T07" value: NYMEX }
+		cme_mic { key: "T08" value: NYMEX }
+		cme_mic { key: "T09" value: NYMEX }
+		cme_mic { key: "T12" value: NYMEX }
 		cme_mic { key: "T13" value: NYMEX }
 		cme_mic { key: "T14" value: NYMEX }
-		cme_mic { key: "T17" value: NYMEX }
-		cme_mic { key: "T18" value: NYMEX }
+		cme_mic { key: "T15" value: NYMEX }
+		cme_mic { key: "T16" value: NYMEX }
 		cme_mic { key: "T19" value: NYMEX }
 		cme_mic { key: "T1U" value: CBT }
 		cme_mic { key: "T20" value: NYMEX }
 		cme_mic { key: "T21" value: NYMEX }
-		cme_mic { key: "T24" value: NYMEX }
+		cme_mic { key: "T22" value: NYMEX }
+		cme_mic { key: "T23" value: NYMEX }
 		cme_mic { key: "T26" value: NYMEX }
 		cme_mic { key: "T27" value: NYMEX }
 		cme_mic { key: "T28" value: NYMEX }
+		cme_mic { key: "T29" value: NYMEX }
 		cme_mic { key: "T2B" value: NYMEX }
 		cme_mic { key: "T2D" value: NYMEX }
 		cme_mic { key: "T2M" value: NYMEX }
-		cme_mic { key: "T31" value: NYMEX }
+		cme_mic { key: "T30" value: NYMEX }
 		cme_mic { key: "T3B" value: NYMEX }
 		cme_mic { key: "T3L" value: NYMEX }
 		cme_mic { key: "T4B" value: NYMEX }
@@ -2624,6 +2692,7 @@ CmeSymbolMics
 		cme_mic { key: "TC" value: NYMEX }
 		cme_mic { key: "TC6" value: NYMEX }
 		cme_mic { key: "TC9" value: NYMEX }
+		cme_mic { key: "TCS" value: NYMEX }
 		cme_mic { key: "TD3" value: NYMEX }
 		cme_mic { key: "TD8" value: NYMEX }
 		cme_mic { key: "TEX" value: CBT }
@@ -2633,6 +2702,7 @@ CmeSymbolMics
 		cme_mic { key: "THB" value: NYMEX }
 		cme_mic { key: "THD" value: NYMEX }
 		cme_mic { key: "TIC" value: NYMEX }
+		cme_mic { key: "TIL" value: NYMEX }
 		cme_mic { key: "TIO" value: NYMEX }
 		cme_mic { key: "TK" value: NYMEX }
 		cme_mic { key: "TKB" value: NYMEX }
@@ -2669,7 +2739,6 @@ CmeSymbolMics
 		cme_mic { key: "TUT" value: CBT }
 		cme_mic { key: "TUX" value: CBT }
 		cme_mic { key: "TW" value: NYMEX }
-		cme_mic { key: "TXN" value: NYMEX }
 		cme_mic { key: "TYT" value: CBT }
 		cme_mic { key: "TYX" value: CBT }
 		cme_mic { key: "TZ6" value: NYMEX }
@@ -2679,10 +2748,12 @@ CmeSymbolMics
 		cme_mic { key: "UB" value: CBT }
 		cme_mic { key: "UCM" value: NYMEX }
 		cme_mic { key: "UDL" value: NYMEX }
+		cme_mic { key: "UFB" value: CBT }
+		cme_mic { key: "UFE" value: CBT }
 		cme_mic { key: "UFG" value: CBT }
 		cme_mic { key: "UFN" value: CBT }
 		cme_mic { key: "UFU" value: CBT }
-		cme_mic { key: "UFZ" value: CBT }
+		cme_mic { key: "UFV" value: CBT }
 		cme_mic { key: "UGG" value: NYMEX }
 		cme_mic { key: "UKG" value: NYMEX }
 		cme_mic { key: "ULB" value: NYMEX }
@@ -2693,10 +2764,12 @@ CmeSymbolMics
 		cme_mic { key: "UNB" value: NYMEX }
 		cme_mic { key: "UNS" value: NYMEX }
 		cme_mic { key: "UR" value: NYMEX }
+		cme_mic { key: "USC" value: NYMEX }
 		cme_mic { key: "USDBRL" value: CME }
 		cme_mic { key: "USDCAC" value: CME }
 		cme_mic { key: "USDCAD" value: FXS }
 		cme_mic { key: "USDCAN" value: CME }
+		cme_mic { key: "USDCHF" value: FXS }
 		cme_mic { key: "USDCKC" value: CME }
 		cme_mic { key: "USDCLP" value: CME }
 		cme_mic { key: "USDCNY" value: CME }
@@ -2726,6 +2799,7 @@ CmeSymbolMics
 		cme_mic { key: "USDTLC" value: CME }
 		cme_mic { key: "USDTWD" value: CME }
 		cme_mic { key: "USDZRC" value: CME }
+		cme_mic { key: "USE" value: NYMEX }
 		cme_mic { key: "UV" value: NYMEX }
 		cme_mic { key: "UX" value: NYMEX }
 		cme_mic { key: "V3L" value: NYMEX }
@@ -2755,6 +2829,7 @@ CmeSymbolMics
 		cme_mic { key: "WTA" value: NYMEX }
 		cme_mic { key: "WTD" value: NYMEX }
 		cme_mic { key: "WTI" value: NYMEX }
+		cme_mic { key: "WTL" value: NYMEX }
 		cme_mic { key: "WTS" value: NYMEX }
 		cme_mic { key: "WTT" value: NYMEX }
 		cme_mic { key: "X0" value: NYMEX }
@@ -2807,6 +2882,7 @@ CmeSymbolMics
 		cme_mic { key: "YWE" value: NYMEX }
 		cme_mic { key: "YWF" value: NYMEX }
 		cme_mic { key: "YWK" value: NYMEX }
+		cme_mic { key: "Z00000" value: CME }
 		cme_mic { key: "Z1B" value: NYMEX }
 		cme_mic { key: "Z3N" value: CBT }
 		cme_mic { key: "Z4" value: NYMEX }
@@ -5,7 +5,7 @@ JetFIXSimConnection {
        name: "sim"
        platform: SIM
        socket_connect_host_ip: "127.0.0.1"
-        socket_connect_port: @Ports.glbx_sim_fix_port
+        socket_connect_port: @Ports.exchange_sim_fix_port
        sender_compid: "SPARK" # this is the FIX session name
        sender_subid: "BTS"
        target_compid: "BTS"
@@ -18,173 +18,9 @@ JetFIXSimConnection {
        seconds_to_pause : 1
 	max_connection_attempts: 9999999
      }
-      sim_ice {
-        name: "sim_ice"
-        platform: SIMICE
-        socket_connect_host_ip: "127.0.0.1"
-        socket_connect_port: @Ports.ice_sim_fix_port
-        sender_compid: "51239" # this is the FIX session name
-        sender_subid: "BTS"
-        target_compid: "BTS"
-        target_subid: "BTS"
-        cme_market_segment_id: 0
-        end_time: "02:00:00"
-        start_time: "02:05:00"
-        raw_data: "1JE9X"
-        use_cme_secure_logon: false 
-        seconds_to_pause : 1
-      }      
   }
 }

-JetFIX {
-   rule: "CannedCertSession.name='ice_cert'"
-   value {
-      #connection: @JetFIXSimConnection.sim_ice
-      connection {
-         name: "ice_cert"
-         platform: ICE
-         use_cme_secure_logon: false
-         log_fix_stream: true
-         socket_connect_host_ip: "63.247.113.154"
-         socket_connect_port: 80
-         sender_compid: "51251"
-         target_compid: "ICE"         
-         start_time: "22:55:00"
-         end_time: "22:05:00"
-         sender_subid: "BTS"
-         user_name: "bluetrd-os" #this is the order_server_id
-         raw_data: "Starts123"
-         max_order_msgs_per_window: 300
-         auto_fix_seq_num: true
-         
-         seconds_to_replay: 6000
-      }
-      connection: @JetFIXSimConnection.sim
-      #connection: @JetFIXSimConnection.sim_ice
-      
-      connection {
-         name: "cme_mc5_99"
-         platform: GLBX
-         socket_connect_host_ip: "69.50.112.199"
-         socket_connect_port: 61922
-         sender_compid: "MC5004N"
-         target_compid: "CME"
-         target_subid: "99"
-         cme_market_segment_id: 99
-         start_time: "00:30:00"
-         end_time: "23:30:00"
-         start_day: "sunday"
-         end_day: "friday"
-         sender_subid: "BTS"
-         raw_data: "S4PMA"
-         auto_fix_seq_num: true
-      }
-      connection {
-         name: "cme_mc5_58"
-         platform: GLBX
-         socket_connect_host_ip: "69.50.112.172"
-         socket_connect_port: 61922
-         sender_compid: "MC5004N"
-         target_compid: "CME"
-         target_subid: "58"
-         cme_market_segment_id: 58
-         start_time: "00:30:00"
-         end_time: "23:30:00"
-         start_day: "sunday"
-         end_day: "friday"
-         sender_subid: "BTS"
-         raw_data: "S4PMA"
-         auto_fix_seq_num: true
-      }
-      connection {
-         name: "cme_mc5_54"
-         platform: GLBX
-         socket_connect_host_ip: "69.50.112.191"
-         socket_connect_port: 61922
-         sender_compid: "MC5004N"
-         target_compid: "CME"
-         target_subid: "54"
-         cme_market_segment_id: 54
-         start_time: "00:30:00"
-         end_time: "23:30:00"
-         start_day: "sunday"
-         end_day: "friday"
-         sender_subid: "BTS"
-         raw_data: "S4PMA"
-         auto_fix_seq_num: true
-      }
-      connection {
-         name: "cme_mc5_82"
-         platform: GLBX
-         socket_connect_host_ip: "69.50.112.179"
-         socket_connect_port: 61922
-         sender_compid: "MC5004N"
-         target_compid: "CME"
-         target_subid: "82"
-         cme_market_segment_id: 82
-         start_time: "00:30:00"
-         end_time: "23:30:00"
-         start_day: "sunday"
-         end_day: "friday"
-         sender_subid: "BTS"
-         raw_data: "S4PMA"
-         auto_fix_seq_num: true
-      }
-      connection {
-         name: "cme_mc5_56"
-         platform: GLBX
-         socket_connect_host_ip: "69.50.112.174"
-         socket_connect_port: 61922
-         sender_compid: "MC5004N"
-         target_compid: "CME"
-         target_subid: "56"
-         cme_market_segment_id: 56
-         start_time: "00:30:00"
-         end_time: "23:30:00"
-         start_day: "sunday"
-         end_day: "friday"
-         sender_subid: "BTS"
-         raw_data: "S4PMA"
-         auto_fix_seq_num: true
-      }
-      connection {
-         name: "cme_mc5_50"
-         platform: GLBX
-         socket_connect_host_ip: "69.50.112.202"
-         socket_connect_port: 61922
-         sender_compid: "MC5004N"
-         target_compid: "CME"
-         target_subid: "50"
-         cme_market_segment_id: 50
-         start_time: "00:30:00"
-         end_time: "23:30:00"
-         start_day: "sunday"
-         end_day: "friday"
-         sender_subid: "BTS"
-         raw_data: "S4PMA"
-         auto_fix_seq_num: true
-      }
-      connection {
-         name: "cme_mc5_52"
-         platform: GLBX
-         socket_connect_host_ip: "69.50.112.181"
-         socket_connect_port: 61922
-         sender_compid: "MC5004N"
-         target_compid: "CME"
-         target_subid: "52"
-         cme_market_segment_id: 52
-         start_time: "00:30:00"
-         end_time: "23:30:00"
-         start_day: "sunday"
-         end_day: "friday"
-         sender_subid: "BTS"
-         raw_data: "S4PMA"
-         auto_fix_seq_num: true
-      }      
-   }
-}   
-
 JetFIX {
   rule: "CannedCertSession.name='mc7'"
   value {
@@ -620,193 +456,193 @@ JetFIX {
         raw_data: "S4PMA"
         auto_fix_seq_num: true
      }
-      # connection {
-      #    name: "cme_mc5_60"
-      #    platform: GLBX
-      #    socket_connect_host_ip: "69.50.112.195"
-      #    socket_connect_port: 61922
-      #    sender_compid: "MC5004N"
-      #    target_compid: "CME"
-      #    target_subid: "60"
-      #    cme_market_segment_id: 60
-      #    start_time: "00:30:00"
-      #    end_time: "23:30:00"
-      #    start_day: "sunday"
-      #    end_day: "friday"
-      #    sender_subid: "BTS"
-      #    raw_data: "S4PMA"
-      #    auto_fix_seq_num: true
-      # }
-      # connection {
-      #    name: "cme_mc5_76"
-      #    platform: GLBX
-      #    socket_connect_host_ip: "69.50.112.204"
-      #    socket_connect_port: 61922
-      #    sender_compid: "MC5004N"
-      #    target_compid: "CME"
-      #    target_subid: "76"
-      #    cme_market_segment_id: 76
-      #    start_time: "00:30:00"
-      #    end_time: "23:30:00"
-      #    start_day: "sunday"
-      #    end_day: "friday"
-      #    sender_subid: "BTS"
-      #    raw_data: "S4PMA"
-      #    auto_fix_seq_num: true
-      # }
-      # connection {
-      #    name: "cme_mc5_88"
-      #    platform: GLBX
-      #    socket_connect_host_ip: "69.50.112.169"
-      #    socket_connect_port: 61922
-      #    sender_compid: "MC5004N"
-      #    target_compid: "CME"
-      #    target_subid: "88"
-      #    cme_market_segment_id: 88
-      #    start_time: "00:30:00"
-      #    end_time: "23:30:00"
-      #    start_day: "sunday"
-      #    end_day: "friday"
-      #    sender_subid: "BTS"
-      #    raw_data: "S4PMA"
-      #    auto_fix_seq_num: true
-      # }
-      # connection {
-      #    name: "cme_mc5_74"
-      #    platform: GLBX
-      #    socket_connect_host_ip: "69.50.112.197"
-      #    socket_connect_port: 61922
-      #    sender_compid: "MC5004N"
-      #    target_compid: "CME"
-      #    target_subid: "74"
-      #    cme_market_segment_id: 74
-      #    start_time: "00:30:00"
-      #    end_time: "23:30:00"
-      #    start_day: "sunday"
-      #    end_day: "friday"
-      #    sender_subid: "BTS"
-      #    raw_data: "S4PMA"
-      #    auto_fix_seq_num: true
-      # }
-      # connection {
-      #    name: "cme_mc5_64"
-      #    platform: GLBX
-      #    socket_connect_host_ip: "69.50.112.177"
-      #    socket_connect_port: 61922
-      #    sender_compid: "MC5004N"
-      #    target_compid: "CME"
-      #    target_subid: "64"
-      #    cme_market_segment_id: 64
-      #    start_time: "00:30:00"
-      #    end_time: "23:30:00"
-      #    start_day: "sunday"
-      #    end_day: "friday"
-      #    sender_subid: "BTS"
-      #    raw_data: "S4PMA"
-      #    auto_fix_seq_num: true
-      # }
-      # connection {
-      #    name: "cme_mc5_72"
-      #    platform: GLBX
-      #    socket_connect_host_ip: "69.50.112.189"
-      #    socket_connect_port: 61922
-      #    sender_compid: "MC5004N"
-      #    target_compid: "CME"
-      #    target_subid: "72"
-      #    cme_market_segment_id: 72
-      #    start_time: "00:30:00"
-      #    end_time: "23:30:00"
-      #    start_day: "sunday"
-      #    end_day: "friday"
-      #    sender_subid: "BTS"
-      #    raw_data: "S4PMA"
-      #    auto_fix_seq_num: true
-      # }
-      # connection {
-      #    name: "cme_mc5_70"
-      #    platform: GLBX
-      #    socket_connect_host_ip: "69.50.112.183"
-      #    socket_connect_port: 61922
-      #    sender_compid: "MC5004N"
-      #    target_compid: "CME"
-      #    target_subid: "70"
-      #    cme_market_segment_id: 70
-      #    start_time: "00:30:00"
-      #    end_time: "23:30:00"
-      #    start_day: "sunday"
-      #    end_day: "friday"
-      #    sender_subid: "BTS"
-      #    raw_data: "S4PMA"
-      #    auto_fix_seq_num: true
-      # }
-      # connection {
-      #    name: "cme_mc5_68"
-      #    platform: GLBX
-      #    socket_connect_host_ip: "69.50.112.168"
-      #    socket_connect_port: 61922
-      #    sender_compid: "MC5004N"
-      #    target_compid: "CME"
-      #    target_subid: "68"
-      #    cme_market_segment_id: 68
-      #    start_time: "00:30:00"
-      #    end_time: "23:30:00"
-      #    start_day: "sunday"
-      #    end_day: "friday"
-      #    sender_subid: "BTS"
-      #    raw_data: "S4PMA"
-      #    auto_fix_seq_num: true
-      # }
-      # connection {
-      #    name: "cme_mc5_80"
-      #    platform: GLBX
-      #    socket_connect_host_ip: "69.50.112.187"
-      #    socket_connect_port: 61922
-      #    sender_compid: "MC5004N"
-      #    target_compid: "CME"
-      #    target_subid: "80"
-      #    cme_market_segment_id: 80
-      #    start_time: "00:30:00"
-      #    end_time: "23:30:00"
-      #    start_day: "sunday"
-      #    end_day: "friday"
-      #    sender_subid: "BTS"
-      #    raw_data: "S4PMA"
-      #    auto_fix_seq_num: true
-      # }
-      # connection {
-      #    name: "cme_mc5_84"
-      #    platform: GLBX
-      #    socket_connect_host_ip: "69.50.112.198"
-      #    socket_connect_port: 61922
-      #    sender_compid: "MC5004N"
-      #    target_compid: "CME"
-      #    target_subid: "84"
-      #    cme_market_segment_id: 84
-      #    start_time: "00:30:00"
-      #    end_time: "23:30:00"
-      #    start_day: "sunday"
-      #    end_day: "friday"
-      #    sender_subid: "BTS"
-      #    raw_data: "S4PMA"
-      #    auto_fix_seq_num: true
-      # }
-      # connection {
-      #    name: "cme_mc5_78"
-      #    platform: GLBX
-      #    socket_connect_host_ip: "69.50.112.167"
-      #    socket_connect_port: 61922
-      #    sender_compid: "MC5004N"
-      #    target_compid: "CME"
-      #    target_subid: "78"
-      #    cme_market_segment_id: 78
-      #    start_time: "00:30:00"
-      #    end_time: "23:30:00"
-      #    start_day: "sunday"
-      #    end_day: "friday"
-      #    sender_subid: "BTS"
-      #    raw_data: "S4PMA"
-      #    auto_fix_seq_num: true
-      # }
+      connection {
+         name: "cme_mc5_60"
+         platform: GLBX
+         socket_connect_host_ip: "69.50.112.195"
+         socket_connect_port: 61922
+         sender_compid: "MC5004N"
+         target_compid: "CME"
+         target_subid: "60"
+         cme_market_segment_id: 60
+         start_time: "00:30:00"
+         end_time: "23:30:00"
+         start_day: "sunday"
+         end_day: "friday"
+         sender_subid: "BTS"
+         raw_data: "S4PMA"
+         auto_fix_seq_num: true
+      }
+      connection {
+         name: "cme_mc5_76"
+         platform: GLBX
+         socket_connect_host_ip: "69.50.112.204"
+         socket_connect_port: 61922
+         sender_compid: "MC5004N"
+         target_compid: "CME"
+         target_subid: "76"
+         cme_market_segment_id: 76
+         start_time: "00:30:00"
+         end_time: "23:30:00"
+         start_day: "sunday"
+         end_day: "friday"
+         sender_subid: "BTS"
+         raw_data: "S4PMA"
+         auto_fix_seq_num: true
+      }
+      connection {
+         name: "cme_mc5_88"
+         platform: GLBX
+         socket_connect_host_ip: "69.50.112.169"
+         socket_connect_port: 61922
+         sender_compid: "MC5004N"
+         target_compid: "CME"
+         target_subid: "88"
+         cme_market_segment_id: 88
+         start_time: "00:30:00"
+         end_time: "23:30:00"
+         start_day: "sunday"
+         end_day: "friday"
+         sender_subid: "BTS"
+         raw_data: "S4PMA"
+         auto_fix_seq_num: true
+      }
+      connection {
+         name: "cme_mc5_74"
+         platform: GLBX
+         socket_connect_host_ip: "69.50.112.197"
+         socket_connect_port: 61922
+         sender_compid: "MC5004N"
+         target_compid: "CME"
+         target_subid: "74"
+         cme_market_segment_id: 74
+         start_time: "00:30:00"
+         end_time: "23:30:00"
+         start_day: "sunday"
+         end_day: "friday"
+         sender_subid: "BTS"
+         raw_data: "S4PMA"
+         auto_fix_seq_num: true
+      }
+      connection {
+         name: "cme_mc5_64"
+         platform: GLBX
+         socket_connect_host_ip: "69.50.112.177"
+         socket_connect_port: 61922
+         sender_compid: "MC5004N"
+         target_compid: "CME"
+         target_subid: "64"
+         cme_market_segment_id: 64
+         start_time: "00:30:00"
+         end_time: "23:30:00"
+         start_day: "sunday"
+         end_day: "friday"
+         sender_subid: "BTS"
+         raw_data: "S4PMA"
+         auto_fix_seq_num: true
+      }
+      connection {
+         name: "cme_mc5_72"
+         platform: GLBX
+         socket_connect_host_ip: "69.50.112.189"
+         socket_connect_port: 61922
+         sender_compid: "MC5004N"
+         target_compid: "CME"
+         target_subid: "72"
+         cme_market_segment_id: 72
+         start_time: "00:30:00"
+         end_time: "23:30:00"
+         start_day: "sunday"
+         end_day: "friday"
+         sender_subid: "BTS"
+         raw_data: "S4PMA"
+         auto_fix_seq_num: true
+      }
+      connection {
+         name: "cme_mc5_70"
+         platform: GLBX
+         socket_connect_host_ip: "69.50.112.183"
+         socket_connect_port: 61922
+         sender_compid: "MC5004N"
+         target_compid: "CME"
+         target_subid: "70"
+         cme_market_segment_id: 70
+         start_time: "00:30:00"
+         end_time: "23:30:00"
+         start_day: "sunday"
+         end_day: "friday"
+         sender_subid: "BTS"
+         raw_data: "S4PMA"
+         auto_fix_seq_num: true
+      }
+      connection {
+         name: "cme_mc5_68"
+         platform: GLBX
+         socket_connect_host_ip: "69.50.112.168"
+         socket_connect_port: 61922
+         sender_compid: "MC5004N"
+         target_compid: "CME"
+         target_subid: "68"
+         cme_market_segment_id: 68
+         start_time: "00:30:00"
+         end_time: "23:30:00"
+         start_day: "sunday"
+         end_day: "friday"
+         sender_subid: "BTS"
+         raw_data: "S4PMA"
+         auto_fix_seq_num: true
+      }
+      connection {
+         name: "cme_mc5_80"
+         platform: GLBX
+         socket_connect_host_ip: "69.50.112.187"
+         socket_connect_port: 61922
+         sender_compid: "MC5004N"
+         target_compid: "CME"
+         target_subid: "80"
+         cme_market_segment_id: 80
+         start_time: "00:30:00"
+         end_time: "23:30:00"
+         start_day: "sunday"
+         end_day: "friday"
+         sender_subid: "BTS"
+         raw_data: "S4PMA"
+         auto_fix_seq_num: true
+      }
+      connection {
+         name: "cme_mc5_84"
+         platform: GLBX
+         socket_connect_host_ip: "69.50.112.198"
+         socket_connect_port: 61922
+         sender_compid: "MC5004N"
+         target_compid: "CME"
+         target_subid: "84"
+         cme_market_segment_id: 84
+         start_time: "00:30:00"
+         end_time: "23:30:00"
+         start_day: "sunday"
+         end_day: "friday"
+         sender_subid: "BTS"
+         raw_data: "S4PMA"
+         auto_fix_seq_num: true
+      }
+      connection {
+         name: "cme_mc5_78"
+         platform: GLBX
+         socket_connect_host_ip: "69.50.112.167"
+         socket_connect_port: 61922
+         sender_compid: "MC5004N"
+         target_compid: "CME"
+         target_subid: "78"
+         cme_market_segment_id: 78
+         start_time: "00:30:00"
+         end_time: "23:30:00"
+         start_day: "sunday"
+         end_day: "friday"
+         sender_subid: "BTS"
+         raw_data: "S4PMA"
+         auto_fix_seq_num: true
+      }
   }
 }
 JetFIX {
@@ -2,14 +2,4 @@ OrdersSoftCleanupCutoff {
   value {
      extra_days: 1
   }
-}
-
-SODTime 
-{
-   rule: "DeploymentType.type == 'dev'"
-   value
-   {
-      sod_hh: 20
-      sod_mm: 30
-   }
 }
@@ -126,6 +126,8 @@ message CMEOptions
      // optional BookType book_type = 34 [default = BOOKTYPE_CONSOLIDATED];
      optional bool validate_mbo = 35 [default = false];

+      optional bool sunday_pre_open = 36 [ default = true ];
+
   }
   optional string onixs_license = 1 [default = "{default}"];
   repeated CMEChannel channel = 3;
@@ -154,7 +156,6 @@ message ICEOptions
   message ICEChannel {
      required string name = 1;
      repeated uint32 market_type = 2;
-      repeated uint32 uds_market_type = 7;
      optional uint32 udp_buffer_size = 3 [default = 4194304]; //4mb      
      optional uint32 heartbeat_interval = 4 [default = 36000];
      optional uint32 sequence_gap_margin = 5 [default = 10000];
@@ -5,7 +5,6 @@ message Ports {
  // see ports.conf for actual defaults
  optional int32 config_port = 1 ;
  optional int32 qbus_port = 2 ;
-  optional int32 glbx_sim_fix_port =  3 ;
-  optional int32 ice_sim_fix_port =  5 ;
+  optional int32 exchange_sim_fix_port =  3 ;
  optional int32 replicator_port = 4 ;
 }
@@ -20,5 +20,4 @@ message Symbols {
  optional SecurityExchangeList glbx = 10;
  optional SecurityExchangeList sim = 20;
  optional SecurityExchangeList ice = 30;
-  optional SecurityExchangeList simice = 40;
 }
@@ -7,11 +7,9 @@ message JetFIX {
    required string name = 10;

    enum JetFIXPlatform {
-	   GLBX = 1;
-	   CBOE = 6;
-      SIM = 2;
-      ICE = 3;
-      SIMICE = 4;
+	GLBX = 1;
+	CBOE = 6;
+        SIM = 2;
    }
    optional JetFIXPlatform platform = 15                       [default = GLBX];
    
@@ -49,7 +47,6 @@ message JetFIX {
    optional string target_subid = 130				[default = ""];
    optional string sender_locationid = 135			[default = "US,NC"];
    optional string raw_data = 136				[default =""];
-    optional string user_name = 138 				[default =""];
    optional string self_match_prevention_id = 140		[default=""];
    optional string cti_code = 145				[default="1"];
    optional int32  customer_or_firm = 147		        [default=1];
@@ -94,7 +91,6 @@ message JetFIX {

 message JetFIXSimConnection {
  required JetFIX.Connection sim = 10;
-  required JetFIX.Connection sim_ice = 20;
 }

 message CannedCertSession {
@@ -48,6 +48,10 @@ message RejectStopAndStopLimitOrders {
  optional bool enabled = 1 [default = true]; 
 }

+message SOMTicksFix {
+   optional bool enabled = 1 [default = true];
+}
+
 message EnsureOnScreenWithWorkAreaRect {
   // Defaulting to false bc this is near the end of the cycle (04/27/2019),
   // and the new ensure_onscreen code has only been tested with a single monitor arrangement.
@@ -27,10 +27,9 @@ std::string descriptor(api::Security const &sec) {
   else if (sec.has_ice())
      return sec.ice().security_desc();
   else
-      return "No descriptor for non glbx / ice exchange";
+      return "No descriptor for non glbx exchange";
 }

-
 boost::gregorian::date smallest_leg(
    ::google::protobuf::RepeatedPtrField<::bts::api::ContractLeg> const &l) {
   bts_assert(l.size());
@@ -182,6 +182,5 @@ inline bool gr_than(double p1, double p2, double tick_size) {
   return gr_than_eq(p1, p2, tick_size) &&
         !test_price_equality(p1,p2,tick_size);
 }
-
-
-}}
+} // namespace securities
+} // namespace bts
@@ -12,7 +12,6 @@ enum Venue {
     VENUE_CBOECFE = 207;
     VENUE_GLBX = 301;
     VENUE_ICE = 306;
-     VENUE_SIMICE = 3;
 }

 enum SecurityType {
@@ -55,12 +54,11 @@ enum CMEMics {
 }

 enum ICEMics{
-   IF_UNSET = 0;
-   IFU = 1;
-   IFE = 2;
-   IFL = 3;
-   IFC = 4;
-   IFEN = 5;
+   ICE_UNSET=0;
+   ICE_US = 1;
+   ICE_EU = 2;
+   ICE_LIFFE = 3;
+   ICE_CA = 4;
 }

 enum Side {
@@ -105,9 +103,8 @@ message CBOECFEExchangeData {
 message ICEExchangeData {
   int64 exchange_id = 10;
   string security_desc = 15; //contractSymbol
-   int32 price_denominator = 17;
-   int32 deal_denominator = 20;
-   int32 settle_denominator = 30;
+   int32 deal_display_factor = 20;
+   int32 settle_display_factor = 30;
   
   string market_description = 100;
   string cleared_alias = 110;
@@ -1,11 +1,11 @@
 #pragma once

-#include "lib/jetfix/codec/FIXBuffer.h"
-#include "lib/jetfix/codec/FIXFragment.h"
-#include "lib/jetfix/codec/FieldDefinitions.h"
-#include "lib/jetfix/codec/Fields.h"
-#include "lib/jetfix/codec/MessageTypes.h"
 #include <memory>
+#include "lib/jetfix/codec/FIXBuffer.h"
+#include "lib/jetfix/codec/MessageTypes.h"
+#include "lib/jetfix/codec/FIXFragment.h"
+#include "lib/jetfix/codec/Fields.h"
+#include "lib/jetfix/codec/FieldDefinitions.h"

 #include "lib/config/protos/jetfix.pb.h"

@@ -14,186 +14,185 @@ namespace jetfix {

 // Helper to batch the encoding of multiple FIX messages all sharing
 // the same FIX headers.
-class FIXEncodingStream {
- public:
+class FIXEncodingStream
+{
+public:
   FIXEncodingStream(config::JetFIX::Connection const &cfg,
-                     uint32_t initial_capacity = 1024 * 10)
-       : _msg_header_template(), _header_template_size(),
-         _header_template_checksum(), _buffer(initial_capacity), _message_map(),
-         _current_msg(_buffer), _state(State::OPEN), _seq_num_bm(),
-         _last_seq_num_bm(), _sending_time_bm() {
-      _message_map.reserve(10 * 1024);
+                     uint32_t initial_capacity = 1024*10)
+      :
+      _msg_header_template (),
+      _header_template_size (),
+      _header_template_checksum (),
+      _buffer (initial_capacity),
+      _message_map (),
+      _current_msg (_buffer),
+      _state (State::OPEN),
+      _body_length_bm (),
+      _msg_type_bm (),
+      _seq_num_bm (),
+      _last_seq_num_bm (),
+      _sending_time_bm ()
+   {
+      _message_map.reserve (10*1024);

-      FIXBuffer header_buffer(&_msg_header_template[0],
-                              _msg_header_template.size());
-      FIXFragment header(header_buffer);
+      FIXBuffer header_buffer (&_msg_header_template[0],_msg_header_template.size ());
+      FIXFragment header (header_buffer);
+      header.add<fix::BeginString>("FIX.4.2");

-      // We cannot include body lenght and msg type in the header
-      // because message type is not fixed lenght, and therefore its
-      // not possible to have bookmarks to fields after it, ahead of
-      // knowing the message type value. The rest of the header is
-      // fixed lenght so we form it here.
-      _seq_num_bm = header.add<fix::MsgSeqNum>(0, 9);
-      _last_seq_num_bm = header.add<fix::LastSeqNumProcessed>(0, 9);
+      _body_length_bm = header.add<fix::BodyLength>(0,6);
+      _msg_type_bm = header.add<fix::MsgType>(" ",1);
+      _seq_num_bm = header.add<fix::MsgSeqNum>(0,9);
+      _last_seq_num_bm = header.add<fix::LastSeqNumProcessed>(0,9);
      _sending_time_bm = header.add<SendingTimeStr>(
-          "20150427-19:05:18.923", sizeof("20150427-19:05:18.923") - 1);
+          "20150427-19:05:18.923",sizeof("20150427-19:05:18.923")-1);

-      header.add<fix::SenderCompID>(cfg.sender_compid());
-      header.add<fix::TargetCompId>(cfg.target_compid());
-      header.add<fix::TargetSubID>(cfg.target_subid());
-      _header_template_size = header.size();
-      _header_template_checksum = header.checksum();
+      header.add<fix::SenderCompID>(cfg.sender_compid ());
+      header.add<fix::TargetCompId>(cfg.target_compid ());
+      header.add<fix::TargetSubID>(cfg.target_subid ());
+      _header_template_size = header.size ();
+      _header_template_checksum = header.checksum ();
   }

-   inline FIXFragment &new_msg(MessageTypes type) {
-      bts_assert(_state == State::OPEN);
-      tidy_last_msg();
-
-      auto msg_offset = _buffer.size();
-
-      _current_msg = FIXFragment(_buffer);
-      _begin_string_bm = _current_msg.add<fix::BeginString>("FIX.4.2");
-      _body_length_bm = _current_msg.add<fix::BodyLength>(0, 6);
-
-      char mt_encoding[4];
-      auto start = encode_message_type(type, mt_encoding);
-      _msg_type_bm = _current_msg.add<fix::MsgType>(
-          mt_encoding + start, sizeof(mt_encoding) - start);
-
-      auto header_offset = _buffer.size();
-      _message_map.emplace_back(msg_offset, header_offset, 0u, 0u, 0u,
-                                FIXFragment::Bookmark<IntField<10u>>());
-      _current_msg.append(&_msg_header_template[0], _header_template_size,
-                          _header_template_checksum);
+   inline FIXFragment &new_msg (MessageTypes type)
+   {
+      bts_assert (_state == State::OPEN);
+      tidy_last_msg ();
+      
+      auto msg_offset = _buffer.size ();
+      _message_map.emplace_back (msg_offset,0u,0u,0u,FIXFragment::Bookmark<IntField<10u>>());
+      _current_msg = FIXFragment (_buffer);
+      _current_msg.append (&_msg_header_template[0],
+                           _header_template_size,
+                           _header_template_checksum);
+      char msg_type_str[1] = {(char) type};
+      _current_msg.overwrite (_msg_type_bm.shift (msg_offset),msg_type_str,1);
      return _current_msg;
   }
-
-   inline void close() {
-      bts_assert(_state == State::OPEN);
-      tidy_last_msg();
+   
+   inline void close ()
+   {
+      bts_assert (_state == State::OPEN);
+      tidy_last_msg ();
      _state = State::CLOSED;
   }

-   inline void reopen_empty() {
-      bts_assert(_state == State::CLOSED);
-      bts_assert(_message_map.empty());
+   inline void reopen_empty ()
+   {
+      bts_assert (_state == State::CLOSED);
+      bts_assert (_message_map.empty ());
      _state = State::OPEN;
   }
+   
+   inline uint32_t size () const
+   {return _buffer.size ();}

-   inline uint32_t size() const { return _buffer.size(); }
+   inline const char* data () const
+   {return _buffer.data ();}

-   inline const char *data() const { return _buffer.data(); }
-
-   struct MessageDesc {
-      MessageDesc(uint32_t offset, uint32_t header_offset, uint32_t size,
-                  uint32_t checksum, uint32_t seq_num,
-                  FIXFragment::Bookmark<fix::Checksum> checksum_bm)
-          : offset(offset), header_offset(header_offset), size(size),
-            checksum(checksum), seq_num(seq_num), checksum_bm(checksum_bm) {}
+   struct MessageDesc
+   {
+      MessageDesc (uint32_t offset,
+                   uint32_t size,
+                   uint32_t checksum,
+                   uint32_t seq_num,
+                   FIXFragment::Bookmark<fix::Checksum> checksum_bm)
+         : offset (offset),
+           size (size),
+           checksum (checksum),
+           seq_num (seq_num),
+           checksum_bm (checksum_bm)
+      {}
+      

      uint32_t offset;
-      uint32_t header_offset;
      uint32_t size;
      uint32_t checksum;
      uint32_t seq_num;
      FIXFragment::Bookmark<fix::Checksum> checksum_bm;
   };
-
-   std::string to_str() const {
+   
+   std::string to_str () const 
+   {
      std::string result;
-
-      if (size()) {
+      
+      if (size ())  {
         // return std::string(data(),size() is simpler but valgrind
         // reports a warning in that call
-         result.resize(size());
-         std::copy(data(), data() + size(), result.begin());
+         result.resize (size ());
+         std::copy (data (), data ()+size(),result.begin ());
      }
      return result;
   }

-   std::string to_human_str() const {
-      auto s = to_str();
-      std::replace(s.begin(), s.end(), '\001', '|');
+   std::string to_human_str () const 
+   {
+      auto s = to_str ();
+      std::replace( s.begin(), s.end(), '\001', '|' );
      return s;
   }
-
-   inline uint32_t stamp(uint32_t seq_num, uint32_t last_processed,
-                         std::string const &time_str) {
-      bts_assert(_state == State::CLOSED);
+   
+   inline uint32_t stamp (uint32_t seq_num,uint32_t last_processed, std::string const&time_str)
+   {
+      bts_assert (_state == State::CLOSED);
      _state = State::STAMPED;

      for (auto &m : _message_map) {
         ++seq_num;
         m.seq_num = seq_num;

-         FIXFragment frag(_buffer, m.checksum);
-         frag.overwrite(_seq_num_bm.shift(m.header_offset), m.seq_num, 9);
-         frag.overwrite(_last_seq_num_bm.shift(m.header_offset), last_processed,
-                        9);
-         frag.overwrite(_sending_time_bm.shift(m.header_offset), time_str);
-         frag.overwrite_checksum(m.checksum_bm, frag.checksum() % 256);
+         FIXFragment frag (_buffer,m.checksum);
+         frag.overwrite (_seq_num_bm.shift (m.offset),m.seq_num,9);
+         frag.overwrite (_last_seq_num_bm.shift (m.offset),last_processed,9);
+         frag.overwrite (_sending_time_bm.shift (m.offset),time_str);
+         frag.overwrite_checksum (m.checksum_bm,frag.checksum () % 256);
      }
      return seq_num;
   }

-   inline void reset() {
-      _buffer.reset();
-      _message_map.clear();
+   inline void reset ()
+   {
+      _buffer.reset ();
+      _message_map.clear ();
      _state = State::OPEN;
   }

-   inline bool is_closed() const { return _state == State::CLOSED; }
+   inline bool is_closed () const 
+   {return _state == State::CLOSED;}

-   size_t n_msgs() const { return _message_map.size(); }
-
-   std::vector<MessageDesc> const &msg_map() const { return _message_map; }
-
- private:
-   std::array<char, 256> _msg_header_template;
+   size_t n_msgs () const {return _message_map.size ();}
+   
+   std::vector<MessageDesc> const &msg_map () const {return _message_map;}
+private:
+   std::array<char,256> _msg_header_template;
   uint32_t _header_template_size;
   uint32_t _header_template_checksum;
   FIXBuffer _buffer;
   std::vector<MessageDesc> _message_map;
   FIXFragment _current_msg;
-   enum class State { OPEN, CLOSED, STAMPED };
+   enum class State { OPEN,CLOSED,STAMPED};
   State _state;
-
-   // These bookmarks point to the current msg (not the header)
-   FIXFragment::Bookmark<fix::BeginString> _begin_string_bm;
+   
   FIXFragment::Bookmark<fix::BodyLength> _body_length_bm;
   FIXFragment::Bookmark<fix::MsgType> _msg_type_bm;
-
-   // These bookmarks point to the header and thus have to be shifted
-   // by the offset of the end of the message type.
   FIXFragment::Bookmark<fix::MsgSeqNum> _seq_num_bm;
   FIXFragment::Bookmark<fix::LastSeqNumProcessed> _last_seq_num_bm;
   typedef StringField<fix::SendingTime::tag> SendingTimeStr;
   FIXFragment::Bookmark<SendingTimeStr> _sending_time_bm;

-   inline void tidy_last_msg() {
-      if (_message_map.size()) {
-         auto &this_msg_map = _message_map.back();
-         auto start = _msg_type_bm.offset - fix::MsgType::tag_sz - 1;
-         auto end = _buffer.size();
-         _current_msg.overwrite(_body_length_bm, end - start, 6);
-         this_msg_map.checksum = _current_msg.checksum();
-         this_msg_map.checksum_bm = _current_msg.add_checksum(0);
-         this_msg_map.size = _buffer.size() - this_msg_map.offset;
+   inline void tidy_last_msg ()
+   {
+      if (_message_map.size ()) {
+         auto &this_msg_map = _message_map.back ();
+         auto start =
+            this_msg_map.offset + _msg_type_bm.offset - fix::MsgType::tag_sz-1;
+         auto end = _buffer.size ();
+         _current_msg.overwrite (_body_length_bm.shift (this_msg_map.offset),
+                                 end-start,6);
+         this_msg_map.checksum = _current_msg.checksum ();
+         this_msg_map.checksum_bm = _current_msg.add_checksum (0);
+         this_msg_map.size = _buffer.size () - this_msg_map.offset;
      }
   }
-
-   uint32_t encode_message_type(MessageTypes m, char out[4]) {
-      auto mt = (uint32_t)m;
-      for (int i = 0; i < 4; i++) {
-         out[i] = mt >> (8 * (3 - i));
-         mt &= ((1 << (8 * (3 - i))) - 1);
-      }
-      for (int i = 0; i < 4; i++)
-         if (out[i])
-            return i;
-      return 0;
-   }
 };

-} // namespace jetfix
-} // namespace bts
+}}
@@ -69,9 +69,6 @@ typedef StringField<143> TargetLocationID;
 typedef StringField<1603> ApplicationSystemName;
 typedef StringField<1604> ApplicationSystemVersion;
 typedef StringField<1605> ApplicationSystemVendor;
-typedef StringField<9450> ICEApplicationSystemName;
-typedef StringField<9451> ICEApplicationSystemVersion;
-typedef StringField<9452> ICEApplicationSystemVendor;
 typedef StringField<167> SecurityType;
 typedef StringField<17> ExecID;
 typedef StringField<19> ExecRefID;
@@ -100,7 +97,6 @@ typedef StringField<7928> SelfMatchPreventionID;
 typedef StringField<8> BeginString;
 typedef StringField<9324> OrderOptionalData;
 typedef StringField<96> RawData;
-typedef StringField<553> UserName;
 typedef StringField<9717> CorrelationClOrdID;
 typedef StringField<9771> MMAccount;
 typedef TimeField<122> OrigSendingTime;
@@ -108,38 +104,6 @@ typedef TimeField<52> SendingTime;
 typedef TimeField<5979> RequestTime;
 typedef TimeField<60> TransactTime;

-//ICE
-typedef IntField<9208> Int_CtiCode; 
-typedef BigIntField<11> Int_ClOrdID; 
-typedef BigIntField<37> Int_OrderID; 
-typedef BigIntField<41> Int_OrigClOrdID; 
-typedef IntField<109> CompanyID; 
-typedef IntField<55> Int_Symbol; 
-typedef IntField<439> Int_ClearingFirm;
-typedef StringField<9121> Memo;
-typedef IntField<103> OrdRejReason;
-typedef IntField<285> DeleteReason;
-typedef CharField<9195> AccountCode;
-typedef StringField<9207> CustomerAccountRefId;
-typedef StringField<115> OnBehalfOfCompID;
-typedef StringField<116> OnBehalfOfSubID;
-typedef StringField<144> OnBehalfOfLocationID;
-typedef StringField<9139> OriginatorUserID;
-typedef CharField<18> ExecInst;
-typedef IntField<210> MaxShow;
-typedef IntField<9006> ICEStrategyPreference;
-typedef IntField<9007> ICETimeStampPreference;
-typedef StringField<1031> CustOrderHandlingInst;
-
-typedef IntField<9700> MifidDirectElectronicAccess;
-typedef IntField<9701> MifidTradingCapacity;
-typedef IntField<9702> MifidLiquidityProvision;
-typedef IntField<9703> MifidCommodityDerivIndicator;
-typedef BigIntField<9704> MifidInvestmentDecision;
-typedef BigIntField<9705> MifidExecutionDecision;
-typedef BigIntField<9706> MifidClientIDCode;
-typedef BigIntField<9707> MifidId;
-
 typedef Group<NoQuoteEntries,
              QuoteEntryID,
              Symbol,
@@ -156,33 +156,6 @@ public:
   }
 };

-template <uint16_t tag>
-class BigIntField : public BaseField<tag,int64_t>
-{
-public:
-   typedef BaseField<tag,int64_t> Parent;
-
-   void read (ReaderCursor &cursor)
-   {
-      auto loc = cursor.read_field ();
-      Parent::_value = atoll (&(cursor.data ()[loc.first]));
-   }
-
-   static uint32_t max_value_size (int64_t,int pad = 0)
-   {
-      if (pad == 0)
-         return 20;
-      else
-         return pad;
-   }
-   
-   static std::pair<uint32_t,uint32_t> write (char*buffer,int64_t i,int pad = 0)
-   {
-      auto written = i64_toa (i,buffer,pad);
-      return std::make_pair (written,sum_bytes (buffer,written));
-   }
-};
-
 template <uint16_t tag>
 class StringField : public BaseField<tag,std::string>
 {
@@ -66,58 +66,5 @@ typedef FIXMsg<MessageTypes::CancelReject,
               CorrelationClOrdID>
 CancelRejectMsg;

-typedef FIXMsg<MessageTypes::ICETraderLoginResponse, 
-               CompanyID,
-               UserName,
-               Text>
-ICETraderLoginResponseMsg;
-
-typedef FIXMsg<MessageTypes::ICETraderLogoutResponse, 
-               CompanyID,
-               UserName,
-               Text>
-ICETraderLogoutResponseMsg;
-
-typedef FIXMsg<MessageTypes::ExecutionReport,
-               Int_OrderID,
-               Int_ClOrdID,
-               CompanyID,
-               ExecID,               
-               ExecRefID,
-               ExecType,
-               OrdStatus,
-               OrdRejReason,               
-               Int_Symbol,               
-               Side,
-               OrderQty,
-               MaxShow,
-               OrdType,
-               Price,
-               StopPx,
-               TimeInForce,
-               LeavesQty,
-               CumQty,
-               AvgPx,
-               LastPx,
-               LastShares,               
-               TransactTimeStr,
-               MultiLegReportingType,               
-               ClearingAccount,            
-               Memo,                                       
-               Text,
-               DeleteReason,
-               TargetSubID,
-               MsgSeqNum>
-ICEExecutionReportMsg;
-
-typedef FIXMsg<MessageTypes::CancelReject,
-               Int_OrderID,
-               Int_ClOrdID,
-               Int_OrigClOrdID,
-               CXlRejReason,
-               Text,
-               Memo>
-ICECancelRejectMsg;
-
 }}}

@@ -5,7 +5,7 @@
 namespace bts {
 namespace jetfix {

-enum class MessageTypes : uint32_t
+enum class MessageTypes
 {
   Advertisement               = '7',
   Allocation                  = 'J',
@@ -48,12 +48,7 @@ enum class MessageTypes : uint32_t
   SettlementInstructions      = 'T',
   TestRequest                 = '1',
   TradingSessionStatus        = 'h',
-   TradingSessionStatusRequest = 'g',
-   ICETraderLogin              = ('U' << 16) + ('C' << 8) + 'G',
-   ICETraderLoginResponse      = ('U' << 16) + ('C' << 8) + 'I',   
-   ICETraderLogout             = ('U' << 16) + ('C' << 8) + 'H',   
-   ICETraderLogoutResponse     = ('U' << 16) + ('C' << 8) + 'J',   
-   
+   TradingSessionStatusRequest = 'g'
 };

 }}
@@ -259,199 +259,3 @@ inline int u32_toa(uint32_t u, char* buffer, int pad) {
 }


-///https://github.com/miloyip/itoa-benchmark
-
-#define BEGIN2(n) \
-    do { \
-        int t = (n); \
-        if(t < 10) *p++ = '0' + t; \
-        else { \
-            t *= 2; \
-            *p++ = gDigitsLut[t]; \
-            *p++ = gDigitsLut[t + 1]; \
-        } \
-    } while(0)
-#define MIDDLE2(n) \
-    do { \
-        int t = (n) * 2; \
-        *p++ = gDigitsLut[t]; \
-        *p++ = gDigitsLut[t + 1]; \
-    } while(0)
-#define BEGIN4(n) \
-    do { \
-        int t4 = (n); \
-        if(t4 < 100) BEGIN2(t4); \
-        else { BEGIN2(t4 / 100); MIDDLE2(t4 % 100); } \
-    } while(0)
-#define MIDDLE4(n) \
-    do { \
-        int t4 = (n); \
-        MIDDLE2(t4 / 100); MIDDLE2(t4 % 100); \
-    } while(0)
-#define BEGIN8(n) \
-    do { \
-        uint32_t t8 = (n); \
-        if(t8 < 10000) BEGIN4(t8); \
-        else { BEGIN4(t8 / 10000); MIDDLE4(t8 % 10000); } \
-    } while(0)
-#define MIDDLE8(n) \
-    do { \
-        uint32_t t8 = (n); \
-        MIDDLE4(t8 / 10000); MIDDLE4(t8 % 10000); \
-    } while(0)
-#define MIDDLE16(n) \
-    do { \
-        uint64_t t16 = (n); \
-        MIDDLE8(t16 / 100000000); MIDDLE8(t16 % 100000000); \
-    } while(0)
-    
-inline int u64_toa(uint64_t value, char* p) 
-{
-   auto start = p;
-   if(value < 100000000) BEGIN8(value);
-   else if(value < 10000000000000000) { BEGIN8(value / 100000000); MIDDLE8(value % 100000000); }
-   else { BEGIN4(value / 10000000000000000); MIDDLE16(value % 10000000000000000); }
-   *p = 0;   
-   return p-start;
-}    
-
-inline int count_digits (int64_t value)
-{
-   static auto P01 = 10ull;
-   static auto P02 = P01*10;
-   static auto P03 = P02*10;
-   static auto P04 = P03*10;
-   static auto P05 = P04*10;
-   static auto P06 = P05*10;
-   static auto P07 = P06*10;
-   static auto P08 = P07*10;
-   static auto P09 = P08*10;
-   static auto P10 = P09*10;
-   static auto P11 = P10*10;
-   static auto P12 = P11*10;
-   static auto P13 = P12*10;
-   static auto P14 = P13*10;
-   static auto P15 = P14*10;
-   static auto P16 = P15*10;
-   static auto P17 = P16*10;
-   static auto P18 = P17*10;
-   static auto P19 = P18*10;
-
-   uint64_t u = static_cast<uint64_t>(value);
-   if (value < 0) 
-      u = ~u + 1;
-
-   if (u < P01) return 1;
-   if (u < P02) return 2;
-   if (u < P03) return 3;
-   if (u < P04) return 4;
-   if (u < P05) return 5;
-   if (u < P06) return 6;
-   if (u < P07) return 7;
-   if (u < P08) return 8;
-   if (u < P09) return 9;
-   if (u < P10) return 10;
-   if (u < P11) return 11;
-   if (u < P12) return 12;
-   if (u < P13) return 13;
-   if (u < P14) return 14;
-   if (u < P15) return 15;
-   if (u < P16) return 16;
-   if (u < P17) return 17;
-   if (u < P18) return 18;
-   if (u < P19) return 19;
-   return 20;
-}
-
-inline int count_digits (uint64_t u)
-{
-   static auto P01 = 10ull;
-   static auto P02 = P01*10;
-   static auto P03 = P02*10;
-   static auto P04 = P03*10;
-   static auto P05 = P04*10;
-   static auto P06 = P05*10;
-   static auto P07 = P06*10;
-   static auto P08 = P07*10;
-   static auto P09 = P08*10;
-   static auto P10 = P09*10;
-   static auto P11 = P10*10;
-   static auto P12 = P11*10;
-   static auto P13 = P12*10;
-   static auto P14 = P13*10;
-   static auto P15 = P14*10;
-   static auto P16 = P15*10;
-   static auto P17 = P16*10;
-   static auto P18 = P17*10;
-   static auto P19 = P18*10;
-
-   if (u < P01) return 1;
-   if (u < P02) return 2;
-   if (u < P03) return 3;
-   if (u < P04) return 4;
-   if (u < P05) return 5;
-   if (u < P06) return 6;
-   if (u < P07) return 7;
-   if (u < P08) return 8;
-   if (u < P09) return 9;
-   if (u < P10) return 10;
-   if (u < P11) return 11;
-   if (u < P12) return 12;
-   if (u < P13) return 13;
-   if (u < P14) return 14;
-   if (u < P15) return 15;
-   if (u < P16) return 16;
-   if (u < P17) return 17;
-   if (u < P18) return 18;
-   if (u < P19) return 19;
-   return 20;
-}
-
-inline int i64_toa(int64_t value, char* buffer, int pad) 
-{
-   auto start = buffer;
-   uint64_t u = static_cast<uint64_t>(value);
-   if (value < 0) {
-      *buffer++ = '-';
-      u = ~u + 1;
-   }
-   if (pad) 
-   {
-      auto digits = count_digits (value);
-      auto offset = pad - digits;
-      if (offset > 0) 
-      {
-         auto start = buffer + offset;
-         while (buffer != start)
-         {
-            *buffer='0';
-            buffer++;
-         }
-      }
-      else if (offset < 0)
-         return 0;
-   }
-   return (buffer-start) + u64_toa(u, buffer);
-}
-
-inline int u64_toa(uint64_t u, char* buffer, int pad) 
-{
-   auto start = buffer;
-   if (pad) 
-   {
-      auto digits = count_digits (u);
-      auto offset = pad - digits;
-      if (offset > 0) 
-      {
-         auto start = buffer + offset;
-         while (buffer != start)
-         {
-            *buffer='0';
-            buffer++;
-         }
-      }
-      else if (offset < 0)
-         return 0;
-   }
-   return (buffer-start) + u64_toa(u, buffer);
-}
@@ -783,63 +783,42 @@ OutFIXPtr make_logon(uint32_t seq_num, uint32_t last_seq_num_processed,
   const char *application = "O2";
 #endif

-   if(session_cfg.platform() == bts::config::JetFIX_Connection_JetFIXPlatform_ICE || 
-      session_cfg.platform() == bts::config::JetFIX_Connection_JetFIXPlatform_SIMICE)
-   {
-      buffer.add<ICEApplicationSystemName>(application);
-      buffer.add<ICEApplicationSystemVersion>("1.0");
-      buffer.add<ICEApplicationSystemVendor>("BTS");      
-      
-      buffer.add<UserName>(session_cfg.user_name());      
-      buffer.add<RawDataLength>(session_cfg.raw_data().size());
-      buffer.add<RawData>(session_cfg.raw_data());      
-      buffer.add<EncryptMethod>(0);
-      buffer.add<ICEStrategyPreference>(1);
-      buffer.add<ICETimeStampPreference>(1);
+   buffer.add<ApplicationSystemName>(application);
+   buffer.add<ApplicationSystemVersion>("1.0");
+   buffer.add<ApplicationSystemVendor>("BTS");
+
+   if (session_cfg.has_trading_session_id()) {
+      buffer.add<fix::NoTradingSessions>(1);
+      buffer.add<fix::TradingSessionID>(session_cfg.trading_session_id());
   }
-   else
-   {
-      buffer.add<ApplicationSystemName>(application);
-      buffer.add<ApplicationSystemVersion>("1.0");
-      buffer.add<ApplicationSystemVendor>("BTS");
+   if (session_cfg.has_udf_support_indicator())
+      buffer.add<fix::UDFSupportIndicator>(session_cfg.udf_support_indicator());

-      if (session_cfg.has_trading_session_id()) {
-         buffer.add<fix::NoTradingSessions>(1);
-         buffer.add<fix::TradingSessionID>(session_cfg.trading_session_id());
-      }
-      if (session_cfg.has_udf_support_indicator())
-         buffer.add<fix::UDFSupportIndicator>(session_cfg.udf_support_indicator());
+   if (session_cfg.use_cme_secure_logon()) {
+      bts_assert(session_cfg.sender_compid().size() >= 3);
+      auto session_id = session_cfg.sender_compid().substr(0, 3);
+      std::string seq_num_str(9, ' ');
+      i32_toa(seq_num, &seq_num_str[0], 9);

-      if (session_cfg.use_cme_secure_logon()) {
-         bts_assert(session_cfg.sender_compid().size() >= 3);
-         auto session_id = session_cfg.sender_compid().substr(0, 3);
-         std::string seq_num_str(9, ' ');
-         i32_toa(seq_num, &seq_num_str[0], 9);
-
-         std::string last_seq_num_str(9, ' ');
-         i32_toa(last_seq_num_processed, &last_seq_num_str[0], 9);
-         auto ld = glbx::calculate_hmac(
-            session_id, seq_num_str, session_cfg.sender_compid(),
-            session_cfg.sender_subid(), time_str, session_cfg.target_subid(),
-            std::to_string(session_cfg.seconds_between_hbs()),
-            session_cfg.sender_locationid(), last_seq_num_str, application, "1.0",
-            "BTS");
-   #ifndef BTS_EDGE
-         LOG(Jetfix, Info, "Canonical string for secure logon: {}", ld.canonical);
-   #endif
-         buffer.add<EncodedTextLen>(ld.access_key.size());
-         buffer.add<EncodedText>(ld.access_key);
-         buffer.add<EncryptedPasswordMethod>("CME-1-SHA-256");
-         buffer.add<EncryptedPasswordLen>(ld.signature.size());
-         buffer.add<EncryptedPassword>(ld.signature);
-      } 
-      else 
-      {
-         buffer.add<RawDataLength>(session_cfg.raw_data().size());
-         buffer.add<RawData>(session_cfg.raw_data());
-         if(session_cfg.user_name() != "")
-            buffer.add<UserName>(session_cfg.user_name());
-      }
+      std::string last_seq_num_str(9, ' ');
+      i32_toa(last_seq_num_processed, &last_seq_num_str[0], 9);
+      auto ld = glbx::calculate_hmac(
+          session_id, seq_num_str, session_cfg.sender_compid(),
+          session_cfg.sender_subid(), time_str, session_cfg.target_subid(),
+          std::to_string(session_cfg.seconds_between_hbs()),
+          session_cfg.sender_locationid(), last_seq_num_str, application, "1.0",
+          "BTS");
+#ifndef BTS_EDGE
+      LOG(Jetfix, Info, "Canonical string for secure logon: {}", ld.canonical);
+#endif
+      buffer.add<EncodedTextLen>(ld.access_key.size());
+      buffer.add<EncodedText>(ld.access_key);
+      buffer.add<EncryptedPasswordMethod>("CME-1-SHA-256");
+      buffer.add<EncryptedPasswordLen>(ld.signature.size());
+      buffer.add<EncryptedPassword>(ld.signature);
+   } else {
+      buffer.add<RawDataLength>(session_cfg.raw_data().size());
+      buffer.add<RawData>(session_cfg.raw_data());
   }

   stream.close();
@@ -293,7 +293,7 @@ TimeStamp copy_synthetic_depth(const SyntheticStrategy& synth, size_t count, Pri
 // END SYNTHETIC DEPTH
 /////////////////////////////

-bool MDConsumerHandle::get_last_trade(TimeStamp& time, PriceSize& trade, datetime::LLDateTime& trade_timestamp, size_t* total_volume, int* from_spread) const {
+bool MDConsumerHandle::get_last_trade(TimeStamp& time, PriceSize& trade, datetime::LLDateTime& trade_timestamp, size_t* total_volume) const {
   switch(_type) {
      case HANDLETYPE_VOID: return false;
      case HANDLETYPE_DEPTH:
@@ -303,7 +303,6 @@ bool MDConsumerHandle::get_last_trade(TimeStamp& time, PriceSize& trade, datetim
         if (result) {
            trade_timestamp = pcold->last_trade_time;
            if (total_volume) { *total_volume = pcold->total_volume; }
-            if (from_spread) { *from_spread = pcold->from_spread; }
         }
         return result;
      }
@@ -239,7 +239,7 @@ public:
      return get_book(read_combined, time, copydepth, bids, asks);
   }
   
-   bool get_last_trade(TimeStamp& time, PriceSize& out_trade, datetime::LLDateTime& out_trade_timestamp, size_t* total_volume=nullptr,int* from_spread=nullptr) const;
+   bool get_last_trade(TimeStamp& time, PriceSize& out_trade, datetime::LLDateTime& out_trade_timestamp, size_t* total_volume=nullptr) const;

   IntPrice settlement_price() const {
      switch(_type) {
@@ -101,9 +101,8 @@ void MDProducerHandle::set_status(CoconutSecurityStatus status) {
   }
 }

-void MDProducerHandle::add_trade(TimeStamp time, const PriceSize price, LLDateTime tradetime, 
-                                 co2::AggressorSide agside, uint32_t volume, bool from_spread) {
-   // Add this trade to the last trade if price/side match
+void MDProducerHandle::add_trade(TimeStamp time, const PriceSize price, LLDateTime tradetime, co2::AggressorSide agside, uint32_t volume) {
+   // Add this trade to the last trade if price match
   auto current = std::get<PriceSize>(cdata().last_trade.load());
   if (current.int_price() == price.int_price()) {
      cdata().last_trade.store(PriceSize { price.int_price(), price.size() + current.size() }, time);
@@ -112,9 +111,7 @@ void MDProducerHandle::add_trade(TimeStamp time, const PriceSize price, LLDateTi
      cdata().last_trade.store(price,time);
   }
   cdata().last_trade_time = tradetime;
-   cdata().from_spread = (from_spread ? 1 : 0);
-   if (volume > 0) 
-      cdata().total_volume = volume;
+   cdata().total_volume = volume;

   if (key() != invalid_security_key) {
      co2::TradeMessage trade;
@@ -128,15 +125,9 @@ void MDProducerHandle::add_trade(TimeStamp time, const PriceSize price, LLDateTi
      _channel.add_trade(trade);
   }
 }
-void MDProducerHandle::set_last_trade(TimeStamp time, const PriceSize ps, datetime::LLDateTime tradetime, uint32_t total_volume, bool from_spread) {
+void MDProducerHandle::set_last_trade(TimeStamp time, const PriceSize ps, datetime::LLDateTime tradetime, uint32_t total_volume) {
   cdata().last_trade.store(ps,time);
   cdata().last_trade_time = tradetime;
-   cdata().from_spread = (from_spread ? 1 : 0);
-   if(total_volume > 0)
-      cdata().total_volume = total_volume;
-}
-
-void MDProducerHandle::set_total_volume(uint32_t total_volume) {
   cdata().total_volume = total_volume;
 }

@@ -92,11 +92,9 @@ public:
   void set_status(co2::CoconutSecurityStatus status); // hot

   // Updates trade log and last trade
-   void add_trade(TimeStamp time, const PriceSize pricesize, datetime::LLDateTime date, 
-                  co2::AggressorSide agside, uint32_t total_volume=0, bool from_spread=false); // cold
+   void add_trade(TimeStamp time, const PriceSize pricesize, datetime::LLDateTime date, co2::AggressorSide agside, uint32_t total_volume=0); // cold
   // Update last_trade without updating trade log
-   void set_last_trade(TimeStamp time, const PriceSize ps, datetime::LLDateTime date, uint32_t total_volume=0,bool from_spread=false);
-   void set_total_volume(uint32_t total_volume);
+   void set_last_trade(TimeStamp time, const PriceSize ps, datetime::LLDateTime date, uint32_t total_volume);
   void add_rfq(TimeStamp time, const co2::QuoteRequestMessage& rfq); // cold

   void update_exchange_status(TimeStamp time, TradingStatus status); // cold
@@ -90,7 +90,7 @@ void add_symbols_to_result(

 size_t get_system_md_symbols(api::Venue exchange, SecurityType type,
                             std::set<UserSymbol> &result) {
-   bts_assert(config::system_symbols::Symbols::descriptor()->field_count() == 4);
+   bts_assert(config::system_symbols::Symbols::descriptor()->field_count() == 3);
   {
      auto const &e = config::get<config::system_symbols::Symbols>().glbx();
      if (exchange == api::VENUE_UNSET || exchange == api::VENUE_GLBX) {
@@ -146,47 +146,34 @@ size_t get_system_md_symbols(api::Venue exchange, SecurityType type,

   {
      auto const &e = config::get<config::system_symbols::Symbols>().sim();
-      if (exchange == api::VENUE_UNSET || exchange == api::VENUE_SIM) 
-      {
-         if (type == api::SECURITYTYPE_FUTURE || type == api::SECURITYTYPE_UNSET) 
-            add_symbols_to_result(e.future(), api::VENUE_SIM, api::SECURITYTYPE_FUTURE, &result);
-         if (type == api::SECURITYTYPE_OPTION || type == api::SECURITYTYPE_UNSET) 
-            add_symbols_to_result(e.option(), api::VENUE_SIM, api::SECURITYTYPE_OPTION, &result);
-         if (type == api::SECURITYTYPE_SPREAD || type == api::SECURITYTYPE_UNSET) 
-            add_symbols_to_result(e.spread(), api::VENUE_SIM, api::SECURITYTYPE_SPREAD, &result);
+      if (exchange == api::VENUE_UNSET || exchange == api::VENUE_SIM) {
+         if (type == api::SECURITYTYPE_FUTURE ||
+             type == api::SECURITYTYPE_UNSET) {
+            add_symbols_to_result(e.future(), api::VENUE_SIM,
+                                  api::SECURITYTYPE_FUTURE, &result);
+         }
+         if (type == api::SECURITYTYPE_OPTION ||
+             type == api::SECURITYTYPE_UNSET) {
+            add_symbols_to_result(e.option(), api::VENUE_SIM,
+                                  api::SECURITYTYPE_OPTION, &result);
+         }
+         if (type == api::SECURITYTYPE_SPREAD ||
+             type == api::SECURITYTYPE_UNSET) {
+            add_symbols_to_result(e.spread(), api::VENUE_SIM,
+                                  api::SECURITYTYPE_SPREAD, &result);
+         }
      }
-      if (exchange == api::VENUE_BTS || exchange == api::VENUE_UNSET) 
-      {
+      if (exchange == api::VENUE_BTS || exchange == api::VENUE_UNSET) {
         std::set<std::string> all_symbols;
         all_symbols.insert(e.future().begin(), e.future().end());
         all_symbols.insert(e.option().begin(), e.option().end());
         all_symbols.insert(e.spread().begin(), e.spread().end());
-         for (const auto &symbol : all_symbols) 
-            result.insert(UserSymbol(symbol, api::VENUE_BTS, api::SECURITYTYPE_SYNTHETIC));      
+         for (const auto &symbol : all_symbols) {
+            result.insert(UserSymbol(symbol, api::VENUE_BTS,
+                                     api::SECURITYTYPE_SYNTHETIC));
+         }
      }
   }
-   
-   {
-      auto const &e = config::get<config::system_symbols::Symbols>().simice();
-      if (exchange == api::VENUE_UNSET || exchange == api::VENUE_SIMICE) 
-      {
-         if (type == api::SECURITYTYPE_FUTURE || type == api::SECURITYTYPE_UNSET) 
-            add_symbols_to_result(e.future(), api::VENUE_SIMICE, api::SECURITYTYPE_FUTURE, &result);
-         if (type == api::SECURITYTYPE_OPTION || type == api::SECURITYTYPE_UNSET) 
-            add_symbols_to_result(e.option(), api::VENUE_SIMICE, api::SECURITYTYPE_OPTION, &result);
-         if (type == api::SECURITYTYPE_SPREAD || type == api::SECURITYTYPE_UNSET) 
-            add_symbols_to_result(e.spread(), api::VENUE_SIMICE, api::SECURITYTYPE_SPREAD, &result);
-      }
-      if (exchange == api::VENUE_BTS || exchange == api::VENUE_UNSET) 
-      {
-         std::set<std::string> all_symbols;
-         all_symbols.insert(e.future().begin(), e.future().end());
-         all_symbols.insert(e.option().begin(), e.option().end());
-         all_symbols.insert(e.spread().begin(), e.spread().end());
-         for (const auto &symbol : all_symbols) 
-            result.insert(UserSymbol(symbol, api::VENUE_BTS, api::SECURITYTYPE_SYNTHETIC));      
-      }
-   }   

   return result.size();
 }
@@ -31,9 +31,8 @@ FixedSecurity::FixedSecurity() :
   cme_main_fraction(0),
   cme_sub_fraction(0),
   cme_price_display_format(0),
-   ice_price_denominator(0),
-   ice_deal_denominator(0),
-   ice_settle_denominator(0),
+   ice_deal_display_factor(0),
+   ice_settle_display_factor(0),
   _symbol(),
   _cfi_code(),
   _security_desc(),
@@ -100,10 +99,7 @@ void write_leg_descriptor(std::ostringstream& result, char separator, const api:
 std::string security_descriptor(const api::Security& security) {
   const char separator = ' ';
   std::ostringstream result;
-   if(security.exchange() == Venue::VENUE_ICE || security.exchange() == Venue::VENUE_SIMICE)
-      result << security.ice().security_desc() << separator << Venue_Name(security.exchange());
-   else
-      result << security.symbol() << separator << Venue_Name(security.exchange());
+   result << security.symbol() << separator << Venue_Name(security.exchange());
   switch(security.Contract_case()) {
      case Security::ContractCase::kOption: {
         result << separator;
@@ -185,9 +181,8 @@ void convert_security(const FixedSecurity& source, Security* presult) {
      case Venue::VENUE_ICE:    
         dest.mutable_ice()->set_exchange_id(source.numeric_id);
         dest.mutable_ice()->set_security_desc(source.security_desc());     
-         dest.mutable_ice()->set_price_denominator(source.ice_price_denominator);
-         dest.mutable_ice()->set_deal_denominator(source.ice_deal_denominator);
-         dest.mutable_ice()->set_settle_denominator(source.ice_settle_denominator);
+         dest.mutable_ice()->set_deal_display_factor(source.ice_deal_display_factor);
+         dest.mutable_ice()->set_settle_display_factor(source.ice_settle_display_factor);
         
         dest.mutable_ice()->set_market_description(source.ice_market_description());
         dest.mutable_ice()->set_cleared_alias(source.ice_cleared_alias());
@@ -317,9 +312,8 @@ void convert_security(const Security& src, FixedSecurity& dest, bool set_securit
      case Security::ExchangeDataCase::kIce:
         dest.numeric_id = src.ice().exchange_id();
         dest.security_desc(src.ice().security_desc());      
-         dest.ice_price_denominator = src.ice().price_denominator();
-         dest.ice_deal_denominator = src.ice().deal_denominator();
-         dest.ice_settle_denominator = src.ice().settle_denominator();
+         dest.ice_deal_display_factor = src.ice().deal_display_factor();
+         dest.ice_settle_display_factor = src.ice().settle_display_factor();
         
         dest.ice_market_description(src.ice().market_description());
         dest.ice_cleared_alias(src.ice().cleared_alias());
@@ -59,9 +59,8 @@ public:
   uint8_t cme_main_fraction;
   uint8_t cme_sub_fraction;
   uint8_t cme_price_display_format;
-   int8_t ice_price_denominator;
-   int8_t ice_deal_denominator;
-   int8_t ice_settle_denominator;
+   int8_t ice_deal_display_factor;
+   int8_t ice_settle_display_factor;
   
   STRING_PROPERTY(ice_market_description);   
   STRING_PROPERTY(ice_cleared_alias);
@@ -26,7 +26,7 @@ namespace md {

 using utils::TimeStamp;

-const uint32_t shm_version = 107;
+const uint32_t shm_version = 102;

 struct ALIGNED_(CACHE_LINE) HotHeader {
   size_t count;
@@ -213,10 +213,9 @@ struct ColdEntry {
      exchange_status(co2::TRADINGSTATUS_UNKNOWN),
      last_trade(),
      total_volume(0),
-      last_trade_time(),      
+      last_trade_time(),
      misc(),
-      from_spread(0),
-      deleted(0)
+      deleted(false)
   {
      this->security.size = security_size;
   }
@@ -228,13 +227,12 @@ struct ColdEntry {
   
   // Last Trade
   AtomicPriceSize last_trade;
-   size_t total_volume;   
+   size_t total_volume;
   datetime::LLDateTime  last_trade_time;
-   
+
   MiscData misc;

-   int from_spread;
-   int deleted;
+   bool deleted;
   FixedSecurity security;
 };

@@ -27,8 +27,6 @@ std::string ICEChannel::to_string() const
   std::string mt = name;
   for(const auto& x : market_types)
      mt += " " + std::to_string(x);
-   for(const auto& x : uds_market_types)
-      mt += " " + std::to_string(x);      
   return mt;
 }

@@ -47,9 +45,6 @@ const vector<ICEChannel> parse_ice_channels(const vector<UserSymbol>& symbols)
      chan.symbols.insert(symbols.begin(), symbols.end());
      for(const auto& xx : x.market_type())
         chan.market_types.push_back(xx); 
-      for(const auto& xx : x.uds_market_type())
-         chan.uds_market_types.push_back(xx); 
-         
      result.push_back(chan);            
   }
   return result;
@@ -13,7 +13,6 @@ struct ICEChannel
 {
   std::string name;
   std::vector<uint32_t> market_types;
-   std::vector<uint32_t> uds_market_types;
   std::set<UserSymbol> symbols;
   std::string to_string() const;
 };
@@ -151,7 +151,6 @@ message TradeMessage {
   uint32 total_volume = 7;
   bool gap = 8;
   AggressorSide aggressor_side = 9;
-   bool from_spread = 10;
 }
 message QuoteRequestMessage {
    enum Side {
@@ -219,12 +219,8 @@ public:
   }

   // the hot part
-   void fill(const SecurityChannel& chan, MDConsumerGroup& group, ChannelReply* reply, 
-             const Entitlements* entitlements, bool bypass_entitlement) const {      
+   void fill(const SecurityChannel& chan, MDConsumerGroup& group, ChannelReply* reply, bool entitled) const {
      bts_assert(reply);
-      bool entitled = bypass_entitlement || chan.exchange() == api::VENUE_BTS || 
-                      (chan.exchange() == api::VENUE_GLBX && entitlements && entitlements->count(chan.symbol()));
-
      reply->mutable_channel()->CopyFrom(chan);
      reply->set_platform(group.platform);
      reply->mutable_channel()->set_time(TimeStamp::now().to_uint64());
@@ -246,17 +242,9 @@ public:
         ChannelUpdate* pupd = &temp_update;
         pupd->set_key(instrument.handle.key());
         // If the security was just discovered try to ensure all data is sent
-         if (instrument.discovered > TimeStamp(chan.time())) 
-         {
-            auto security = handle.get_normalized_security();
-            pupd->mutable_security()->CopyFrom(security);
+         if (instrument.discovered > TimeStamp(chan.time())) {
+            pupd->mutable_security()->CopyFrom(handle.get_normalized_security());
            snapshot = true;
-            if(!entitled && (chan.exchange() == api::VENUE_ICE || chan.exchange() == api::VENUE_SIMICE))
-            {
-               entitled = entitlements && entitlements->count("ICE:" + security.ice().mic_code());
-               if(entitled)
-                  reply->mutable_channel()->set_entitled(entitled);
-            }
         }
         //if we are not entitled AND this is the first request since we lost our entitlement, zero out books
         if (!entitled && chan.entitled() ) {
@@ -335,13 +323,12 @@ public:
               TimeStamp time(snapshot ? 0 : chan.time());
               PriceSize price;
               datetime::LLDateTime trade_time;
-               size_t volume; int from_spread;
-               if (handle.get_last_trade(time, price, trade_time, &volume, &from_spread)) {
+               size_t volume;
+               if (handle.get_last_trade(time, price, trade_time, &volume)) {
                  auto* trade = pupd->mutable_last_trade();
                  trade->set_key(handle.key());
                  trade->set_time(trade_time);
                  trade->set_total_volume(volume);
-                  trade->set_from_spread(from_spread);
                  set_price(price, trade);
               }
            }
@@ -386,7 +373,10 @@ public:
         auto groupiter = _groups.find(UserSymbol(ch.symbol(), ch.exchange(), ch.type()));
         if (groupiter != _groups.end()) {
            auto& group = groupiter->second;
-            fill(ch, *group, reply->add_channels(), entitlements, bypass_entitlement);
+            bool is_entitled = bypass_entitlement || 
+                               ch.exchange() == api::VENUE_BTS || 
+                               (entitlements && entitlements->count(ch.symbol()));
+            fill(ch, *group, reply->add_channels(), is_entitled);
         }
      }
   }
@@ -551,14 +541,10 @@ QueryServerPtr run_query_server(const bts::api::ServiceContext& ctx, MDClient& c
         {
            const auto& cme_symb_mics = config::get<config::CmeSymbolMics>().cme_mic();
            auto entitlements = std::make_shared<std::unordered_map<uint32_t, Entitlements>>();
-            for (const auto& row : all_updates) 
-            {            
-               if (row && row->enabled()) 
-               {
-                  for(auto mic=cme_symb_mics.begin();mic!=cme_symb_mics.end();mic++)
-                  {
-                     if(api::CMEMics_Name(mic->second) == row->mic()) 
-                     {
+            for (const auto& row : all_updates) {            
+               if (row && row->enabled()) {                                 
+                  for(auto mic=cme_symb_mics.begin();mic!=cme_symb_mics.end();mic++){
+                     if(api::CMEMics_Name(mic->second) == row->mic()) {
                        const auto& symbol = mic->first;
                        auto iter = entitlements->find(row->user_id());
                        if (iter == entitlements->end()) {
@@ -573,19 +559,6 @@ QueryServerPtr run_query_server(const bts::api::ServiceContext& ctx, MDClient& c
                        }
                     }
                  }
-                  api::ICEMics icemic;
-                  if(api::ICEMics_Parse(row->mic(), &icemic)) //this is an ice mic, just put the mic in the set and resolve later
-                  {
-                     auto iter = entitlements->find(row->user_id());
-                     if (iter == entitlements->end()) {
-                        Entitlements ents;
-                        ents.insert("ICE:" + row->mic());
-                        entitlements->insert(iter, std::make_pair(row->user_id(), std::move(ents)));
-                     }
-                     else {
-                        iter->second.insert("ICE:" + row->mic());
-                     }                     
-                  }
               }
            }
            container->relay.update_entitlements(entitlements);
@@ -86,7 +86,7 @@ class RelayProducer : public IRelayWriter {
         handle.update_fixing_price(updated, misc.fixing_price());
      }
      if (update.has_last_trade()) {
-         handle.set_last_trade(updated, trade_pricesize(update.last_trade()), update.last_trade().time(), update.last_trade().total_volume(), update.last_trade().from_spread());
+         handle.set_last_trade(updated, trade_pricesize(update.last_trade()), update.last_trade().time(), update.last_trade().total_volume());
      }
   }

@@ -87,8 +87,7 @@ extern "C" BTS_EXPORT void co2_get_sample_cold(size_t& size, ColdEntry& entry) {
   entry.misc.session_high_bid = 4.4;
   entry.misc.session_low_offer = 5.5;
   entry.misc.fixing_price = 6.6;
-   entry.deleted = 1;
-   entry.from_spread = 0;
+   entry.deleted = true;
 }

 extern "C" BTS_EXPORT void co2_get_sample_cold_header(ColdHeader& header) {
@@ -1,4 +1,4 @@
-#include "GLBXExecutionGateway.h"
+#include "ExecutionGateway.h"
 #include "lib/jetfix/codec/MessageDefinitions.h"
 #include "lib/jetfix/common/OutFIX.h"
 #include "lib/jetfix/gateway/JetFIXGateway.h"
@@ -24,7 +24,7 @@ using JFGw =
    JetFIXGateway<fix::ExecutionReportMsg, fix::BusinessMessageRejectMsg,
                  fix::RejectMsg, fix::CancelRejectMsg>;

-struct GLBXExecutionGateway::PImpl {
+struct ExecutionGateway::PImpl {
   PImpl(config::JetFIX::Connection const &cfg, trace::PerfLog &l,
         md::SecurityOracle o)
       : gw(cfg, l), exe_report_pool(), state(State::WAITING_FOR_SECURITIES),
@@ -46,16 +46,14 @@ struct GLBXExecutionGateway::PImpl {
   md::SecurityOracle sec_oracle;
 };

-GLBXExecutionGateway::GLBXExecutionGateway(config::JetFIX::Connection const &cfg,
+ExecutionGateway::ExecutionGateway(config::JetFIX::Connection const &cfg,
                                   trace::PerfLog &log, md::SecurityOracle o)
    : me(new PImpl(cfg, log, o)) {
   me->state = State::WAITING_FOR_SECURITIES;
 }
-GLBXExecutionGateway::~GLBXExecutionGateway() {}
+ExecutionGateway::~ExecutionGateway() {}

-void GLBXExecutionGateway::on_admin_data(const mercury::Update<NewAdminDataEvent> &) {}
-
-void GLBXExecutionGateway::on_securities(
+void ExecutionGateway::on_securities(
    const mercury::Update<NewSecuritiesEvent> &update) {
   if (update.events) {

@@ -98,19 +96,19 @@ void GLBXExecutionGateway::on_securities(
   }
 }

-void GLBXExecutionGateway::start() { me->gw.start(); }
+void ExecutionGateway::start() { me->gw.start(); }

-OnExeReport &GLBXExecutionGateway::on_exe_report() { return me->on_exe_report; }
+OnExeReport &ExecutionGateway::on_exe_report() { return me->on_exe_report; }

-OnGwStatusChange &GLBXExecutionGateway::on_gw_status_change() {
+OnGwStatusChange &ExecutionGateway::on_gw_status_change() {
   return me->on_gw_status_change;
 }

-OnCancelReject &GLBXExecutionGateway::on_cancel_reject() {
+OnCancelReject &ExecutionGateway::on_cancel_reject() {
   return me->on_cancel_reject;
 }

-void GLBXExecutionGateway::on_exe_report(
+void ExecutionGateway::on_exe_report(
    const jetfix::fix::ExecutionReportMsg &msg) {
   OrderKey ok;
   SecurityKey sk;
@@ -118,7 +116,7 @@ void GLBXExecutionGateway::on_exe_report(

   auto scoped_log =
       trace::log_scope(me->perf_log, msg.trace(),
-                        "GLBXExecutionGateway::on_exe_report", ok.value());
+                        "ExecutionGateway::on_exe_report", ok.value());

   LOG(Latency, Info, "Started handling of execution report for order {}",
       ok.value());
@@ -268,7 +266,7 @@ void GLBXExecutionGateway::on_exe_report(
   }
 }

-void GLBXExecutionGateway::on_cancel_reject(
+void ExecutionGateway::on_cancel_reject(
    const jetfix::fix::CancelRejectMsg &msg) {
   OrderKey ok;
   SecurityKey sk;
@@ -283,7 +281,7 @@ void GLBXExecutionGateway::on_cancel_reject(
   me->on_cancel_reject(ok, reject_msg);
 }

-void GLBXExecutionGateway::on_connection_status_change(bool is_connected) {
+void ExecutionGateway::on_connection_status_change(bool is_connected) {
   LOG(OrderMan, Info, "Connection state of {} changed to {}",
       me->gw_name.value(),
       is_connected ? std::string("connected") : std::string("disconnected"));
@@ -291,7 +289,7 @@ void GLBXExecutionGateway::on_connection_status_change(bool is_connected) {
   me->on_gw_status_change(is_connected);
 }

-void GLBXExecutionGateway::on_business_reject(
+void ExecutionGateway::on_business_reject(
    jetfix::fix::BusinessMessageRejectMsg const &m) {
   LOG(OrderMan, Error,
       "Unexpected business reject in {} gateway . Reason: "
@@ -300,7 +298,7 @@ void GLBXExecutionGateway::on_business_reject(
       m.has<fix::Text>() ? m.get<fix::Text>() : std::string("Unknown"));
 }

-void GLBXExecutionGateway::on_session_reject(jetfix::fix::RejectMsg const &m) {
+void ExecutionGateway::on_session_reject(jetfix::fix::RejectMsg const &m) {
   LOG(OrderMan, Error,
       "Unexpected reject message in {} gateway . Reason: {}. "
       "This should be investigated",
@@ -308,14 +306,14 @@ void GLBXExecutionGateway::on_session_reject(jetfix::fix::RejectMsg const &m) {
       m.has<fix::Text>() ? m.get<fix::Text>() : std::string("Unknown"));
 }

-void GLBXExecutionGateway::dispatch_incoming_fix_messages() {
+void ExecutionGateway::dispatch_incoming_fix_messages() {
   me->gw.dispatch_events();
 }

-void GLBXExecutionGateway::send_fix(jetfix::OutFIXPtr const &fix,
+void ExecutionGateway::send_fix(jetfix::OutFIXPtr const &fix,
                                trace::CorID trace) {
   auto scoped_log =
-       trace::log_scope(me->perf_log, trace, "GLBXExecutionGateway::send_fix");
+       trace::log_scope(me->perf_log, trace, "ExecutionGateway::send_fix");
   me->gw.send(fix, trace);
   me->gw.dispatch_events();
 }
@@ -0,0 +1,53 @@
+#pragma once
+
+#include "lib/config/protos/jetfix.pb.h"
+#include "lib/jetfix/codec/MessageDefinitions.h"
+#include "lib/jetfix/common/OutFIXPtr.h"
+#include "lib/mercury/events/Update.h"
+#include "lib/orderman/orderman_utils/orderman_common.h"
+
+#include <memory>
+
+namespace bts {
+namespace md { class SecurityOracle;}
+namespace trace {struct CorID;class PerfLog;}
+namespace orderman {
+class NewSecuritiesEvent;
+class ExecutionReport;
+
+using OnExeReport =
+   std::function<void(ExecutionReport const &, trace::CorID const &)>;
+using OnGwStatusChange = std::function<void(bool)>;
+using OnCancelReject = std::function<void(OrderKey, std::string const &)>;
+
+// fix execution gateway for a single FIX session
+class ExecutionGateway {
+ public:
+   ExecutionGateway(config::JetFIX::Connection const &, trace::PerfLog &,
+                    md::SecurityOracle);
+   ~ExecutionGateway();
+
+   void start();
+   void dispatch_incoming_fix_messages();
+   void on_securities(const mercury::Update<NewSecuritiesEvent> &);
+   void send_fix(jetfix::OutFIXPtr const &fix, trace::CorID trace);
+
+   OnExeReport& on_exe_report();
+   OnGwStatusChange& on_gw_status_change();
+   OnCancelReject &on_cancel_reject();
+   
+ private:
+   enum class State { WAITING_FOR_SECURITIES, READY };
+   struct PImpl;
+   std::unique_ptr<PImpl> me;
+
+   // fix gateway events
+   void on_exe_report(jetfix::fix::ExecutionReportMsg const &);
+   void on_cancel_reject(jetfix::fix::CancelRejectMsg const &);
+   void on_connection_status_change(bool connected);
+   void on_business_reject(jetfix::fix::BusinessMessageRejectMsg const &);
+   void on_session_reject(jetfix::fix::RejectMsg const &);
+};
+
+} // namespace orderman
+} // namespace bts
@@ -95,13 +95,12 @@ void FillStore::on_execution_report(
   if (u.events) {
      for (auto const &ev : *u.events) {
         auto &er = *ev.data;
-         auto fk = fmt::format("{}:{}", er.order_key.value(),
-                                 to_str(er.exchange_fill_id));
-         auto is_known = me->known_fills.count(fk);         
         if (er.exec_type == api::orderman::EXEC_TYPE_PARTIAL_FILL ||
-             er.exec_type == api::orderman::EXEC_TYPE_FILL ||
-             er.exec_type == api::orderman::EXEC_TYPE_TRADE_CORRECT) {
-                
+             er.exec_type == api::orderman::EXEC_TYPE_FILL) {
+
+            auto fk = fmt::format("{}:{}", er.order_key.value(),
+                                  to_str(er.exchange_fill_id));
+            auto is_known = me->known_fills.count(fk);
            api::orderman::Fill fill;
            if (!is_known) {
               fill.set_order_key(er.order_key.value());
@@ -117,9 +116,6 @@ void FillStore::on_execution_report(
               fill.set_avg_price(er.avg_price.value());
               fill.set_side(er.side);
               fill.set_last_shares(er.last_shares.value());
-               fill.set_fill_status(api::orderman::Fill::FILL_STATUS_ACTIVE);
-               if(er.exec_type == api::orderman::EXEC_TYPE_TRADE_CORRECT)
-                  fill.set_fill_status(api::orderman::Fill::FILL_STATUS_CORRECTED);
               fill.set_fill_key(fk);
               struct timeval tv;
               gettimeofday(&tv, NULL);
@@ -143,57 +139,6 @@ void FillStore::on_execution_report(
                   "Discarding known execution report for fill {}", fk);

         } // if partial_fill or fill
-      }
-      for (auto const &ev : *u.events) 
-      {
-         auto &er = *ev.data;
-         auto efi = to_str(er.exchange_fill_id);
-         if(std::count(efi.begin(), efi.end(), ':') > 0)
-         {
-            auto cpos = efi.find_last_of(':');
-            efi = efi.substr(0, cpos);
-            ExchangeFillID temp;
-            str_to(efi, &temp);
-            efi = to_str(temp);
-         }
-         if(efi == "")
-            continue;
-         auto fk = fmt::format("{}:{}", er.order_key.value(), efi);
-         auto is_known = me->known_fills.count(fk);         
-      
-         if(er.exec_type == api::orderman::EXEC_TYPE_TRADE_CANCEL) 
-         {
-            auto data = me->store->retrieve_one(fills_ns, fk);
-            Fill existing_fill;
-            if(is_known && data.first && utils::pb::from_string(data.second, &existing_fill))
-            {
-               existing_fill.set_fill_status(api::orderman::Fill::FILL_STATUS_BUSTED);
-               auto fv = utils::pb::to_string(existing_fill);
-               me->store->update(fills_ns, fk, fv);                  
-               publish(me->fill_stream, existing_fill, *er.security);
-            }
-            else
-               LOG(OrderMan, Warn, "Received bust for unknown fill {}", fk);
-         }    
-         else if(er.exec_type == api::orderman::EXEC_TYPE_TRADE_CORRECT)
-         {
-            auto data = me->store->retrieve_one(fills_ns, fk);
-            Fill existing_fill;
-            if(is_known && data.first && utils::pb::from_string(data.second, &existing_fill))
-            {
-               existing_fill.set_fill_status(api::orderman::Fill::FILL_STATUS_CORRECTED);
-               existing_fill.set_last_price(er.last_price.value());
-               existing_fill.set_avg_price(er.avg_price.value());
-               existing_fill.set_side(er.side);
-               existing_fill.set_last_shares(er.last_shares.value());
-
-               auto fv = utils::pb::to_string(existing_fill);
-               me->store->update(fills_ns, fk, fv);                  
-               publish(me->fill_stream, existing_fill, *er.security);
-            }
-            else
-               LOG(OrderMan, Warn, "Received correction for unknown fill {}", fk);            
-         }
      }    // for loop
   }       // if u.events
 }
@@ -1,41 +0,0 @@
-#pragma once
-
-#include "IExecutionGateway.h"
-
-namespace bts {
-namespace orderman {
-
-
-// fix execution gateway for a single FIX session
-class GLBXExecutionGateway : public IExecutionGateway {
- public:   
-   GLBXExecutionGateway(config::JetFIX::Connection const &, trace::PerfLog &,
-                        md::SecurityOracle);
-   virtual ~GLBXExecutionGateway();
-
-   void start() override;
-   void dispatch_incoming_fix_messages() override;
-   void on_securities(const mercury::Update<NewSecuritiesEvent> &) override;
-   void on_admin_data(const mercury::Update<NewAdminDataEvent> &) override;
-   void send_fix(jetfix::OutFIXPtr const &fix, trace::CorID trace) override;
-
-   OnExeReport& on_exe_report() override;
-   OnGwStatusChange& on_gw_status_change() override;
-   OnCancelReject &on_cancel_reject() override;
-   
- private:
-   BTS_NO_COPY(GLBXExecutionGateway);
-   enum class State { WAITING_FOR_SECURITIES, READY };
-   struct PImpl;
-   std::unique_ptr<PImpl> me;
-
-   // fix gateway events
-   void on_exe_report(jetfix::fix::ExecutionReportMsg const &);
-   void on_cancel_reject(jetfix::fix::CancelRejectMsg const &);
-   void on_connection_status_change(bool connected);
-   void on_business_reject(jetfix::fix::BusinessMessageRejectMsg const &);
-   void on_session_reject(jetfix::fix::RejectMsg const &);
-};
-
-} // namespace orderman
-} // namespace bts
@@ -1,490 +0,0 @@
-#include "ICEExecutionGateway.h"
-#include "lib/jetfix/codec/MessageDefinitions.h"
-#include "lib/jetfix/codec/i32_toa.h"
-#include "lib/jetfix/common/OutFIX.h"
-#include "lib/jetfix/gateway/JetFIXGateway.h"
-#include "lib/logging/logging.h"
-#include "lib/orderman/events/CancelRejectEvent.h"
-#include "lib/orderman/events/GatewayStatusChangeEvent.h"
-#include "lib/orderman/events/NewExecutionReportEvent.h"
-#include "lib/orderman/events/NewSecuritiesEvent.h"
-#include "lib/orderman/orderman_utils/fix_order_codec.h"
-#include "lib/api/services/AdminService.pb.h"
-#include "lib/orderman/events/NewAdminDataEvent.h"
-#include "lib/tracing/bts_trace.h"
-#include "lib/utils/TimeStamp.h"
-#include "lib/utils/helper_macros.h"
-#include "lib/utils/Dispatcher.h"
-#include "lib/utils/bts_chrono.h"
-
-#include <boost/pool/object_pool.hpp>
-#include <atomic>
-#include <set>
-
-namespace bts {
-namespace orderman {
-
-using namespace jetfix;
-
-using JFGw = JetFIXGateway<fix::ICEExecutionReportMsg, fix::BusinessMessageRejectMsg, fix::RejectMsg, 
-                           fix::ICECancelRejectMsg, fix::ICETraderLoginResponseMsg, fix::ICETraderLogoutResponseMsg>;
-
-
-
-struct ICEExecutionGateway::PImpl 
-{
-   PImpl(const config::JetFIX::Connection &cfg, trace::PerfLog &l,
-         md::SecurityOracle o)
-       : gw(cfg, l), exe_report_pool(), state(State::WAITING_FOR_SECURITIES),
-         securities(), securities_by_exchange_id(), gw_name(cfg.name()),
-         cfg(cfg), perf_log(l), admin_data(), nusers(-1), connection_time(), exec_id_to_memo(), 
-         sec_oracle(o)
-   {}
-
-   JFGw gw;
-   boost::object_pool<ExecutionReport> exe_report_pool;
-   State state;
-   std::unordered_map<SecurityKey::Value, api::Security const *> securities;
-   std::unordered_map<int64_t, api::Security const *> securities_by_exchange_id;
-   GatewayName gw_name;
-   config::JetFIX::Connection cfg;
-   OnExeReport on_exe_report;
-   OnGwStatusChange on_gw_status_change;
-   OnCancelReject on_cancel_reject;
-   trace::PerfLog &perf_log;
-   api::admin::AdminData admin_data;
-   std::atomic<int> nusers;
-   TimeStamp connection_time;
-   std::unordered_map<std::string, std::string> exec_id_to_memo; //for the bullshit adjusts
-   md::SecurityOracle sec_oracle;
-};
-
-ICEExecutionGateway::ICEExecutionGateway(const config::JetFIX::Connection &cfg, trace::PerfLog &log, md::SecurityOracle o)
-    : IExecutionGateway(), me(new PImpl(cfg, log, o)) 
-{
-   me->state = State::WAITING_FOR_ADMIN;
-}
-
-ICEExecutionGateway::~ICEExecutionGateway() {}
-
-void ICEExecutionGateway::on_admin_data(const mercury::Update<NewAdminDataEvent>& update) 
-{
-   if (update.events) 
-   {
-      for (auto const &ev : *(update.events)) 
-         me->admin_data.CopyFrom(*ev.admin_data);
-
-      if (me->state == State::WAITING_FOR_ADMIN) 
-      {
-         LOG(OrderMan, Warn, "Received admin data. Waiting for securities {}", me->gw_name.value());
-         me->state = State::WAITING_FOR_SECURITIES;
-      }
-   }   
-}
-
-void ICEExecutionGateway::on_securities(const mercury::Update<NewSecuritiesEvent> &update) 
-{
-   if (update.events) 
-   {
-      for (auto const &ev : *(update.events)) 
-      {
-         auto sec_ptr = ev.security;
-         me->securities[sec_ptr->id()] = sec_ptr;
-         if(sec_ptr->has_ice())
-            me->securities_by_exchange_id[sec_ptr->ice().exchange_id()] = sec_ptr;
-      }
-
-      if (me->state == State::WAITING_FOR_SECURITIES) 
-      {
-         LOG(OrderMan, Warn, "Received first set of {} securities. Beginning wait 2s for trader login {}",
-             update.events->size(), me->gw_name.value());         
-         // got our security synopsis, ready to start the GW
-         me->state = State::READY_TO_START_GW;
-         
-         // subscribe to gateway events
-         me->gw.on<fix::ICEExecutionReportMsg>() = [this](auto const &msg) 
-         {
-            this->on_exe_report(msg);
-         };
-         me->gw.on<fix::ICECancelRejectMsg>() = [this](auto const &msg) 
-         {
-            this->on_cancel_reject(msg);
-         };
-         me->gw.on_ready() = [this]() 
-         {
-            this->on_connection_status_change(true);
-         };
-         me->gw.on_disconnect() = [this]() 
-         {
-            this->on_connection_status_change(false);
-         };
-         me->gw.on<fix::BusinessMessageRejectMsg>() = [this](auto const &m) 
-         {
-            this->on_business_reject(m);
-         };
-         me->gw.on<fix::RejectMsg>() = [this](auto const &m) 
-         {
-            this->on_session_reject(m);
-         };            
-      }
-   }
-}
-
-void ICEExecutionGateway::start() 
-{ 
-   me->gw.start(); 
-   bts_assert_msg(me->state == State::READY_TO_START_GW, "ICEExecutionGateway statemachine failure");
-}
-
-void ICEExecutionGateway::on_connection_status_change(bool is_connected) 
-{
-   LOG(OrderMan, Info, "Connection state of {} changed to {}",
-       me->gw_name.value(), is_connected ? std::string("connected") : std::string("disconnected"));
-   
-   if(is_connected && me->state == State::READY_TO_START_GW)
-   {
-      me->state = State::TRADER_LOGIN_TIMEOUT;
-      me->connection_time = Timer::now();
-   }   
-   
-   if(me->state == State::READY)
-   {
-      me->on_gw_status_change(is_connected);      
-      if(!is_connected) //if we disconnect, set state so we log in again
-         me->state = State::READY_TO_START_GW;
-   }
-}
-
-
-void ICEExecutionGateway::on_trader_login_timeout_expired()
-{
-   if (me->state == State::TRADER_LOGIN_TIMEOUT) 
-   {
-      LOG(OrderMan, Warn, "Done waiting for login timeout, logging on traders {}", me->gw_name.value());
-
-      // got our security synopsis, ready to start the GW
-      me->state = State::LOGIN_TIMEOUT_COMPLETE;      
-      me->gw.on<fix::ICETraderLoginResponseMsg>() = [&](const fix::ICETraderLoginResponseMsg& lmsg) 
-      {
-         std::string u = lmsg.get<fix::UserName>();
-         std::string m;
-         if(lmsg.has<fix::Text>())
-            m = lmsg.get<fix::Text>();         
-         LOG(OrderMan, Error, "Succesffully logging trader {} into ICE {} {}", u, m, me->gw_name.value());
-         if(--me->nusers == 0)
-            this->on_login();
-      };
-      
-      me->gw.on<fix::ICETraderLogoutResponseMsg>() = [&](const fix::ICETraderLogoutResponseMsg& lmsg) 
-      {
-         std::string u = lmsg.get<fix::UserName>();
-         std::string m;
-         if(lmsg.has<fix::Text>())
-            m = lmsg.get<fix::Text>();
-         
-         LOG(OrderMan, Error, "Error logging trader {} into ICE {} {}", u, m, me->gw_name.value());
-         if(--me->nusers == 0)
-            this->on_login();
-      };    
-       
-      std::set<std::string> auth_traders;
-      for(const auto& u : me->admin_data.users())
-      {         
-         if(u.has_user_data() && u.user_data().has_exchange_user_data() && u.user_data().exchange_user_data().has_ice_data())
-         {
-            const auto& ice = u.user_data().exchange_user_data().ice_data();
-            if(auth_traders.find(ice.authorized_trader()) == auth_traders.end())
-            {
-               if(me->nusers == -1)
-                  me->nusers = 0;
-               me->nusers++;
-               
-               auto result = std::make_shared<OutFIX>(me->cfg);
-               auto &stream = result->fix.back();
-               auto &buffer = stream.new_msg(MessageTypes::ICETraderLogin);               
-               buffer.add<fix::CompanyID>(ice.company_id());      
-               buffer.add<fix::UserName>(ice.authorized_trader());      
-               buffer.add<fix::RawData>(ice.password());     
-               
-               if(ice.mifid_direct_electronic_access() >= 0)
-                  buffer.add<fix::MifidDirectElectronicAccess>(ice.mifid_direct_electronic_access());  
-               if(ice.mifid_trading_capacity() >= 0)   
-                  buffer.add<fix::MifidTradingCapacity>(ice.mifid_trading_capacity());     
-               if(ice.mifid_liquidity_provision() >= 0)
-                  buffer.add<fix::MifidLiquidityProvision>(ice.mifid_liquidity_provision());     
-               if(ice.mifid_commodity_deriv_indicator() >= 0)
-                  buffer.add<fix::MifidCommodityDerivIndicator>(ice.mifid_commodity_deriv_indicator());     
-               if(ice.mifid_investment_decision() > 0)
-                  buffer.add<fix::MifidInvestmentDecision>(ice.mifid_investment_decision());     
-               if(ice.mifid_execution_decision() > 0)
-                  buffer.add<fix::MifidExecutionDecision>(ice.mifid_execution_decision());     
-               if(ice.mifid_client_id_code() > 0)
-                  buffer.add<fix::MifidClientIDCode>(ice.mifid_client_id_code());                   
-               if(ice.mifid_id() > 0)
-                  buffer.add<fix::MifidId>(ice.mifid_id());                   
-               stream.close();
-               
-               trace::CorID trace;            
-               send_fix(result, trace);
-               auth_traders.insert(ice.authorized_trader());
-            }
-         }               
-      }
-      LOG(OrderMan, Warn, "{} traders identified as ICE traders {}", auth_traders.size(), me->gw_name.value());               
-   }
-}
-
-void ICEExecutionGateway::on_login()
-{
-   if (me->state == State::LOGIN_TIMEOUT_COMPLETE) 
-   {
-      LOG(OrderMan, Warn, "Successful login traders {}", me->gw_name.value());
-      me->state = State::READY;     
-      me->on_gw_status_change(true);                
-   }   
-}
-
-OnExeReport &ICEExecutionGateway::on_exe_report() { return me->on_exe_report; }
-
-OnGwStatusChange &ICEExecutionGateway::on_gw_status_change() 
-{
-   return me->on_gw_status_change;
-}
-
-OnCancelReject &ICEExecutionGateway::on_cancel_reject() 
-{
-   return me->on_cancel_reject;
-}
-
-bool ICEExecutionGateway::process_memo(const jetfix::fix::ICEExecutionReportMsg &msg, OrderKey* ok, SecurityKey* sk)
-{
-   if(msg.has<fix::Memo>())
-   {
-      decode_memo(msg.get<fix::Memo>(), ok, sk);   
-      return true;
-   }
-   else
-   {
-      if (msg.get<fix::ExecType>() == api::orderman::EXEC_TYPE_TRADE_CORRECT && msg.has<fix::ExecRefID>()) 
-      {
-         std::string ref_exec_id = msg.get<fix::ExecRefID>();
-         auto found = me->exec_id_to_memo.find(ref_exec_id);
-         if(found == me->exec_id_to_memo.end()) 
-         {
-            auto new_price = Price(0);
-            if(msg.has<fix::LastPx>())
-               new_price = Price(msg.get<fix::LastPx>());
-            
-            LOG(OrderMan, Error,
-               "Received unsupported trade correction msg.  This correction will not be forwarded. The trader should be alerted. "
-               "Partial original fill id: {}. New price: {}", ref_exec_id, new_price.value());
-            return false;
-         }
-         else
-         {
-            decode_memo(found->second, ok, sk);
-            return true;
-         }
-      }      
-   }
-   return false;      
-}
-
-void ICEExecutionGateway::on_exe_report(const jetfix::fix::ICEExecutionReportMsg &msg) 
-{
-   OrderKey ok;
-   SecurityKey sk;
-   if(!process_memo(msg, &ok, &sk))
-   {
-      std::string execid = "";
-      if(msg.has<fix::ExecID>())
-         execid = msg.get<fix::ExecID>();
-      LOG(OrderMan, Error,
-         "Received execution report with no memo execid: {}. Will not be able to process this report. This is likely a bug that could lead "
-         "to lost fills. Please investigate.", execid);
-      return;      
-   }
-   auto scoped_log = trace::log_scope(me->perf_log, msg.trace(), "ICEExecutionGateway::on_exe_report", ok.value());
-
-   LOG(Latency, Info, "Started handling of execution report for order {}", ok.value());
-   auto &sec = me->securities[sk.value()];
-   if (!sec) 
-   {
-      sec = me->sec_oracle.get_security(SecurityKey(sk.value()));
-   }   
-   if (!sec)
-      LOG(OrderMan, Error,
-          "Received execution report for an unknown security {}. Will not be able to process this report. This is likely a bug that could lead "
-          "to lost fills. Please investigate.",
-          sk.value());
-   else 
-   {
-      if(sec->has_ice())
-         me->securities_by_exchange_id[sec->ice().exchange_id()] = sec;
-      
-      api::Security const *leg_security = nullptr;
-      if (msg.has<fix::MultiLegReportingType>() && msg.get<fix::MultiLegReportingType>() == 2) 
-      {
-         auto it = me->securities_by_exchange_id.find(msg.get<fix::Int_Symbol>());
-         if (it == me->securities_by_exchange_id.end()) 
-         {
-            LOG(OrderMan, Error,
-                "Received execution report for an unknown spread leg"
-                "security {}. Will not be able to process this report. "
-                "This is likely a bug that could lead to "
-                "lost leg fills. Please investigate. Spread sec_key: {} leg "
-                "exchange id: {}",
-                sk.value(), msg.get<fix::Int_Symbol>());
-            return;
-         }
-         leg_security = it->second;
-      }      
-      std::string text_msg;
-      if (msg.has<fix::Text>())
-         text_msg = msg.get<fix::Text>();
-      if (msg.has<fix::OrdRejReason>())
-         text_msg += " Rejected OrdRejReason: " + std::to_string(msg.get<fix::OrdRejReason>());
-         
-      if (msg.has<fix::DeleteReason>())
-         text_msg += " Cancelled DeleteReason: " + std::to_string(msg.get<fix::DeleteReason>());
-
-      // allocate from our pool
-      auto data = me->exe_report_pool.construct();
-
-      if(msg.has<fix::Memo>())
-         data->memo = msg.get<fix::Memo>();
-      data->exec_type = api::orderman::ExecType(msg.get<fix::ExecType>());
-      data->msg_seq_num = msg.get<fix::MsgSeqNum>();
-
-      // copy data from fix msg to our structure
-      if (msg.has<fix::ClearingAccount>())
-         str_to(msg.get<fix::ClearingAccount>(), &data->account_name);
-      if (msg.has<fix::TargetSubID>())
-         str_to(msg.get<fix::TargetSubID>(), &data->operator_id);
-      if (msg.has<fix::CompanyID>())
-         data->ice_company_id = msg.get<fix::CompanyID>();         
-
-      data->order_key = ok;
-      data->security = sec;
-      data->leg_security = leg_security;
-      data->side = api::Side(msg.get<fix::Side>());
-      if (msg.has<fix::TimeInForce>())
-         data->time_in_force = api::orderman::TimeInForce(msg.get<fix::TimeInForce>());
-      else
-         data->time_in_force = api::orderman::TIME_IN_FORCE_UNDEFINED;
-
-      if (msg.has<fix::OrdType>())
-         data->order_type = api::orderman::NativeOrderType(msg.get<fix::OrdType>());
-      else
-         data->order_type = api::orderman::NATIVE_ORDER_TYPE_UNDEFINED;
-         
-      data->order_status = api::orderman::NativeOrderStatus(msg.get<fix::OrdStatus>());
-      data->manual_order_indicator = api::orderman::MANUAL_ORDER_INDICATOR_NO;
-      
-      std::string oid_string = get_ice_order_id_string(msg);
-      str_to(oid_string, &data->exchange_order_id);
-      data->ice_cl_ord_id = 0;
-      if(msg.has<fix::Int_ClOrdID>())
-         data->ice_cl_ord_id = msg.get<fix::Int_ClOrdID>();
-      
-      if (msg.has<fix::Price>())
-         data->price = securities::decode_exchange_price(*sec, Price(msg.get<fix::Price>()));
-      else
-         data->price = Price(os::nan());
-
-      if (msg.has<fix::StopPx>())
-         data->stop_price = securities::decode_exchange_price(*sec, Price(msg.get<fix::StopPx>()));
-      else
-         data->stop_price = Price(os::nan());
-         
-      if (msg.has<fix::MaxShow>())
-         data->max_show = Quantity(msg.get<fix::MaxShow>());
-      else
-         data->max_show = Quantity(0);         
-
-      if (msg.has<fix::OrderQty>())
-         data->quantity = Quantity(msg.get<fix::OrderQty>());
-      else
-         data->quantity = Quantity(0);
-
-      data->filled_quantity = Quantity(msg.get<fix::CumQty>());
-      
-      data->last_shares = msg.has<fix::LastShares>()
-                              ? Quantity(msg.get<fix::LastShares>())
-                              : Quantity(0);
-      auto last_px_sec = data->leg_security ? data->leg_security : sec;
-      data->last_price = msg.has<fix::LastPx>()
-                             ? securities::decode_exchange_price(*last_px_sec, Price(msg.get<fix::LastPx>()))
-                             : Price(0);
-      data->avg_price = msg.has<fix::AvgPx>()
-                            ? securities::decode_exchange_price(*last_px_sec, Price(msg.get<fix::AvgPx>()))
-                            : Price(0);
-      if (msg.has<fix::ExecID>())
-      {
-         auto execid = msg.get<fix::ExecID>();
-         str_to(execid, &data->exchange_fill_id);
-         if(msg.has<fix::Memo>())
-            me->exec_id_to_memo[execid] = msg.get<fix::Memo>();
-      }
-               
-      if (msg.has<fix::TransactTimeStr>())
-      {
-         std::string stamp = msg.get<fix::TransactTimeStr>();
-         stamp.resize(sizeof(mercury::TimeStampStr));
-         str_to(stamp, &data->transact_time);
-      }
-      data->cfg = &me->cfg;
-      data->msg = text_msg;
-      data->exchange = api::Venue::VENUE_ICE;
-      me->on_exe_report(*data, msg.trace());
-   }
-}
-
-void ICEExecutionGateway::on_cancel_reject(const jetfix::fix::ICECancelRejectMsg &msg) 
-{
-   OrderKey ok(msg.get<fix::Int_ClOrdID>());
-
-   std::string reject_msg;
-   if (msg.has<fix::Text>())
-      reject_msg = msg.get<fix::Text>();
-   else if (msg.has<fix::CXlRejReason>())
-      reject_msg = fmt::format("Order cancel was rejected with error code {}",
-                               msg.get<fix::CXlRejReason>());
-   me->on_cancel_reject(ok, reject_msg);
-}
-
-
-void ICEExecutionGateway::on_business_reject(const jetfix::fix::BusinessMessageRejectMsg& m) 
-{
-   LOG(OrderMan, Error,
-       "Unexpected business reject in {} gateway . Reason: {}. This should be investigated",
-       me->gw_name.value(),
-       m.has<fix::Text>() ? m.get<fix::Text>() : std::string("Unknown"));
-}
-
-void ICEExecutionGateway::on_session_reject(const jetfix::fix::RejectMsg& m) 
-{
-   LOG(OrderMan, Error,
-       "Unexpected reject message in {} gateway . Reason: {}. This should be investigated",
-       me->gw_name.value(),
-       m.has<fix::Text>() ? m.get<fix::Text>() : std::string("Unknown"));
-}
-
-void ICEExecutionGateway::dispatch_incoming_fix_messages() 
-{
-   me->gw.dispatch_events();   
-   if(me->state == State::TRADER_LOGIN_TIMEOUT && ms_diff(Timer::now(), me->connection_time) >= 2000)
-   {
-      on_trader_login_timeout_expired();
-   }
-}
-
-void ICEExecutionGateway::send_fix(const jetfix::OutFIXPtr& fix, trace::CorID trace) 
-{
-   auto scoped_log = trace::log_scope(me->perf_log,trace,"ICEExecutionGateway::send_fix");
-   me->gw.send(fix,trace);
-   me->gw.dispatch_events();
-}
-
-} // namespace orderman
-} // namespace bts
@@ -1,45 +0,0 @@
-#pragma once
-
-#include "IExecutionGateway.h"
-
-namespace bts {
-namespace orderman {
-
-// fix execution gateway for a single FIX session
-class ICEExecutionGateway : public IExecutionGateway {
- public:   
-   ICEExecutionGateway(const config::JetFIX::Connection&, trace::PerfLog &,
-                       md::SecurityOracle);
-   virtual ~ICEExecutionGateway();
-
-   void start() override;
-   void dispatch_incoming_fix_messages() override;
-   void on_securities(const mercury::Update<NewSecuritiesEvent> &) override;
-   void on_admin_data(const mercury::Update<NewAdminDataEvent> &) override;
-   void send_fix(const jetfix::OutFIXPtr& fix, trace::CorID trace) override;
-
-   OnExeReport& on_exe_report() override;
-   OnGwStatusChange& on_gw_status_change() override;
-   OnCancelReject &on_cancel_reject() override;
-   
- private:
-   BTS_NO_COPY(ICEExecutionGateway);
-   enum class State { WAITING_FOR_ADMIN, WAITING_FOR_SECURITIES, READY_TO_START_GW, TRADER_LOGIN_TIMEOUT, LOGIN_TIMEOUT_COMPLETE, READY };
-   struct PImpl;
-   std::unique_ptr<PImpl> me;
-   
-   void on_trader_login_timeout_expired();
-   void on_login();
-
-   // fix gateway events
-   void on_exe_report(const jetfix::fix::ICEExecutionReportMsg&);
-   void on_cancel_reject(const jetfix::fix::ICECancelRejectMsg&);
-   void on_connection_status_change(bool connected);
-   void on_business_reject(const jetfix::fix::BusinessMessageRejectMsg&);
-   void on_session_reject(const jetfix::fix::RejectMsg&);
-   
-   bool process_memo(const jetfix::fix::ICEExecutionReportMsg &msg, OrderKey*, SecurityKey*);
-};
-
-} // namespace orderman
-} // namespace bts
@@ -1,20 +0,0 @@
-
-#include "IExecutionGateway.h"
-#include "ICEExecutionGateway.h"
-#include "GLBXExecutionGateway.h"
-
-namespace bts {
-namespace orderman {
-
-std::unique_ptr<IExecutionGateway>
-ExecutionGatewayFactory::create_gateway(const config::JetFIX::Connection& conn, trace::PerfLog& pl, md::SecurityOracle o)
-{
-   if(conn.platform() == bts::config::JetFIX_Connection_JetFIXPlatform_ICE || 
-      conn.platform() == bts::config::JetFIX_Connection_JetFIXPlatform_SIMICE)
-      return std::make_unique<ICEExecutionGateway>(conn, pl, o);
-   else
-      return std::make_unique<GLBXExecutionGateway>(conn, pl, o);
-}
-
-} // namespace orderman
-} // namespace bts
@@ -1,52 +0,0 @@
-#pragma once
-
-#include "lib/config/protos/jetfix.pb.h"
-#include "lib/jetfix/codec/MessageDefinitions.h"
-#include "lib/jetfix/common/OutFIXPtr.h"
-#include "lib/md/SecurityOracle.h"
-#include "lib/mercury/events/Update.h"
-#include "lib/orderman/orderman_utils/orderman_common.h"
-#include "lib/utils/bts_no_copy.h"
-
-#include <memory>
-
-namespace bts {
-namespace trace {struct CorID;class PerfLog;}
-namespace orderman {
-class NewSecuritiesEvent;
-class NewAdminDataEvent;
-class ExecutionReport;
-
-
-using OnGwStatusChange = std::function<void(bool)>;
-using OnExeReport = std::function<void(ExecutionReport const &, trace::CorID const &)>;
-using OnCancelReject = std::function<void(OrderKey, std::string const &)>;
-
-// fix execution gateway for a single FIX session
-class IExecutionGateway {
- public:   
-   IExecutionGateway() = default;
-   virtual ~IExecutionGateway() {}
-
-   virtual void start() = 0;
-   virtual void dispatch_incoming_fix_messages() = 0;
-   virtual void on_securities(const mercury::Update<NewSecuritiesEvent> &) = 0;
-   virtual void on_admin_data(const mercury::Update<NewAdminDataEvent> &) = 0;
-   virtual void send_fix(const jetfix::OutFIXPtr&, trace::CorID) = 0;
-   
-   virtual OnExeReport& on_exe_report() = 0;
-   virtual OnGwStatusChange& on_gw_status_change() = 0;
-   virtual OnCancelReject &on_cancel_reject() = 0;
-private:
-   BTS_NO_COPY(IExecutionGateway);
-};
-
-class ExecutionGatewayFactory
-{
-public:
-   static std::unique_ptr<IExecutionGateway> create_gateway(const config::JetFIX::Connection&, trace::PerfLog&, md::SecurityOracle);
-   
-};
-
-} // namespace orderman
-} // namespace bts
@@ -143,7 +143,7 @@ void SODPosition::_zero_pos(Fill &pos, const Fill &fill, api::Side side) {
 }

 bool SODPosition::add_fill_to_sod_pos(const Fill &fill) {   
-   if (_enabled && fill.fill_status() != api::orderman::Fill::FILL_STATUS_BUSTED && fill.timestamp().seconds() < _sod_time.tv_sec) {
+   if (_enabled && fill.timestamp().seconds() < _sod_time.tv_sec) {
      if (!bts::admin::AdminServiceUtils::has_id(fill.internal_account_id())){
         LOG(persist, Error, "SODPosition::add_fill_to_sod_pos Could not find "
                             "account_id for fill:{} account:{}",
@@ -15,7 +15,6 @@
 #include "lib/orderman/orders/Order.h"
 #include "lib/orderman/securities/ISecurityDB.h"
 #include "lib/utils/inplace_function.h"
-#include "lib/utils/thread_manager.h"

 #include <algorithm>
 #include <boost/algorithm/string/trim.hpp>
@@ -45,28 +44,12 @@ struct OrderManager::PImpl {
   mercury::Actor::SubHandle stored_fills_sub;
   OrderServicesData services_data;
   mercury::Stream<OrderManagerReadyEvent> pub_ready;
-   std::thread background_thread;
-   std::atomic<bool> shutdown = false;
 };

 OrderManager::OrderManager(DynamicOrderRegistry const &b, trace::PerfLog &l,
                           md::SecurityOracle o)
-    : me(new PImpl(*this, b, l, o)) {
-   auto id_gen = &me->services_data.id_gen;
-   auto done = &me->shutdown;
-   me->background_thread =
-       threading::make_thread("oman_background", [id_gen, done]() {
-          while (!(*done)) {
-             id_gen->refill();
-             sleep_for(10ms);
-          }
-       });
-}
-
-OrderManager::~OrderManager() {
-   me->shutdown = true;
-   me->background_thread.join();
-}
+    : me(new PImpl(*this, b, l, o)) {}
+OrderManager::~OrderManager() {}

 void OrderManager::init() {
   subscribe<NewAdminDataEvent>(
@@ -80,13 +63,11 @@ void OrderManager::init() {

 void OrderManager::on_admin_data(const mercury::Update<NewAdminDataEvent> &m) {
   if (m.events) {
+
      if (me->state == State::WAIT_ADMIN) {
         LOG(OrderMan, Info,
-             "Order manager received admin data. Subscribing to security list "
-             "now ");
-         for (auto &osd : me->services_data.sessions)
-            osd->gw->on_admin_data(m);
-
+             "Order manager received admin data. Subscribing "
+             "to security list now ");
         me->state = State::WAIT_SEC;
         subscribe<NewSecuritiesEvent>([this](auto const &sec_update) {
            this->on_securities(sec_update);
@@ -119,7 +100,7 @@ void OrderManager::on_securities(

   // forward to execution gateways
   for (auto &osd : me->services_data.sessions)
-      osd->gw->on_securities(update);
+      osd->gw.on_securities(update);

   if (update.events) {

@@ -463,20 +444,19 @@ void OrderManager::init_order_services() {
      // reject evets
      auto s_ptr = s.get();
      s->exe_report_pub = make_stream<NewExecutionReportEvent>(gw_name);
-      s->gw->on_exe_report() = [s_ptr, this](auto const &er, auto const &t) {
+      s->gw.on_exe_report() = [s_ptr, this](auto const &er, auto const &t) {
         publish(s_ptr->exe_report_pub, &er, t);
      };
      s->gw_status_change_pub = make_stream<GatewayStatusChangeEvent>(gw_name);
-      s->gw->on_gw_status_change() = [s_ptr, this, gw_name](bool b) {
+      s->gw.on_gw_status_change() = [s_ptr, this, gw_name](bool b) {
         publish(s_ptr->gw_status_change_pub, gw_name, b);
      };
      s->cancel_reject_pub = make_stream<CancelRejectEvent>(gw_name);
-      s->gw->on_cancel_reject() = [s_ptr, this](auto const &k,
-                                                auto const &msg) {
+      s->gw.on_cancel_reject() = [s_ptr, this](auto const &k, auto const &msg) {
         publish(s_ptr->cancel_reject_pub, k, msg);
      };
      // handlers are ready so we can start processing fix events
-      s->gw->start();
+      s->gw.start();

      reload_fix_buffer(*s);
   }
@@ -559,7 +539,7 @@ void OrderManager::after_event() {
            auto scoped_do_work = trace::log_scope(me->services_data.log, {},
                                                   "OrderManager::after_event");
            fix_stream.close();
-            osd->gw->send_fix(osd->current_buffer, osd->current_trace);
+            osd->gw.send_fix(osd->current_buffer, osd->current_trace);
            reload_fix_buffer(*osd);
         }
      }
@@ -584,7 +564,7 @@ void OrderManager::on_poll(trace::PerfLog &log) {
       trace::log_scope(log, {}, "OrderManager::dispatch_incoming_fix_messages",
                        utils::TimeStamp::Interval::from_microseconds(2));
   for (auto &osd : me->services_data.sessions)
-      osd->gw->dispatch_incoming_fix_messages();
+      osd->gw.dispatch_incoming_fix_messages();
 }

 void OrderManager::publish_order_def_update(
@@ -46,9 +46,6 @@ class OrderServices {
      return ss.is_gateway_connected();
   }

-   uint64_t gen_id() {
-      return _data->id_gen.next();
-   }
   Governor &governor(SessionServices &ss) { return ss.governor(); }

   void queue_fix(SessionServices &ss, jetfix::MessageTypes mt,
@@ -12,9 +12,7 @@ OrderServicesData::OrderServicesData(OrderManager &owner,
      order_factory(sec_db, order_router, b),
      last_timer_ev(
          Timer::now(),
-          to<mercury::TimeStampStr>(datetime::FIX_timestamp(datetime::now()))),
-      id_gen("orderman_ids",5000)
-{
+          to<mercury::TimeStampStr>(datetime::FIX_timestamp(datetime::now()))) {

   auto &all_connections = config::get<config::JetFIX>().connection();
   for (auto const &c : all_connections)
@@ -9,7 +9,7 @@

 #include "lib/mercury/events/TimerEvent.h"
 #include "lib/md/SecurityOracle.h"
-#include "lib/orderman/actors/IExecutionGateway.h"
+#include "lib/orderman/actors/ExecutionGateway.h"
 #include "lib/orderman/events/ActivateOrderEvent.h"
 #include "lib/orderman/events/BookUpdateEvent.h"
 #include "lib/orderman/events/TickerUpdateEvent.h"
@@ -33,7 +33,6 @@
 #include "lib/orderman/limiter/Limiter.h"
 #include "lib/orderman/order_router/OrderRouter.h"
 #include "lib/utils/datetime.h"
-#include "lib/utils/Puid.h"

 #include <boost/date_time/posix_time/posix_time.hpp>

@@ -52,10 +51,7 @@ struct SessionServicesData {
                       trace::PerfLog &log, md::SecurityOracle o)
       : session(cfg.name()), gw_connected(false), cfg(cfg),
         governor(cfg.max_order_msgs_per_window(), cfg.window_duration_msecs()),
-         gw(ExecutionGatewayFactory::create_gateway(cfg, log, o)) 
-   {
-      
-   }
+         gw(cfg, log,o) {}

   std::string session;
   std::vector<jetfix::OutFIXPtr> free_buffers;
@@ -72,7 +68,7 @@ struct SessionServicesData {
   Governor governor;
   jetfix::OutFIXPtr current_buffer;
   trace::CorID current_trace;
-   std::unique_ptr<IExecutionGateway> gw;
+   ExecutionGateway gw;
   mercury::Stream<NewExecutionReportEvent> exe_report_pub;
   mercury::Stream<GatewayStatusChangeEvent> gw_status_change_pub;
   mercury::Stream<CancelRejectEvent> cancel_reject_pub;
@@ -109,8 +105,7 @@ class OrderServicesData {
   mercury::Stream<OrderOpResultEvent> report_order_op_result_pub;
   mercury::TimerEvent last_timer_ev;
   std::vector<std::unique_ptr<SessionServicesData>> sessions;
-   utils::IDGenerator id_gen ;
-   
+
   SessionServicesData &get_session(std::string const &session_name) {
      for (auto &s : sessions)
         if (s->session == session_name)
@@ -57,14 +57,14 @@ class SessionServices {
      _gateway_status_sub = src._gateway_status_sub;
      return *this;
   }
-   
-   config::JetFIX::Connection const &session_cfg() const {
-      return _session_data->cfg;
-   }   

 protected:
   std::string const &session_name() const { return _session_data->session; }

+   config::JetFIX::Connection const &session_cfg() const {
+      return _session_data->cfg;
+   }
+
   void queue_fix(jetfix::MessageTypes mt, jetfix::FIXFragment const &f,
                  trace::CorID const &corid) {
      auto &stream = _session_data->current_buffer->first_stream();
@@ -10,8 +10,7 @@
 // order types
 #include "lib/orderman/order_factory/DynamicOrderRegistry.h"
 #include "lib/orderman/orders/DynamicOrder.h"
-#include "lib/orderman/orders/GLBXNativeOrder.h"
-#include "lib/orderman/orders/ICENativeOrder.h"
+#include "lib/orderman/orders/NativeOrder.h"
 #include "lib/orderman/orders/TimeBoxOrder.h"
 #include "lib/orderman/orders/TriggerOrder.h"
 #include "lib/orderman/orders/algo/AlgoWrapperOrder.h"
@@ -114,24 +113,6 @@ Order &OrderFactory::recover(api::orderman::OrderRecord const &rec) {
   return order;
 }

-NativeOrder *OrderFactory::make_order(const api::Venue exchange) {
-   if (exchange == api::Venue::VENUE_ICE ||
-       exchange == api::Venue::VENUE_SIMICE)
-      return new ICENativeOrder();
-   else
-      return new GLBXNativeOrder();
-}
-
-NativeOrder *
-OrderFactory::make_native_order(const api::orderman::OrderDefinition &def) {
-   auto secptr = me->sec_db.resolve(SecurityKey(def.security_key()));
-   if (secptr == nullptr)
-      return new GLBXNativeOrder(); // GLBX Native can handle unresolved
-                                    // securities
-   else
-      return make_order(secptr->exchange());
-}
-
 Order &OrderFactory::recreate_from_exe_report(ExecutionReport const &r) {
   using namespace api::orderman;

@@ -140,7 +121,7 @@ Order &OrderFactory::recreate_from_exe_report(ExecutionReport const &r) {
   case NATIVE_ORDER_TYPE_LIMIT:
   case NATIVE_ORDER_TYPE_STOP:
   case NATIVE_ORDER_TYPE_STOP_LIMIT: {
-      std::unique_ptr<NativeOrder> native_order(make_order(r.exchange));
+      auto native_order = std::make_unique<NativeOrder>();
      native_order->_key = r.order_key;
      native_order->_parent_key = null_order_key();
      auto def = native_order->on_init_from_exe_report(
@@ -170,7 +151,7 @@ Order &OrderFactory::allocate(OrderKey k, OrderKey pk,
   case CustomOrderDefinition::kStop:
   case CustomOrderDefinition::kStopLimit:
   case CustomOrderDefinition::kGlbxIceberg:
-      order_ptr.reset(make_native_order(def));
+      order_ptr.reset(new NativeOrder());
      break;
   case CustomOrderDefinition::kIceberg:
      order_ptr.reset(
@@ -11,7 +11,6 @@ class ISecurityDB;
 }
 namespace orderman {
 class Order;
-class NativeOrder;
 class DynamicOrderRegistry;
 } // namespace orderman
 namespace orderman {
@@ -46,8 +45,6 @@ class OrderFactory : public IOrderFactory {
 private:
   Order &allocate(OrderKey k, OrderKey pk,
                   api::orderman::OrderDefinition const &);
-   NativeOrder* make_order(const api::Venue exchange);
-   NativeOrder* make_native_order(const api::orderman::OrderDefinition& def);   
   struct PImpl;

   std::unique_ptr<PImpl> me;
@@ -35,10 +35,6 @@ public:
   mercury::TimeStampStr transact_time;
   config::JetFIX::Connection const *cfg;
   std::string msg;
-   api::Venue exchange;
-   int64_t ice_cl_ord_id;
-   int32_t ice_company_id;
-   std::string memo;
 };

 }}
@@ -7,7 +7,6 @@
 #include "lib/jetfix/codec/i32_toa.h"
 #include "lib/jetfix/codec/MessageDefinitions.h"
 #include "lib/utils/bts_assert.h"
-#include "lib/utils/base62.h"

 namespace bts {
 namespace api {class Security;}
@@ -18,8 +17,6 @@ constexpr int clordid_sz() {return 20;}
 constexpr int price_sz() {return 17;}
 constexpr int quantity_sz() {return 6;}
 constexpr int max_show_sz() {return 6;}
-constexpr int memo_sz() {return 12;}
-constexpr int ice_orderid_sz() {return 12;}

 inline void encode_clorid(OrderKey ok, SecurityKey sk,std::string *out) {
   u32_toa(sk.value(),&((*out)[0]),clordid_sz()/2);
@@ -41,7 +38,8 @@ inline void decode_clorid(std::string const&in, OrderKey *ok, SecurityKey *sk)

 template <class MSG>
 OrderKey get_order_key(MSG const &msg)
-{   
+{
+   
   bts_assert(msg.template has<jetfix::fix::ClOrdID> ());
   OrderKey result;
   SecurityKey dummy;
@@ -49,47 +47,4 @@ OrderKey get_order_key(MSG const &msg)
   return result;
 }

-inline void encode_memo(OrderKey ok, SecurityKey sk, std::string *out) 
-{
-   auto ok_string = utils::to_base_62(ok.value());
-   auto sk_string = utils::to_base_62(sk.value());
-   bts_assert_msg(ok_string.size() == 6 && sk_string.size() == 6, "base62 encoding didn't work");
-   *out = ok_string + sk_string;   
-}
-
-inline void decode_memo(const std::string& in, OrderKey* ok, SecurityKey* sk)
-{
-   bts_assert(in.size() == memo_sz());   
-   char buffer[memo_sz()/2+1];
-   buffer[memo_sz()/2] = 0;
-   std::memcpy(buffer,&in[0],memo_sz()/2);
-   *ok = OrderKey( utils::from_base_62(std::string(buffer)) );
-
-   std::memcpy(buffer,&in[memo_sz()/2],memo_sz()/2);
-   *sk = SecurityKey( utils::from_base_62(std::string(buffer)) );
-}
-
-template <class MSG>
-std::string get_ice_order_id_string(const MSG& msg)
-{   
-   bts_assert(msg.template has<jetfix::fix::Int_OrderID>());
-   std::string oid_string(ice_orderid_sz(), ' '); 
-   
-   int64_t id = msg.template get<jetfix::fix::Int_OrderID>();   
-   u64_toa(id, &(oid_string[0]), ice_orderid_sz() );
-   return oid_string;
-}
-
-template <class MSG>
-std::string get_ice_clord_id_string(const MSG& msg)
-{   
-   bts_assert(msg.template has<jetfix::fix::Int_ClOrdID>());
-   std::string oid_string(ice_orderid_sz(), ' '); 
-   
-   int64_t id = msg.template get<jetfix::fix::Int_ClOrdID>();   
-   u64_toa(id, &(oid_string[0]), ice_orderid_sz() );
-   return oid_string;
-}
-
-
 }}
@@ -1,76 +0,0 @@
-#pragma once
-
-#include "lib/orderman/orders/NativeOrder.h"
-#include "lib/tracing/PerfLog.h"
-#include <memory>
-
-namespace bts {
-namespace orderman {
-struct RoutingRecord;
-class NewExecutionReportEvent;
-class CancelRejectEvent;
-class GatewayStatusChangeEvent;
-class ExecutionReport;
-
-class GLBXNativeOrder : public NativeOrder {
- public:
-   GLBXNativeOrder();
-   ~GLBXNativeOrder() override;
-
-   api::orderman::OrderDefinition const &definition() const override;
-   void on_init_new(api::orderman::OrderDefinition const &,
-                    const PreActivationOrderServices &) override;
-   void on_init_recovered(api::orderman::OrderRecord const &,
-                          const PreActivationOrderServices &) override;
-
-   OrderOpResult on_activate(Price, Quantity, OrderServices &) override;
-   OrderOpResult on_update(Price, Quantity) override;
-   OrderOpResult on_update(api::orderman::Update const &) override;
-   OrderOpResult on_detach() override;
-   OrderOpResult on_cancel() override;
-   void on_attached(api::orderman::OrderDefinition const &new_parent) override;
-
-   api::orderman::OrderDefinition
-   on_init_from_exe_report(ExecutionReport const &,
-                           const PreActivationOrderServices &) override;
-   void ignore_or_cancel(std::string const &,
-                         api::orderman::OrderError,
-                         OrderOpResult *out) ;
-
- protected:
-   void warm_up_activate(OrderServicesData &, OrderServices &) override;
-
- private:
-   struct PImpl;
-   std::unique_ptr<PImpl> me;
-   void on_exe_report(const NewExecutionReportEvent &);
-   void on_cancel_reject(const CancelRejectEvent &);
-   void on_gateway_status(const GatewayStatusChangeEvent &);
-   void report_state();
-   OrderOpResult _on_activate(log::Level reject_level,
-                              log::Level transition_level, Price p, Quantity q,
-                              bts::orderman::OrderServices &services);
-   void init_fix();
-   void add_exchange_order_id_to_fix();
-
-   void transition(log::Level,
-                   api::orderman::OrderStatus new_state,
-                   std::string const &msg);
-   void transition(api::orderman::OrderStatus new_state,
-                   std::string const &msg);
-   void transition(api::orderman::OrderStatus new_state);
-   void transition_to_error(api::orderman::NativeOrderState::SubError sub_error,
-                            std::string const &msg);
-
-   void update_working_position();
-   bool has_exchange_order_id();
-   Quantity position_contribution();
-   bool is_old_exe_report(api::orderman::NativeOrderState &,
-                          const NewExecutionReportEvent &) const;
-   bool terminal_state(api::orderman::OrderStatus status) const;
-   api::orderman::NativeOrderState &
-   get_native_state(api::orderman::OrderState &);
-};
-
-} // namespace orderman
-} // namespace bts
@@ -1,82 +0,0 @@
-#pragma once
-
-#include "lib/orderman/orders/NativeOrder.h"
-#include "lib/tracing/PerfLog.h"
-#include <memory>
-
-namespace bts {
-namespace orderman {
-struct RoutingRecord;
-class NewExecutionReportEvent;
-class CancelRejectEvent;
-class GatewayStatusChangeEvent;
-class ExecutionReport;
-
-class ICENativeOrder : public NativeOrder {
- public:
-   ICENativeOrder();
-   ~ICENativeOrder() override;
-
-   const api::orderman::OrderDefinition& definition() const override;
-   void on_init_new(const api::orderman::OrderDefinition&,
-                    const PreActivationOrderServices&) override;
-   void on_init_recovered(const api::orderman::OrderRecord&,
-                          const PreActivationOrderServices &) override;
-
-   OrderOpResult on_activate(Price, Quantity, OrderServices &) override;
-   OrderOpResult on_update(Price, Quantity) override;
-   OrderOpResult on_update(const api::orderman::Update&) override;
-   OrderOpResult on_detach() override;
-   OrderOpResult on_cancel() override;
-   void on_attached(const api::orderman::OrderDefinition &new_parent) override;
-
-   api::orderman::OrderDefinition
-   on_init_from_exe_report(const ExecutionReport &, const PreActivationOrderServices &) override;
-   void ignore_or_cancel(const std::string&, api::orderman::OrderError, OrderOpResult* out);
-
- protected:
-   void warm_up_activate(OrderServicesData &, OrderServices &) override;
-   void init_recovered_common(const api::orderman::OrderRecord &,
-                              const PreActivationOrderServices &);
-   
-
- private:
-   struct PImpl;
-   std::unique_ptr<PImpl> me;
-   void on_exe_report(const NewExecutionReportEvent &);
-   void on_cancel_reject(const CancelRejectEvent &);
-   void on_gateway_status(const GatewayStatusChangeEvent &);
-   void report_state();
-   OrderOpResult _on_activate(log::Level reject_level,
-                              log::Level transition_level, Price p, Quantity q,
-                              bts::orderman::OrderServices &services);
-   void init_fix();
-   void add_exchange_order_id_to_fix();
-
-   void transition(log::Level,
-                   api::orderman::OrderStatus new_state,
-                   const std::string& msg);
-   void transition(api::orderman::OrderStatus new_state,
-                   const std::string& msg);
-   void transition(api::orderman::OrderStatus new_state);
-   void transition_to_error(api::orderman::NativeOrderState::SubError sub_error,
-                            const std::string& msg);
-
-   void update_working_position();
-   bool has_exchange_order_id();
-   Quantity position_contribution();
-   bool is_old_exe_report(api::orderman::NativeOrderState &,
-                          const NewExecutionReportEvent &) const;
-   bool terminal_state(api::orderman::OrderStatus status) const;
-   api::orderman::NativeOrderState &
-   get_native_state(api::orderman::OrderState &);
-      
-   int64_t get_new_clordid();
-   int64_t get_clordid(uint64_t);
-   void setup_ids(const std::string& sender_compid);
-   void generate_update_ids(const std::string&);
-   void generate_cancel_ids(const std::string&);
-};
-
-} // namespace orderman
-} // namespace bts
@@ -1,4 +1,4 @@
-#include "GLBXNativeOrder.h"
+#include "NativeOrder.h"

 #include "lib/api/services/OrderService.pb.h"
 #include "lib/config/config.h"
@@ -28,7 +28,7 @@ using namespace api::orderman;

 OrderStatus map_external_status(NativeOrderStatus);

-struct GLBXNativeOrder::PImpl {
+struct NativeOrder::PImpl {
   PImpl()
       : services(nullptr), session_services(), sec(nullptr),
         previous_position_contribution(0), definition(), state(),
@@ -72,14 +72,14 @@ struct GLBXNativeOrder::PImpl {
   std::optional<std::pair<Price, Quantity>> buffered_update;
 };

-GLBXNativeOrder::GLBXNativeOrder() : me(new PImpl()) {}
+NativeOrder::NativeOrder() : me(new PImpl()) {}

-OrderDefinition const &GLBXNativeOrder::definition() const {
+OrderDefinition const &NativeOrder::definition() const {
   return me->definition;
 }

-void GLBXNativeOrder::on_init_new(OrderDefinition const &def,
-                                  const PreActivationOrderServices &serv) {
+void NativeOrder::on_init_new(OrderDefinition const &def,
+                              const PreActivationOrderServices &serv) {
   // order was just created.
   me->definition = def;

@@ -161,8 +161,8 @@ void GLBXNativeOrder::on_init_new(OrderDefinition const &def,
   init_fix();
 }

-void GLBXNativeOrder::on_init_recovered(OrderRecord const &rec,
-                                        const PreActivationOrderServices &serv) {
+void NativeOrder::on_init_recovered(OrderRecord const &rec,
+                                    const PreActivationOrderServices &serv) {
   // order was recovered from our orders database or from an execution
   // report

@@ -231,8 +231,8 @@ void GLBXNativeOrder::on_init_recovered(OrderRecord const &rec,
 }

 api::orderman::OrderDefinition
-GLBXNativeOrder::on_init_from_exe_report(ExecutionReport const &er,
-                                         const PreActivationOrderServices &os) {
+NativeOrder::on_init_from_exe_report(ExecutionReport const &er,
+                                     const PreActivationOrderServices &os) {
   auto k = er.order_key;

   OrderRecord orecord;
@@ -330,10 +330,10 @@ GLBXNativeOrder::on_init_from_exe_report(ExecutionReport const &er,
   return orecord.def();
 }

-GLBXNativeOrder::~GLBXNativeOrder() {}
+NativeOrder::~NativeOrder() {}

-void GLBXNativeOrder::warm_up_activate(OrderServicesData &data,
-                                       OrderServices &services) {
+void NativeOrder::warm_up_activate(OrderServicesData &data,
+                                   OrderServices &services) {
   bts_assert(!me->services);
   me->services = &services;

@@ -358,9 +358,9 @@ void GLBXNativeOrder::warm_up_activate(OrderServicesData &data,
 }

 OrderOpResult
-GLBXNativeOrder::_on_activate(log::Level reject_level, log::Level transition_level,
-                              Price p, Quantity q,
-                              bts::orderman::OrderServices &services) {
+NativeOrder::_on_activate(log::Level reject_level, log::Level transition_level,
+                          Price p, Quantity q,
+                          bts::orderman::OrderServices &services) {
   me->state.set_price(p.value());
   me->state.set_quantity(q.value());
   me->state.set_filled_quantity(0);
@@ -467,8 +467,8 @@ GLBXNativeOrder::_on_activate(log::Level reject_level, log::Level transition_lev
   return OrderOpResult{};
 }

-OrderOpResult GLBXNativeOrder::on_activate(Price p, Quantity q,
-                                           bts::orderman::OrderServices &services) {
+OrderOpResult NativeOrder::on_activate(Price p, Quantity q,
+                                       bts::orderman::OrderServices &services) {
   bts_assert(!me->services);
   me->services = &services;
   auto result = OrderOpResult{};
@@ -476,7 +476,7 @@ OrderOpResult GLBXNativeOrder::on_activate(Price p, Quantity q,

   case ORDER_STATUS_INACTIVE: {
      auto scoped_log =
-         services.log_scope("GLBXNativeOrder::on_activate", key().value());
+          services.log_scope("NativeOrder::on_activate", key().value());
      // this is a brand new order

      result = _on_activate(Warn, Info, p, q, services);
@@ -570,19 +570,19 @@ OrderOpResult GLBXNativeOrder::on_activate(Price p, Quantity q,
   return result;
 }

-OrderOpResult GLBXNativeOrder::on_update(Price p, Quantity q) {
+OrderOpResult NativeOrder::on_update(Price p, Quantity q) {
   api::orderman::Update update;
   update.set_price(p.value());
   update.set_quantity(q.value());
   return on_update(update);
 }

-OrderOpResult GLBXNativeOrder::on_update(api::orderman::Update const &update) {
+OrderOpResult NativeOrder::on_update(api::orderman::Update const &update) {
   auto p = Price(update.price());
   auto q = Quantity(update.quantity());

   auto scoped_log =
-       me->services->log_scope("GLBXNativeOrder::on_update", key().value());
+       me->services->log_scope("NativeOrder::on_update", key().value());
   auto result = OrderOpResult{};

   switch (me->state.status()) {
@@ -707,9 +707,9 @@ OrderOpResult GLBXNativeOrder::on_update(api::orderman::Update const &update) {
   return result;
 }

-OrderOpResult GLBXNativeOrder::on_detach() { return OrderOpResult{}; }
+OrderOpResult NativeOrder::on_detach() { return OrderOpResult{}; }

-void GLBXNativeOrder::on_attached(
+void NativeOrder::on_attached(
    api::orderman::OrderDefinition const &new_parent) {
   switch (me->state.status()) {

@@ -764,9 +764,9 @@ void GLBXNativeOrder::on_attached(
   }
 }

-OrderOpResult GLBXNativeOrder::on_cancel() {
+OrderOpResult NativeOrder::on_cancel() {
   auto scoped_log =
-       me->services->log_scope("GLBXNativeOrder::on_cancel", key().value());
+       me->services->log_scope("NativeOrder::on_cancel", key().value());
   auto result = OrderOpResult{};

   switch (me->state.status()) {
@@ -822,7 +822,7 @@ OrderOpResult GLBXNativeOrder::on_cancel() {
   return result;
 }

-bool GLBXNativeOrder::is_old_exe_report(
+bool NativeOrder::is_old_exe_report(
    api::orderman::NativeOrderState &native_state,
    const NewExecutionReportEvent &er) const {
   if (native_state.last_transact_time().size() !=
@@ -844,9 +844,9 @@ bool GLBXNativeOrder::is_old_exe_report(
   return true;
 }

-void GLBXNativeOrder::on_exe_report(const NewExecutionReportEvent &er) {
+void NativeOrder::on_exe_report(const NewExecutionReportEvent &er) {
   auto scoped_log =
-       me->services->log_scope("GLBXNativeOrder::on_exe_report", key().value());
+       me->services->log_scope("NativeOrder::on_exe_report", key().value());

   auto &state = me->state;
   auto &native_state = get_native_state(state);
@@ -969,7 +969,7 @@ void GLBXNativeOrder::on_exe_report(const NewExecutionReportEvent &er) {
   }
 }

-void GLBXNativeOrder::on_cancel_reject(const orderman::CancelRejectEvent &cr) {
+void NativeOrder::on_cancel_reject(const orderman::CancelRejectEvent &cr) {
   LOG(OrderMan, Warn, "Cancel reject received for order {}", key().value());

   switch (me->state.status()) {
@@ -997,7 +997,7 @@ void GLBXNativeOrder::on_cancel_reject(const orderman::CancelRejectEvent &cr) {
   }
 }

-void GLBXNativeOrder::on_gateway_status(const GatewayStatusChangeEvent &ev) {
+void NativeOrder::on_gateway_status(const GatewayStatusChangeEvent &ev) {
   if (ev.is_connected) {
      switch (me->state.status()) {
      case ORDER_STATUS_COMPLETED:
@@ -1057,7 +1057,7 @@ void GLBXNativeOrder::on_gateway_status(const GatewayStatusChangeEvent &ev) {
   report_state();
 }

-void GLBXNativeOrder::update_working_position() {
+void NativeOrder::update_working_position() {
   if (me->sec) {
      auto current_position = position_contribution();
      auto previous_position = me->previous_position_contribution;
@@ -1082,12 +1082,12 @@ void GLBXNativeOrder::update_working_position() {
          key().value(), me->definition.security_key());
 }

-void GLBXNativeOrder::report_state() {
+void NativeOrder::report_state() {
   update_working_position();
   me->services->report_state(me->state);
 }

-void GLBXNativeOrder::init_fix() {
+void NativeOrder::init_fix() {
   bts_assert(me->sec);

   using namespace jetfix;
@@ -1253,7 +1253,7 @@ void GLBXNativeOrder::init_fix() {
   }
 }

-void GLBXNativeOrder::add_exchange_order_id_to_fix() {
+void NativeOrder::add_exchange_order_id_to_fix() {
   bts_assert(has_exchange_order_id());
   me->update_encoding.add<jetfix::fix::OrderID>(me->exchange_order_id);
   me->cancel_encoding.add<jetfix::fix::OrderID>(me->exchange_order_id);
@@ -1296,16 +1296,16 @@ OrderStatus map_external_status(NativeOrderStatus status) {
   return ORDER_STATUS_ERROR;
 }

-bool GLBXNativeOrder::has_exchange_order_id() {
+bool NativeOrder::has_exchange_order_id() {
   return me->exchange_order_id.size();
 }

-void GLBXNativeOrder::transition(api::orderman::OrderStatus new_status,
+void NativeOrder::transition(api::orderman::OrderStatus new_status,
                             std::string const &msg) {
   transition(Info, new_status, msg);
 }

-void GLBXNativeOrder::transition(log::Level level,
+void NativeOrder::transition(log::Level level,
                             api::orderman::OrderStatus new_status,
                             std::string const &msg) {
   auto const &from = OrderStatus_Name(me->state.status());
@@ -1317,7 +1317,7 @@ void GLBXNativeOrder::transition(log::Level level,
   me->state.set_last_msg(msg);
 }

-void GLBXNativeOrder::transition(api::orderman::OrderStatus new_status) {
+void NativeOrder::transition(api::orderman::OrderStatus new_status) {
   auto const &from = OrderStatus_Name(me->state.status());
   auto const &to = OrderStatus_Name(new_status);
   if (from != to)
@@ -1330,7 +1330,7 @@ void GLBXNativeOrder::transition(api::orderman::OrderStatus new_status) {
   me->state.set_status(new_status);
 }

-void GLBXNativeOrder::transition_to_error(
+void NativeOrder::transition_to_error(
    api::orderman::NativeOrderState::SubError sub_error,
    std::string const &msg) {
   me->state.mutable_limit()->mutable_native_state()->set_sub_error_code(
@@ -1338,7 +1338,7 @@ void GLBXNativeOrder::transition_to_error(
   transition(ORDER_STATUS_ERROR, msg);
 }

-Quantity GLBXNativeOrder::position_contribution() {
+Quantity NativeOrder::position_contribution() {
   switch (me->state.status()) {

   case ORDER_STATUS_WORKING:
@@ -1363,7 +1363,7 @@ Quantity GLBXNativeOrder::position_contribution() {
   return Quantity(0);
 }

-bool GLBXNativeOrder::terminal_state(api::orderman::OrderStatus status) const {
+bool NativeOrder::terminal_state(api::orderman::OrderStatus status) const {
   switch (status) {

   case ORDER_STATUS_COMPLETED:
@@ -1389,7 +1389,7 @@ bool GLBXNativeOrder::terminal_state(api::orderman::OrderStatus status) const {
 }

 api::orderman::NativeOrderState &
-GLBXNativeOrder::get_native_state(api::orderman::OrderState &st) {
+NativeOrder::get_native_state(api::orderman::OrderState &st) {
   switch (st.custom_case()) {
   case OrderState::kMarket:
      return *st.mutable_market()->mutable_native_state();
@@ -1410,7 +1410,7 @@ GLBXNativeOrder::get_native_state(api::orderman::OrderState &st) {
   return *st.mutable_stop_limit()->mutable_native_state();
 }

-void GLBXNativeOrder::ignore_or_cancel(std::string const &msg,
+void NativeOrder::ignore_or_cancel(std::string const &msg,
                                   api::orderman::OrderError error,
                                   OrderOpResult *out) {
   if (parent_key() == null_order_key())
@@ -2,19 +2,75 @@

 #include "lib/api/services/OrderService.pb.h"
 #include "lib/orderman/orders/Order.h"
+#include "lib/tracing/PerfLog.h"
+#include <memory>

 namespace bts {
 namespace orderman {
+struct RoutingRecord;
+class NewExecutionReportEvent;
+class CancelRejectEvent;
+class GatewayStatusChangeEvent;
 class ExecutionReport;

 class NativeOrder : public Order {
 public:
-   NativeOrder() = default;
-   ~NativeOrder() override {};
+   NativeOrder();
+   ~NativeOrder() override;
+
+   api::orderman::OrderDefinition const &definition() const;
+   void on_init_new(api::orderman::OrderDefinition const &,
+                    const PreActivationOrderServices &) override;
+   void on_init_recovered(api::orderman::OrderRecord const &,
+                          const PreActivationOrderServices &) override;
+
+   OrderOpResult on_activate(Price, Quantity, OrderServices &) override;
+   OrderOpResult on_update(Price, Quantity) override;
+   OrderOpResult on_update(api::orderman::Update const &) override;
+   OrderOpResult on_detach() override;
+   OrderOpResult on_cancel() override;
+   void on_attached(api::orderman::OrderDefinition const &new_parent) override;

-   virtual api::orderman::OrderDefinition const &definition() const = 0;
   api::orderman::OrderDefinition
-   virtual on_init_from_exe_report(ExecutionReport const &, const PreActivationOrderServices &) = 0;
+   on_init_from_exe_report(ExecutionReport const &,
+                           const PreActivationOrderServices &);
+
+ protected:
+   void warm_up_activate(OrderServicesData &, OrderServices &) override;
+
+ private:
+   struct PImpl;
+   std::unique_ptr<PImpl> me;
+   void on_exe_report(const NewExecutionReportEvent &);
+   void on_cancel_reject(const CancelRejectEvent &);
+   void on_gateway_status(const GatewayStatusChangeEvent &);
+   void report_state();
+   OrderOpResult _on_activate(log::Level reject_level,
+                              log::Level transition_level, Price p, Quantity q,
+                              bts::orderman::OrderServices &services);
+   void init_fix();
+   void add_exchange_order_id_to_fix();
+
+   void transition(log::Level,
+                   api::orderman::OrderStatus new_state,
+                   std::string const &msg);
+   void transition(api::orderman::OrderStatus new_state,
+                   std::string const &msg);
+   void transition(api::orderman::OrderStatus new_state);
+   void transition_to_error(api::orderman::NativeOrderState::SubError sub_error,
+                            std::string const &msg);
+
+   void update_working_position();
+   bool has_exchange_order_id();
+   Quantity position_contribution();
+   bool is_old_exe_report(api::orderman::NativeOrderState &,
+                          const NewExecutionReportEvent &) const;
+   bool terminal_state(api::orderman::OrderStatus status) const;
+   api::orderman::NativeOrderState &
+   get_native_state(api::orderman::OrderState &);
+   void ignore_or_cancel(std::string const &,
+                         api::orderman::OrderError,
+                         OrderOpResult *out) ;
 };

 } // namespace orderman
@@ -3065,7 +3065,7 @@ TEST_CASE ("spreader_perf_2legs", "[spreader]")
 }
 TEST_CASE ("spreader_perf_4legs", "[spreader]")
 {
-   bool recomp = gen_rand(0,10) > 5;
+   bool recomp = false;//gen_rand(0,10) > 5;
   bts::orderman::OrderKey order_key(0);
   Price spreader_price = Price (40);
   Quantity spreader_quantity = Quantity (250);
@@ -1,4 +1,3 @@
-#ifndef _WIN32
 #include "Puid.h"

 #include "../os/os.h"
@@ -8,17 +7,17 @@
 #include <fstream>
 #include <vector>

-#include <boost/algorithm/string/classification.hpp>
-#include <boost/algorithm/string/predicate.hpp>
-#include <boost/algorithm/string/split.hpp>
-#include <boost/filesystem.hpp>
 #include <boost/interprocess/sync/file_lock.hpp>
 #include <boost/interprocess/sync/scoped_lock.hpp>
+#include <boost/algorithm/string/predicate.hpp>
+#include <boost/algorithm/string/split.hpp>
+#include <boost/algorithm/string/classification.hpp>
+#include <boost/filesystem.hpp>

-#include <iomanip>
-#include <stdint.h>
 #include <tbb/mutex.h>
+#include <iomanip>
 #include <time.h>
+#include <stdint.h>

 namespace bts {
 namespace utils {
@@ -36,99 +35,93 @@ const std::string counter_file_name = "counter_file";
 // relying on the fact that metadata changes (like renaming) are
 // atomic to provide transactional updates to a counter file which is
 // used to generate uuids.
-//
-// Write process (on Foo.txt):
-// - Step W1: Acquire "write lock" on the existing file.
-// - Step W2: Copy the old file in a new unique temporary file. (copy Foo.txt
-// Foo.TmpNNNN.txt)
-// - Step W3: Apply the writes to the new file (Foo.TmpNNNN.txt).
-// - Step W4: Flush all the writes (for example those being remaining in the
-// cache manager).
-// - Step W5: Rename the old file in a new unique Alternate form (ren Foo.txt
-// Foo.AltNNNN.txt)
-// - Step W6: Rename the new file into the old file (ren Foo.TmpNNNN.txt
-// Foo.txt)
-// - Step W7: Delete the old Alternate file (del Foo.AltNNNN.txt). If this
-// fails, simply ignore. The file will be deleted later during the next
-// recovery.
+// 
+// Write process (on Foo.txt): 
+// - Step W1: Acquire "write lock" on the existing file. 
+// - Step W2: Copy the old file in a new unique temporary file. (copy Foo.txt Foo.TmpNNNN.txt)
+// - Step W3: Apply the writes to the new file (Foo.TmpNNNN.txt). 
+// - Step W4: Flush all the writes (for example those being remaining in the cache manager). 
+// - Step W5: Rename the old file in a new unique Alternate form (ren Foo.txt Foo.AltNNNN.txt)
+// - Step W6: Rename the new file into the old file (ren Foo.TmpNNNN.txt Foo.txt)
+// - Step W7: Delete the old Alternate file (del Foo.AltNNNN.txt). If this fails, simply ignore. The file will be deleted later during the next recovery. 
 // - Step W8: Release "write lock" on the existing file.

-// Recovery from a crash during write (on Foo.txt):
-// - Step R1: If Foo.txt is missing but we have both Foo.AltNNNN.txt and
-// Foo.TmpNNNN.txt present, then we crashed between Step W5 and Step W6. Retry
-// from Step W6.
-// - Step R2: If Foo.txt is present but Foo.TmpNNNN.txt is also present, then we
-// crashed before Step W5. Try to delete all Foo.TmpNNNN.txt files and ignore
-// failures.
-// - Step R3: If Foo.txt is present but Foo.AltNNNN.txt is also present, then we
-// crashed between Step W6 and Step W7. Try to delete all Foo.AltNNNN.txt files
-// and ignore failures.
+// Recovery from a crash during write (on Foo.txt): 
+// - Step R1: If Foo.txt is missing but we have both Foo.AltNNNN.txt and Foo.TmpNNNN.txt present, then we crashed between Step W5 and Step W6. Retry from Step W6. 
+// - Step R2: If Foo.txt is present but Foo.TmpNNNN.txt is also present, then we crashed before Step W5. Try to delete all Foo.TmpNNNN.txt files and ignore failures. 
+// - Step R3: If Foo.txt is present but Foo.AltNNNN.txt is also present, then we crashed between Step W6 and Step W7. Try to delete all Foo.AltNNNN.txt files and ignore failures.

-void init_store(std::string const &path, std::string const &lock_path,
-                std::string const &counter_path) {
-   if (!boost::filesystem::is_directory(path)) {
+void init_store (std::string const &path,
+                 std::string const &lock_path,
+                 std::string const &counter_path)
+{
+   if (!boost::filesystem::is_directory(path))
+   {
      boost::filesystem::create_directories(path);
-      std::ofstream fs(lock_path.c_str());
-      std::ofstream fc(counter_path.c_str());
+      std::ofstream fs(lock_path.c_str ());
+      std::ofstream fc(counter_path.c_str ());
      fc << 0;
   }
 }

-std::string find_file(std::string const &path, std::string const &ending) {
+std::string find_file (std::string const &path, std::string const &ending)
+{
   for (boost::filesystem::directory_iterator p =
-            boost::filesystem::directory_iterator(path);
-        p != boost::filesystem::directory_iterator(); p++) {
-      std::string fn(p->path().string());
+           boost::filesystem::directory_iterator (path);
+        p != boost::filesystem::directory_iterator (); p++)
+   {
+      std::string fn (p->path ().string ());
      if (boost::algorithm::ends_with(fn, ending))
         return fn;
   }
-   return std::string();
+   return std::string ();
 }

 // boost::filesystem::copy_file is broken for C++ 11 unless one compiles boost
-// with c++ 11. (See
-// http://boost.2283326.n4.nabble.com/Filesystem-problems-with-g-std-c-0x-td2639716.html)
+// with c++ 11. (See http://boost.2283326.n4.nabble.com/Filesystem-problems-with-g-std-c-0x-td2639716.html)
 // so we provide our own.
-void copy_file(std::string const &in, std::string const &out) {
-   std::fstream f(in.c_str(), std::fstream::in | std::fstream::binary);
+void copy_file(std::string const&in, std::string const &out)
+{
+   std::fstream f(in.c_str (), std::fstream::in|std::fstream::binary);
   f << std::noskipws;
   std::istream_iterator<unsigned char> begin(f);
   std::istream_iterator<unsigned char> end;
-
-   std::fstream f2(out.c_str(), std::fstream::out | std::fstream::trunc |
-                                    std::fstream::binary);
+ 
+   std::fstream f2(out.c_str (), std::fstream::out|std::fstream::trunc|std::fstream::binary);
   std::ostream_iterator<char> begin2(f2);
   std::copy(begin, end, begin2);
 }

-uint32_t get_host_ip_uint32(std::string const &ip) {
+uint32_t get_host_ip_uint32 (std::string const &ip)
+{
   std::vector<std::string> split_vec;
-   boost::algorithm::split(split_vec, ip, boost::algorithm::is_any_of("."));
-   bts_assert(split_vec.size() == 4);
+   boost::algorithm::split( split_vec, ip,boost::algorithm::is_any_of(".") );
+   bts_assert (split_vec.size () == 4);
   uint32_t result = 0;
   int idx = 0;
   for (std::string &byte : split_vec) {
-      uint32_t this_byte = atoi(byte.c_str());
+      uint32_t this_byte = atoi (byte.c_str ());
      this_byte = (this_byte << (idx++ * 8));
      result += this_byte;
   }
   return result;
 }

-std::string &get_host_ip_string(std::string const &ip) {
+std::string &get_host_ip_string (std::string const &ip)
+{
   static std::string result;
-   if (result.size() == 0) {
+   if (result.size () == 0) {
      std::ostringstream result_stream;
-
-      bts_assert(ip.size());
-      bts_assert(ip != "127.0.0.1");
-      std::istringstream ip_str(ip);
+      
+      bts_assert (ip.size ());
+      bts_assert (ip != "127.0.0.1");
+      std::istringstream ip_str (ip);

      for (int i = 0; i < 4; i++) {
         int b;
         ip_str >> b;
-         ip_str.get();
-
+         ip_str.get ();
+         
         char high_nibble = (b & 0xf0) >> 4;
         char low_nibble = b & 0x0f;
         if (high_nibble >= 10)
@@ -141,13 +134,14 @@ std::string &get_host_ip_string(std::string const &ip) {
            low_nibble += '0';
         result_stream << high_nibble << low_nibble;
      }
-      result = result_stream.str();
+      result = result_stream.str ();
   }
   return result;
 }

-uint64_t reserve_ids(std::string const &scope, int n_ids) {
-   tbb::mutex::scoped_lock l(lock);
+uint64_t reserve_ids (std::string const &scope, int n_ids)
+{
+   tbb::mutex::scoped_lock l (lock);

   // we risk race conditions if the directory is not there.
   // but that's OK, this is rare and easily manageable.
@@ -155,82 +149,83 @@ uint64_t reserve_ids(std::string const &scope, int n_ids) {
   std::string lock_path = path + "/" + lock_file_name;
   std::string counter_path = path + "/" + counter_file_name;

-   init_store(path, lock_path, counter_path);
+   init_store (path,lock_path, counter_path);

   // W1
-   boost::interprocess::file_lock f_lock(lock_path.c_str());
-   boost::interprocess::scoped_lock<boost::interprocess::file_lock> scope_lock(
-       f_lock);
+   boost::interprocess::file_lock f_lock(lock_path.c_str ());
+   boost::interprocess::scoped_lock<boost::interprocess::file_lock> scope_lock (f_lock);

-   std::string tmp_file = find_file(path, ".tmp");
-   std::string alt_file = find_file(path, ".alt");
-   std::string counter_file = find_file(path, counter_file_name);
+   std::string tmp_file = find_file (path, ".tmp");
+   std::string alt_file = find_file (path, ".alt");
+   std::string counter_file = find_file (path, counter_file_name);

   // r1?
-   if (counter_file.size() == 0 && tmp_file.size() && alt_file.size()) {
-      boost::filesystem::rename(tmp_file, counter_path);
-      boost::filesystem::remove(alt_file);
-      f_lock.unlock();
-      lock.unlock();
-      return reserve_ids(scope, n_ids);
-
+   if (counter_file.size () == 0 && tmp_file.size () && alt_file.size ()) {
+      boost::filesystem::rename (tmp_file,counter_path);
+      boost::filesystem::remove (alt_file);
+      f_lock.unlock ();
+      lock.unlock ();
+      return reserve_ids (scope,n_ids);
+      
   }
   // r2
-   else if (counter_file.size() && tmp_file.size()) {
-      boost::filesystem::remove(tmp_file);
-      f_lock.unlock();
-      lock.unlock();
-      return reserve_ids(scope, n_ids);
+   else if (counter_file.size () && tmp_file.size ()) {
+      boost::filesystem::remove (tmp_file);
+      f_lock.unlock ();
+      lock.unlock ();
+      return reserve_ids (scope,n_ids);
   }
   // r3
-   else if (counter_file.size() && alt_file.size()) {
-      boost::filesystem::remove(alt_file);
-      f_lock.unlock();
-      lock.unlock();
-      return reserve_ids(scope, n_ids);
+   else if (counter_file.size () && alt_file.size ()) {
+      boost::filesystem::remove (alt_file);
+      f_lock.unlock ();
+      lock.unlock ();
+      return reserve_ids (scope,n_ids);
   } else {
-
+      
      // W2, copy counter file to a temp file
-      tmp_file = path + "/" + Uuid().to_text_string() + ".tmp";
-      copy_file(counter_path, tmp_file);
+      tmp_file  = path + "/" + Uuid ().to_text_string () + ".tmp";
+      copy_file (counter_path, tmp_file);

      // W3, W4 update temp file, close and flush
      uint64_t counter_value;
-      std::ifstream(tmp_file.c_str()) >> counter_value;
-      std::ofstream(tmp_file.c_str()) << counter_value + n_ids;
-
+      std::ifstream (tmp_file.c_str ()) >> counter_value;
+      std::ofstream (tmp_file.c_str ()) << counter_value + n_ids;
+   
      // W5, rename counter file to an alt file (renames are atomic)
-      alt_file = path + "/" + Uuid().to_text_string() + ".alt";
-      boost::filesystem::rename(counter_path, alt_file);
+      alt_file  = path + "/" + Uuid ().to_text_string () + ".alt";
+      boost::filesystem::rename (counter_path, alt_file);

-      // W6, rename temp file to counter file
-      boost::filesystem::rename(tmp_file, counter_path);
+      // W6, rename temp file to counter file 
+      boost::filesystem::rename (tmp_file,counter_path);

      // W7 delete alt file
-      boost::filesystem::remove(alt_file);
+      boost::filesystem::remove (alt_file);

      return counter_value;
   }
 }

-std::vector<uint64_t> gen_ids(std::string const &scope, int n_ids) {
-   auto counter_value = reserve_ids(scope, n_ids);
+std::vector<uint64_t> gen_ids (std::string const &scope, int n_ids)
+{
+   auto counter_value = reserve_ids (scope,n_ids);
   std::vector<uint64_t> result;
   for (int i = 0; i < n_ids; i++)
-      result.push_back(counter_value + i);
+      result.push_back (counter_value + i);
   return result;
 }

-static char base_62_alphabet[] = {
-    '0', '1', '2', '3', '4', '5', '6', '7', '8', '9', 'a', 'b', 'c',
-    'd', 'e', 'f', 'g', 'h', 'i', 'j', 'k', 'l', 'm', 'n', 'o', 'p',
-    'q', 'r', 's', 't', 'u', 'v', 'w', 'x', 'y', 'z', 'A', 'B', 'C',
-    'D', 'E', 'F', 'G', 'H', 'I', 'J', 'K', 'L', 'M', 'N', 'O', 'P',
-    'Q', 'R', 'S', 'T', 'U', 'V', 'W', 'X', 'Y', 'Z'};
+static char base_62_alphabet [] = {
+   '0','1','2','3','4','5','6','7','8','9','a','b','c','d','e','f',
+   'g','h','i','j','k','l','m','n','o','p','q','r','s','t','u','v',
+   'w','x','y','z','A','B','C','D','E','F','G','H','I','J','K','L',
+   'M','N','O','P','Q','R','S','T','U','V','W','X','Y','Z'
+};

-std::string to_base_62(uint32_t src) {
-   std::string out(6, ' ');
-   for (int i = 5; i >= 0; i--) {
+std::string to_base_62 (uint32_t src)
+{
+   std::string out (6, ' ');
+   for (int i=5; i >= 0;i--) {
      int r = src % 62;
      out[i] = base_62_alphabet[r];
      src = src / 62;
@@ -238,46 +233,47 @@ std::string to_base_62(uint32_t src) {
   return out;
 }

-void to_base_62(std::vector<uint32_t> const &id_vec, std::vector<char> *out) {
-   for (auto src : id_vec)
-      for (int i = 5; i >= 0; i--) {
+void to_base_62 (std::vector<uint32_t> const &id_vec, std::vector<char> *out)
+{
+   for (auto src : id_vec) 
+      for (int i=5; i >= 0;i--) {
         int r = src % 62;
-         out->push_back(base_62_alphabet[r]);
+         out->push_back (base_62_alphabet[r]);
         src = src / 62;
      }
 }

-uint64_t gen_id(std::string const &scope) {
-   std::vector<uint64_t> result = gen_ids(scope, 1);
+uint64_t gen_id (std::string const &scope)
+{
+   std::vector<uint64_t> result = gen_ids (scope, 1);
   return result[0];
 }

-std::vector<Puid> gen_puids(std::string const &scope, int n_puids) {
+std::vector<Puid> gen_puids (std::string const &scope, int n_puids)
+{
   // first generate a series of unique uint32 numbers (For this machine)
-   std::vector<uint64_t> ids = gen_ids(scope, n_puids);
+   std::vector<uint64_t> ids = gen_ids (scope, n_puids);

   // now add the host ip and a timer string to the generated id to
   // guarantee uniqueness across machines
-   uint32_t ip = get_host_ip_uint32(os::default_host_ip());
-   std::string encoded_ip(to_base_62(ip));
-
-   uint32_t seconds = time(NULL);
-   std::string encoded_time(to_base_62(seconds));
-
+   uint32_t ip = get_host_ip_uint32 (os::default_host_ip ());
+   std::string encoded_ip (to_base_62 (ip));
+   
+   uint32_t seconds = time (NULL);
+   std::string encoded_time (to_base_62 (seconds));
+   
   std::vector<Puid> result;
   for (uint32_t id : ids) {
      std::ostringstream s;
-      s << encoded_ip << "-" << encoded_time << "-" << to_base_62(id);
-      result.push_back(s.str());
+      s << encoded_ip << "-" << encoded_time << "-" << to_base_62 (id);
+      result.push_back (s.str ());
   }
   return result;
 }

-Puid gen_puid(std::string const &scope) {
-   return *(gen_puids(scope, 1).begin());
+Puid gen_puid (std::string const &scope)
+{
+   return *(gen_puids (scope,1).begin ());
 }

-
-} // namespace utils
-} // namespace bts
-#endif
+}}
@@ -1,12 +1,10 @@
 #pragma once

 #include "bts_export.h"
-#include "lib/utils/bts_assert.h"

-#include <mutex>
-#include <stdint.h>
 #include <string>
 #include <vector>
+#include <stdint.h>

 namespace bts {
 namespace utils {
@@ -21,77 +19,21 @@ typedef std::string Puid;
 // machine's ip, the unix time (seconds since 1970) and a machine
 // unique counter. id's are 20 bytes long and can contain [a-z], [A-Z]
 // [0-9] and -
-BTS_EXPORT std::vector<Puid> gen_puids(std::string const &scope, int n_puids);
-BTS_EXPORT Puid gen_puid(std::string const &scope);
+BTS_EXPORT std::vector<Puid> gen_puids (std::string const &scope, int n_puids);
+BTS_EXPORT Puid gen_puid (std::string const &scope);

 // generate machine unique ids (no guarantees of uniqueness across
 // machines)
-BTS_EXPORT std::vector<uint64_t> gen_ids(std::string const &scope, int n_ids);
+BTS_EXPORT  std::vector<uint64_t> gen_ids (std::string const &scope, int n_ids);
 // Similar to the above but instead of copying the ids to a vector
 // this simply returns the first free id (x) and skips ahead by n_ids
 // so that the next gen_id call will will be x+n_ids
-BTS_EXPORT uint64_t reserve_ids(std::string const &scope, int n_ids);
+BTS_EXPORT  uint64_t reserve_ids (std::string const &scope, int n_ids);
 // generate a single id
-BTS_EXPORT uint64_t gen_id(std::string const &scope);
+BTS_EXPORT  uint64_t gen_id (std::string const &scope);

 // convert a uint32 to a 6 byte human readeable string containing only
 // alpha numerical characters.
-BTS_EXPORT std::string to_base_62(uint32_t id);
-BTS_EXPORT void to_base_62(std::vector<uint32_t> const &ids,
-                           std::vector<char> *out);
-
-#ifndef _WIN32
-class BTS_EXPORT IDGenerator {
- public:
-   IDGenerator(std::string const &scope, uint32_t batch_size)
-       : _batch_size(batch_size), _next(0), _end(0), _scope(scope), _lock() {
-      bts_assert((int)batch_size > 0);
-      refill();
-   }
-
-   // next should only be called from a single thread
-   uint64_t next() {
-      if (_remaning() == 0) {
-         std::lock_guard _(_lock);
-         if (!_next_block.has_value())
-            _get_next_block();
-
-         bts_assert(_next_block.has_value());
-         _next = _next_block.value().first;
-         _end = _next_block.value().second;
-         _next_block.reset();
-      }
-      bts_assert(_remaning() > 0);
-      return _next++;
-   }
-
-   // refill can be called from any thread
-   void refill() {
-      std::lock_guard _(_lock);
-      if (!_next_block.has_value())
-         _get_next_block();
-   }
-
- private:
-   uint64_t _remaning() {
-      bts_assert(_end >= _next);
-      return _end - _next;
-   }
-
-   void _get_next_block() {
-      auto block_start = reserve_ids(_scope, _batch_size);
-      auto block_end = block_start + _batch_size;
-      _next_block = std::make_pair(block_start, block_end);
-   }
-
-   const uint32_t _batch_size;
-   uint64_t _next;
-   uint64_t _end;
-   const std::string _scope;
-   std::mutex _lock;
-   std::optional<std::pair<uint64_t, uint64_t>> _next_block;
-};
-#endif
-
-} // namespace utils
-} // namespace bts
+BTS_EXPORT std::string to_base_62 (uint32_t id);
+BTS_EXPORT void to_base_62 (std::vector<uint32_t> const &ids, std::vector<char> *out);
+}}
@@ -1,46 +0,0 @@
-#pragma once
-
-#include <utility>
-#include <memory>
-#include <algorithm>
-#include <cmath>
-
-#include "lib/utils/bts_assert.h"
-
-namespace bts {
-namespace utils {
-   
-static char base_62_alphabet [] = 
-{
-   '0','1','2','3','4','5','6','7','8','9','a','b','c','d','e','f',
-   'g','h','i','j','k','l','m','n','o','p','q','r','s','t','u','v',
-   'w','x','y','z','A','B','C','D','E','F','G','H','I','J','K','L',
-   'M','N','O','P','Q','R','S','T','U','V','W','X','Y','Z'
-};
-
-inline std::string to_base_62 (uint32_t src)
-{
-   std::string out (6, ' ');
-   for (int i=5; i >= 0; i--) 
-   {
-      int r = src % 62;
-      out[i] = base_62_alphabet[r];
-      src = src / 62;
-   }
-   return out;
-}
-
-inline uint32_t from_base_62 (const std::string& src)
-{
-   bts_assert_msg(src.size() == 6, "bad base62 hash");
-   uint32_t out = 0;
-   for (int i=5; i >= 0; i--) 
-   {
-      uint32_t idx = std::distance(&base_62_alphabet[0], std::find(&base_62_alphabet[0], &base_62_alphabet[61], src[i]));
-      out += idx * pow(62, 5-i);      
-   }
-   return out;
-}
-
-
-}}
@@ -350,6 +350,14 @@ bool is_local_time_sunday() {
   auto now = local_now();
   return now.date().day_of_week() == boost::date_time::Sunday;
 }
+bool is_local_time_near_sunday_sunday() {
+   auto now = local_now();
+   auto day = now.date().day_of_week();
+   auto hour = now.time_of_day().hours();
+   return 
+      day == boost::date_time::Sunday
+      || ( day == boost::date_time::Monday && hour < 6);
+}
 bool is_local_time_between(int hh_start, int mm_start, int hh_end, int mm_end) {
   using namespace boost::posix_time;
   auto now = local_now();
@@ -86,6 +86,7 @@ extern "C" BTS_EXPORT LLDateTime ll_from_parts(int year, int month, int day, int
 BTS_EXPORT LLDateTime ll_from_date(const Date& date);

 bool is_local_time_sunday();
+bool is_local_time_near_sunday_sunday();
 bool is_local_time_between(int hh_start, int mm_start, int hh_end, int mm_end);

 #ifndef NO_CPP0X
@@ -1,55 +0,0 @@
-#ifndef _WIN32
-#include "../Puid.h"
-#include "catch/catch.hpp"
-
-namespace bts {
-  
-TEST_CASE("IDGenerator", "[utils]") {
-   SECTION("1") {
-      utils::IDGenerator gen("test",1);
-      auto start = gen.next();
-      for (int i = 0; i < 10;i++) {
-         auto previous_start = start;
-         start = gen.next();
-         REQUIRE( start == previous_start + 1);
-      }
-   }
-   SECTION("10") {
-      utils::IDGenerator gen("test",4);
-      auto start = gen.next();
-      for (int i = 0; i < 10;i++) {
-         auto previous_start = start;
-         start = gen.next();
-         REQUIRE( start == previous_start + 1);
-      }
-   }
-   SECTION("10_interference") {
-      utils::IDGenerator gen("test",4);
-      auto start = gen.next();
-      auto previous_start = start;
-      auto interferance = utils::reserve_ids("test", 3);
-
-      previous_start = start;
-      start = gen.next();
-      REQUIRE( start == previous_start + 1);
-
-      previous_start = start;
-      start = gen.next();
-      REQUIRE( start == previous_start + 1);
-
-      previous_start = start;
-      start = gen.next();
-      REQUIRE( start == previous_start + 1);
-
-      previous_start = start;
-      start = gen.next();
-      REQUIRE( interferance + 3 == start);
-
-      previous_start = start;
-      start = gen.next();
-      REQUIRE( start == previous_start + 1);
-   }
-}
-
-}//ns
-#endif
@@ -6,7 +6,7 @@ namespace cmd {

 int RunSim::execute(std::vector<std::string> const &)
 {
-   sim::start_exchange_sim(api::Venue::VENUE_SIM, nullptr);
+   sim::start_exchange_sim(nullptr);
   return 0;
 }

@@ -10,7 +10,6 @@
 #include <fstream>

 #include "lib/os/os.h"
-#include "lib/domain_model/Security.pb.h"
 #include "lib/config/protos/Ports.pb.h"
 #include "lib/config/protos/ExchangeSimCfg.pb.h"
 #include "lib/config/config.h"
@@ -126,31 +125,20 @@ struct MDPlayer : md::IRelayWriter
 };


-int start_exchange_sim(bts::api::Venue venue, md::MBOWriter* mbo)
+int start_exchange_sim(md::MBOWriter* mbo)
 {
   try
   {
      auto str_settings = std::string(cfg);
-      auto venue_string = api::Venue_Name(venue);
-      boost::replace_all(str_settings,"$BTS_DATA_PATH", os::bts_data_path() + "_" + venue_string);
-      std::string port_string;
-      switch(venue)
-      {
-         case api::VENUE_SIM:
-            port_string = std::to_string(config::get<config::Ports>().glbx_sim_fix_port());
-            break;
-         case api::VENUE_SIMICE:
-            port_string = std::to_string(config::get<config::Ports>().ice_sim_fix_port());
-            break;
-         default:
-            bts_assert_msg(false, "Not a valid sim venue");
-      }
-      boost::replace_all(str_settings,"$EXCHANGE_SIM_FIX_PORT", port_string); 
+      boost::replace_all(str_settings,"$BTS_DATA_PATH", os::bts_data_path());
+      boost::replace_all(str_settings,"$EXCHANGE_SIM_FIX_PORT",
+                         std::to_string(
+                            config::get<config::Ports>().exchange_sim_fix_port())); 

      std::istringstream str{str_settings};
      FIX::SessionSettings settings( str );

-      ex_sim::ExchangeSimApplication application( venue, mbo );
+      ex_sim::ExchangeSimApplication application(mbo);
      FIX::FileStoreFactory storeFactory( settings );
      FIX::FileLogFactory logFactory( settings );
      FIX::SocketAcceptor acceptor( application, storeFactory, settings, logFactory );
@@ -1,12 +1,11 @@
 #pragma once

 #include <memory>
-#include "lib/domain_model/Security.pb.h"

 namespace bts {
 namespace md { class MBOWriter; }
 namespace sim {

-int start_exchange_sim(bts::api::Venue, md::MBOWriter*);
+int start_exchange_sim(md::MBOWriter*);

 }}
@@ -106,19 +106,15 @@ inline FIX::OrderID exchange_key(const std::string &clOrdID) {
 }

 struct ExchangeSimApplication::PImpl {
-   PImpl(bts::api::Venue venue, md::MBOWriter* mbo)
-       : venue(venue),
-         producer(co2::PLATFORM_SIM),
-         md_sn(1),
+   PImpl(md::MBOWriter *mbo)
+       : producer(co2::PLATFORM_SIM), md_sn(1),
         timer(utils::Dispatcher::background(), 200,
               [=]() { producer.heartbeat(); }),
         do_merge_with_md(config::get<config::ExchangeSim>().merge_with_md()),
-         store(new persistence::SqliteStore("ex_sim_orders_" + api::Venue_Name(venue))),
-         lock(),
+         store(new persistence::SqliteStore("ex_sim_orders")), lock(),
         mbo(mbo) {}

   IDGenerator m_generator;
-   bts::api::Venue venue;
   md::MDProducer producer;
   std::map<std::string, MDConsumerRec> md_consumer_recs;
   std::map<std::string, md::MDProducerHandle> md_producer_handles;
@@ -131,7 +127,8 @@ struct ExchangeSimApplication::PImpl {
   md::MBOWriter *mbo;
 };

-ExchangeSimApplication::ExchangeSimApplication(bts::api::Venue venue, md::MBOWriter* mbo) : me(new PImpl(venue, mbo)) {
+ExchangeSimApplication::ExchangeSimApplication(md::MBOWriter *mbo)
+    : me(new PImpl(mbo)) {
   auto previous_book = me->store->retrieve_all();

   auto all = me->store->retrieve_all()["books"];
@@ -555,7 +552,7 @@ void ExchangeSimApplication::update_md(std::string const &sec_desc) {
 }

 std::string get_sim_sec_desc(api::Security const &src_sec) {
-   return std::string("SIM:") + securities::descriptor(src_sec);
+   return std::string("SIM:") + src_sec.glbx().security_desc();
 }

 void negate_id(api::Security *sec) {
@@ -579,28 +576,18 @@ void ExchangeSimApplication::persist_book(OrderBook const &b) {
 void ExchangeSimApplication::on_new_security(api::Security const &s) {
   std::lock_guard<std::mutex> l(me->lock);
   if (!s.has_synthetic()) {
-      md::with_security_like(s, [this, s](auto &fs) 
-      {
-         auto s2 = s;         
-         if(s.exchange() == api::VENUE_GLBX && me->venue == api::VENUE_SIM)
-         {
-            *s2.mutable_glbx()->mutable_security_desc() = get_sim_sec_desc(s);
-            s2.set_exchange(api::VENUE_SIM);
-         }
-         else if(me->venue == api::VENUE_ICE && me->venue == api::VENUE_SIMICE)
-         {
-            *s2.mutable_ice()->mutable_security_desc() = get_sim_sec_desc(s);
-            s2.set_exchange(api::VENUE_SIMICE);
-         }
-         else
-            return;
+      md::with_security_like(s, [this, s](auto &fs) {
+         auto s2 = s;
+         *s2.mutable_glbx()->mutable_security_desc() = get_sim_sec_desc(s);
+         s2.set_exchange(api::VENUE_SIM);
         negate_id(&s2);
         md::convert_security(s2, fs, true);
         md::MDProducerHandle handle = me->producer.add_security(fs);
         auto sec_desc = securities::descriptor(s2);
         me->md_producer_handles.insert(make_pair(sec_desc, handle));
-         me->md_consumer_recs.insert(make_pair(securities::descriptor(s),
-                                     MDConsumerRec{s2, utils::TimeStamp::now()}));
+         me->md_consumer_recs.insert(
+             make_pair(s.glbx().security_desc(),
+                       MDConsumerRec{s2, utils::TimeStamp::now()}));
      });
   }
 }
@@ -667,9 +654,8 @@ void ExchangeSimApplication::on_depth(
   if (!me->do_merge_with_md)
      return;

-   auto it = me->md_consumer_recs.find(securities::descriptor(sec));
-   if(it == me->md_consumer_recs.end())
-      return;
+   auto it = me->md_consumer_recs.find(sec.glbx().security_desc());
+   bts_assert(it != me->md_consumer_recs.end());

   auto &matcher = me->matchers[get_sim_sec_desc(sec)];
   Book previous_md_book = matcher.get_book();
@@ -689,7 +675,7 @@ void ExchangeSimApplication::on_depth(

   // from the differences between current_md_book and previous_md_book
   // we generate a set of orders that we apply to our order book
-   merge_with_order_book(securities::descriptor(it->second.security),
+   merge_with_order_book(it->second.security.glbx().security_desc(),
                         previous_md_book, current_md_book);

   // pass on implied market unchanged
@@ -40,7 +40,6 @@ GCC_DIAG_OFF("-Wignored-qualifiers")
 #include <quickfix/fix42/NewOrderSingle.h>
 #include <quickfix/fix42/OrderCancelRequest.h>
 #include "server/sparkd/exchange_sim/IMDPlayerObserver.h"
-#include "lib/domain_model/Security.pb.h"

 namespace bts {
 namespace api {class Security;}
@@ -56,7 +55,7 @@ class ExchangeSimApplication
     public FIX::MessageCracker
 {
 public:
-   ExchangeSimApplication(bts::api::Venue venue, md::MBOWriter*);
+   ExchangeSimApplication(md::MBOWriter*);
   ~ExchangeSimApplication();
   void merge_with_md_book();

@@ -14,20 +14,13 @@ namespace md {
 namespace ice {
   
 template <>
-double double_of_price<onixs_ice::Rational>(const onixs_ice::Rational& price, int8_t denominator) 
+double double_of_price<onixs_ice::Rational>(const onixs_ice::Rational& price, int8_t display_factor) 
 {
-   UNUSED(denominator);
+   UNUSED(display_factor);
   double dbl = price.convertTo<double>();
   return dbl;
 }   

-template<>
-void ICEListener::set_security_specific<onixs_ice::FuturesProductDefinition>(const onixs_ice::FuturesProductDefinition& def, 
-                                                                             FixedSecurity& fsec)
-{
-   fsec.cash_per_point = double_of_price(def.tickValue, fsec.ice_price_denominator);
-   //fsec.cash_per_point = def.tickValue;   
-}

 ICEListener::ICEListener(ICESecurityIndex& index, MDProducer& producer, const std::vector<MDProducerChannel> channels) :
   _index(index),
@@ -42,21 +35,20 @@ ICEListener::~ICEListener() {}

 std::string ICEListener::parse_contract_symbol(const std::string& sym)
 {
-   auto end = sym.find(' ');
-   if(end == std::string::npos)
-      return sym;
-   else
-      return sym.substr(0, end);
+   const auto&& res = sym.substr(0, sym.find(' '));
+   return res;
 }

 //   
 //State change
-void ICEListener::onHandlerStateChange(const onixs_ice::HandlerStateChange&) 
+void ICEListener::onHandlerStateChange(const onixs_ice::HandlerStateChange& ) 
 {
+   //TODO
 }
   
-void ICEListener::onMarketStateChange(const onixs_ice::MarketStateChange& , const onixs_ice::MessageInfo&)
+void ICEListener::onMarketStateChange(const onixs_ice::MarketStateChange& , const onixs_ice::MessageInfo& )
 {
+   //TODO
 }

 //
@@ -92,12 +84,18 @@ void ICEListener::onNewExpiry(const onixs_ice::NewExpiry& msg, bool& is_interest

 void ICEListener::onFuturesStrategyDefinition(const onixs_ice::FuturesStrategyDefinition& def, bool& is_interested) 
 {
-    on_uds_future_spread(def, is_interested);
+   //TODO need to find out how to produce data for testing
+   //on_uds_future_spread(def, is_interested);
+   UNUSED(def);
+   UNUSED(is_interested);   
 }
 //This is only for UDS
 void ICEListener::onNewFuturesStrategyDefinition(const onixs_ice::NewFuturesStrategyDefinition& msg, bool& is_interested, const onixs_ice::MessageInfo& )
 {
-   on_uds_future_spread(msg, is_interested);
+   //TODO need to find out how to produce data for testing
+   //on_uds_future_spread(msg, is_interested);
+   UNUSED(msg);
+   UNUSED(is_interested);      
 }
   
 void ICEListener::onOptionsProductDefinition(const onixs_ice::OptionsProductDefinition& msg, bool& is_interested) 
@@ -124,49 +122,19 @@ void ICEListener::onNewOptionsStrategyDefinition(const onixs_ice::NewOptionsStra
 }

 //
-
+// Gap Recovery -- This is not necessary if we subscribe to the onOrderBookUpdated callback, they handle the breaks transparently 
 void ICEListener::onMarketSnapshot(const onixs_ice::MarketSnapshot& msg, const onixs_ice::MessageInfo& msg_info) 
 {
+   UNUSED(msg);
   UNUSED(msg_info);
-   auto* data = _index.get_security(msg.marketId);
-   if (data != nullptr) 
-   {
-      bts_assert(data->id == msg.marketId);
-      auto ts = utils::TimeStamp::now();
-      auto settle_denominator = data->handle.security().ice_settle_denominator;
-      data->handle.update_settlement( ts,  convert_price(msg.settlementPrice, settle_denominator), date_of_timestamp(msg.settlePriceDateTime) );
-      
-      LOG(md,Diag,"OnixSICE Got Market Snap : {} - {}", std::to_string(data->id), std::to_string(msg.settlementPrice));
-      
-      auto deal_denominator = data->handle.security().ice_deal_denominator;
-      data->handle.update_opening( ts,  double_of_price(msg.openingPrice, deal_denominator), datetime::today() );
-      data->handle.update_session_high( ts,  double_of_price(msg.high, deal_denominator) );
-      data->handle.update_session_low( ts,  double_of_price(msg.low, deal_denominator) );      
-      
-      data->handle.set_last_trade( ts, pricesize_of_price_size(msg.lastTradePrice, deal_denominator, msg.lastTradeQuantity), 
-                                   ll_of_timestamp(msg.lastTradeDateTime), msg.volume );            
-   }        
 }

-void ICEListener::onMarketStatistics(const onixs_ice::MarketStatistics& msg, const onixs_ice::MessageInfo& msg_info)
-{
-   UNUSED(msg_info);
-   auto* data = _index.get_security(msg.marketId);
-   if (data != nullptr) 
-   {
-      bts_assert(data->id == msg.marketId);
-      data->handle.set_total_volume(msg.volume);
-   }   
-}
-
-// Gap Recovery -- This is not necessary if we subscribe to the onOrderBookUpdated callback, they handle the breaks transparently 
 void ICEListener::onMarketSnapshotOrder(const onixs_ice::MarketSnapshotOrder& msg, const onixs_ice::MessageInfo& msg_info) 
 {
   UNUSED(msg);
   UNUSED(msg_info);
 }

-// Gap Recovery -- This is not necessary if we subscribe to the onOrderBookUpdated callback, they handle the breaks transparently 
 void ICEListener::onMarketSnapshotPriceLevel(const onixs_ice::MarketSnapshotPriceLevel& msg, const onixs_ice::MessageInfo& msg_info) 
 {
   UNUSED(msg);
@@ -183,7 +151,7 @@ void ICEListener::onOrderBookUpdated(const onixs_ice::OrderBook& onixs_book, con
   if (data == nullptr) 
      return;
   bts_assert(data->id == onixs_book.marketId());
-   auto denominator = data->handle.security().ice_price_denominator;
+   auto display_factor = data->handle.security().display_factor;

   // Overwrite all entries every time
   size_t bids_size = onixs_book.bids().size();
@@ -201,21 +169,20 @@ void ICEListener::onOrderBookUpdated(const onixs_ice::OrderBook& onixs_book, con
   {
      auto& bid = onixs_book.bids()[x];
      if(x < COCONUT_MAX_DEPTH)
-         dbids[x] = pricesize_of_price_size(bid.price, denominator, bid.quantity - bid.impliedQuantity);   
+         dbids[x] = pricesize_of_price_size(bid.price, display_factor, bid.quantity - bid.impliedQuantity);   
      if(x < COCONUT_MAX_IMPLIED_DEPTH)
-         ibids[x] = pricesize_of_price_size(bid.price, denominator, bid.impliedQuantity);   
+         ibids[x] = pricesize_of_price_size(bid.price, display_factor, bid.impliedQuantity);   
   }      
   for (size_t x = 0; x < asks_size; ++x) 
   {
      auto& ask = onixs_book.offers()[x];
      if(x < COCONUT_MAX_DEPTH)
-         dasks[x] = pricesize_of_price_size(ask.price, denominator, ask.quantity - ask.impliedQuantity);
+         dasks[x] = pricesize_of_price_size(ask.price, display_factor, ask.quantity - ask.impliedQuantity);
      if(x < COCONUT_MAX_IMPLIED_DEPTH)
-         iasks[x] = pricesize_of_price_size(ask.price, denominator, ask.impliedQuantity);
+         iasks[x] = pricesize_of_price_size(ask.price, display_factor, ask.impliedQuantity);
   } 
   data->handle.update_books(TimeStamp::now(), dbids, dasks, ibids, iasks, (uint32_t) msg_info.sequenceNumber);
-} 
-
+}

 //
 // Trades
@@ -232,13 +199,12 @@ AggressorSide map_aggressor(onixs_ice::AggressorSide::Enum agside)
   }
 }

-void on_trade(ICESecurityData* data, const onixs_ice::Price& price, int size, 
-              onixs_ice::AggressorSide::Enum agside, const onixs_ice::DateTime& onixs_date, bool from_spread) 
+void on_trade(ICESecurityData* data, const onixs_ice::Price& price, int size, onixs_ice::AggressorSide::Enum agside, const onixs_ice::DateTime& onixs_date) 
 {
   auto ts = utils::TimeStamp::now();
-   PriceSize ps = pricesize_of_price_size(price, data->handle.security().ice_deal_denominator, size);
+   PriceSize ps = pricesize_of_price_size(price, data->handle.security().display_factor, size);
   auto date = ll_of_timestamp(onixs_date);
-   data->handle.add_trade(ts, ps, date, map_aggressor(agside), 0u, from_spread);
+   data->handle.add_trade(ts, ps, date, map_aggressor(agside), size);
 }

 void ICEListener::onTrade(const onixs_ice::Trade& msg, const onixs_ice::MessageInfo& ) 
@@ -250,7 +216,7 @@ void ICEListener::onTrade(const onixs_ice::Trade& msg, const onixs_ice::MessageI
      auto size = msg.quantity;
      auto price = msg.price;
      onixs_ice::AggressorSide::Enum agside = msg.aggressorSide;
-      on_trade(data, price, size, agside, msg.transactDateTime, msg.isSystemPricedLeg);
+      on_trade(data, price, size, agside, msg.transactDateTime);
   }   
 }

@@ -298,12 +264,10 @@ void ICEListener::onSettlementPrice(const onixs_ice::SettlementPrice& msg, const
   if (data != nullptr) 
   {
      bts_assert(data->id == msg.marketId);
-      auto ts = utils::TimeStamp::now();
-      auto price = msg.settlementPrice;
-      auto time = msg.dateTime;
-      auto denominator = data->handle.security().ice_settle_denominator;
-      LOG(md,Diag,"OnixSICE Got Settlement: {} - {}", std::to_string(data->id), std::to_string(price));
-      data->handle.update_settlement(ts, convert_price(price, denominator), date_of_timestamp(time));
+      onixs_ice::Price price = msg.settlementPrice;
+      onixs_ice::DateTime time = msg.dateTime;
+      auto display_factor = data->handle.security().display_factor;
+      data->handle.update_settlement(utils::TimeStamp::now(),  convert_price(price, display_factor), date_of_timestamp(time));
   }   
 }

@@ -321,8 +285,8 @@ void ICEListener::onOpenPrice(const onixs_ice::OpenPrice& msg, const onixs_ice::
      bts_assert(data->id == msg.marketId);
      onixs_ice::Price price = msg.openPrice;
      onixs_ice::DateTime time = msg.dateTime;
-      auto denominator = data->handle.security().ice_deal_denominator;
-      data->handle.update_opening( utils::TimeStamp::now(),  double_of_price(price, denominator), date_of_timestamp(time));
+      auto display_factor = data->handle.security().display_factor;
+      data->handle.update_opening( utils::TimeStamp::now(),  double_of_price(price, display_factor), date_of_timestamp(time));
   }   
 }

@@ -334,8 +298,8 @@ void ICEListener::onClosePrice(const onixs_ice::ClosePrice& msg, const onixs_ice
      bts_assert(data->id == msg.marketId);
      onixs_ice::Price price = msg.closePrice;
      onixs_ice::DateTime time = msg.dateTime;
-      auto denominator = data->handle.security().ice_deal_denominator;
-      data->handle.update_closing( utils::TimeStamp::now(),  double_of_price(price, denominator), date_of_timestamp(time));
+      auto display_factor = data->handle.security().display_factor;
+      data->handle.update_closing( utils::TimeStamp::now(),  double_of_price(price, display_factor), date_of_timestamp(time));
   }     
 }

@@ -346,16 +310,11 @@ void ICEListener::onEndOfDayMarketSummary(const onixs_ice::EndOfDayMarketSummary
   {
      bts_assert(data->id == msg.marketId);
      onixs_ice::DateTime time = msg.dateTime;
-      auto ts = utils::TimeStamp::now();
-      auto settle_denominator = data->handle.security().ice_settle_denominator;
-      data->handle.update_settlement( ts,  convert_price(msg.settlementPrice, settle_denominator), date_of_timestamp(time) );
-      
-      LOG(md,Warn,"OnixSICE Got EOD Market : {} - {}", std::to_string(data->id), std::to_string(msg.settlementPrice));
-      
-      auto deal_denominator = data->handle.security().ice_deal_denominator;
-      data->handle.update_opening( ts,  double_of_price(msg.openingPrice, deal_denominator), date_of_timestamp(time) );
-      data->handle.update_session_high( ts,  double_of_price(msg.high, deal_denominator) );
-      data->handle.update_session_low( ts,  double_of_price(msg.low, deal_denominator) );      
+      auto display_factor = data->handle.security().display_factor;
+      data->handle.update_opening( utils::TimeStamp::now(),  double_of_price(msg.openingPrice, display_factor), date_of_timestamp(time) );
+      data->handle.update_session_high( utils::TimeStamp::now(),  double_of_price(msg.high, display_factor) );
+      data->handle.update_session_low( utils::TimeStamp::now(),  double_of_price(msg.low, display_factor) );
+      data->handle.update_settlement( utils::TimeStamp::now(),  convert_price(msg.settlementPrice, display_factor), date_of_timestamp(time) );
   }        
 }

@@ -21,7 +21,7 @@ namespace ice {
 class ICEListener :
   public onixs_ice::ExchangeListener, //One Thread
   public onixs_ice::HandlerStateChangeListener, //One thread
-   public onixs_ice::OrderBookUpdateListener, //One thread 
+   public onixs_ice::OrderBookUpdateListener, //One thread //TODO?
   public onixs_ice::FeedListener, //Multi thread
   public onixs_ice::ErrorListener, //Multi thread
   public onixs_ice::WarningListener //Multi thread
@@ -85,7 +85,6 @@ public:
   void onOpenPrice(const onixs_ice::OpenPrice& msg, const onixs_ice::MessageInfo& msgInfo) override;
   void onClosePrice(const onixs_ice::ClosePrice& msg, const onixs_ice::MessageInfo& msgInfo) override;
   void onEndOfDayMarketSummary(const onixs_ice::EndOfDayMarketSummary& msg, const onixs_ice::MessageInfo& msgInfo) override;
-   void onMarketStatistics(const onixs_ice::MarketStatistics& msg, const onixs_ice::MessageInfo& msgInfo) override;

   // Feed   
   void onMulticastMessageBlockBegin(onixs_ice::FeedId feedId, const onixs_ice::MessageInfo& msgInfo) override;
@@ -105,8 +104,6 @@ private:
   template<typename Definition>
   void set_security_common(const Definition& def, FixedSecurity& fsec);
   template<typename Definition>
-   void set_security_specific(const Definition& def, FixedSecurity& fsec);   
-   template<typename Definition>
   void on_future(const Definition& def, bool& is_interested);
   template<typename Definition>
   void on_uds_future_spread(const Definition& def, bool& is_interested);
@@ -124,12 +121,9 @@ private:
   SecurityFilterAction filter_security(int exchange_id, const Definition& def) 
   {
      if (_index.has_security(exchange_id)) 
-      {
-         LOG(md,Warn, "Duplicate exchange ID {} - {}", std::to_string(exchange_id), def.contractSymbol);
         return SKIP;
-      }
-      if(_symbol_filter.count("*") > 0)
-         return ADD;
+      // if(_symbol_filter.count("*") > 0)
+      //    return ADD;
      return _symbol_filter.count( parse_contract_symbol(def.contractSymbol) ) > 0 ? ADD : SKIP;
   }
   void flush_books();
@@ -147,25 +141,16 @@ void ICEListener::set_security_common(const Definition& def, FixedSecurity& fsec
 {
   fsec.numeric_id = def.marketId;
   std::string sym = parse_contract_symbol(def.contractSymbol);
-   if(!sym.empty())
-   {
-      fsec.symbol( sym );
-      fsec.security_desc(def.contractSymbol);
-   }
-   else
-   {
-      auto id = std::to_string(def.marketId);
-      fsec.symbol(id);
-      fsec.security_desc(id);      
-   }
+   fsec.symbol( sym );
+   //fsec.security_desc(def.marketDesc);
+   fsec.security_desc(def.contractSymbol);
   fsec.exchange = api::Venue::VENUE_ICE;
-   fsec.display_factor = 0.0;
-   fsec.ice_price_denominator = (int8_t)(def.orderPriceDenominator - '0');
-   fsec.ice_deal_denominator = (int8_t)(def.dealPriceDenominator - '0');
-   fsec.ice_settle_denominator = (int8_t)(def.settlePriceDenominator - '0');
-   double min_tick = double_of_price(def.incrementPrice, fsec.ice_price_denominator);
-   fsec.low_tick = fsec.high_tick = min_tick;
-   fsec.price_break = 0.0;    
+   fsec.display_factor = (int8_t)(def.orderPriceDenominator - '0');
+   fsec.ice_deal_display_factor = (int8_t)(def.dealPriceDenominator - '0');
+   fsec.ice_settle_display_factor = (int8_t)(def.settlePriceDenominator - '0');
+   double min_tick = double_of_price(def.incrementPrice, fsec.display_factor);
+   fsec.low_tick = fsec.high_tick = min_tick;     
+   fsec.price_break = 0.;    
   
   fsec.ice_market_description(def.marketDesc);
   fsec.ice_cleared_alias(def.clearedAlias);
@@ -175,10 +160,6 @@ void ICEListener::set_security_common(const Definition& def, FixedSecurity& fsec
   fsec.mic_code(def.micCode); 
 }

-template<typename Definition>
-void ICEListener::set_security_specific(const Definition&, FixedSecurity& ) {}
-
-
 template<typename Definition>
 void ICEListener::on_future(const Definition& def, bool& is_interested)
 {
@@ -188,7 +169,7 @@ void ICEListener::on_future(const Definition& def, bool& is_interested)

   FixedFutureSecurity fsec;
   set_security_common(def, fsec);   
-   set_security_specific(def, fsec);
+   //fsec.cash_per_point = double_of_price(def.tickValue, fsec.display_factor);

   fsec.expiration_year = def.maturityYear;
   fsec.expiration_month = def.maturityMonth;
@@ -16,25 +16,25 @@ namespace md {
 namespace ice {
   
 template <typename OnixPrice>
-double double_of_price(const OnixPrice& price, int8_t denominator) 
+double double_of_price(const OnixPrice& price, int8_t display_factor) 
 {
-   double dbl = price / pow10(denominator);
+   double dbl = price / pow10(display_factor);
   return dbl;
 }

 template <typename OnixsPrice>
-IntPrice convert_price(const OnixsPrice& price, int8_t denominator) 
+IntPrice convert_price(const OnixsPrice& price, int8_t display_factor) 
 {
-   double dbl = double_of_price<OnixsPrice>(price, denominator);
+   double dbl = double_of_price<OnixsPrice>(price, display_factor);
   const int PRECISION = 7; //TODO config::get<bts::JetFIX>().connection() case ICE
   auto intpx = md::IntPrice_from_double<PRECISION>(dbl);
   return intpx;
 }

 template <typename OnixsPrice>
-inline PriceSize pricesize_of_price_size(const OnixsPrice& price, int8_t denominator, Size size) 
+inline PriceSize pricesize_of_price_size(const OnixsPrice& price, int8_t display_factor, Size size) 
 {
-   auto intpx = convert_price<OnixsPrice>(price, denominator);
+   auto intpx = convert_price<OnixsPrice>(price, display_factor);
   PriceSize result({intpx.mantissa(), (int8_t)(intpx.exponent())}, size);
   return result;
 }
@@ -73,30 +73,11 @@ onixs_ice::MarketSubscriptions market_subcription_for_channel(const ICEChannel&
   for(const auto& x : chan.market_types)
   {
      //onixs_ice::MarketSubType::NonImplied
-      if(x == 26)
-      {
-         onixs_ice::MarketSubscription futures(x, onixs_ice::MarketSubType::NonImplied, onixs_ice::SecurityType::Futures, onixs_ice::BookDepth::FOD);
-         subs.push_back(futures);
-      }
-      else
-      {
-         onixs_ice::MarketSubscription futures(x, onixs_ice::MarketSubType::FullImplied, onixs_ice::SecurityType::Futures, onixs_ice::BookDepth::FOD);      
-         subs.push_back(futures);
-      }
+      onixs_ice::MarketSubscription futures(x, onixs_ice::MarketSubType::FullImplied, onixs_ice::SecurityType::Futures, onixs_ice::BookDepth::FOD);
+      onixs_ice::MarketSubscription spreads(x, onixs_ice::MarketSubType::FullImplied, onixs_ice::SecurityType::UdsFuturesMarkets, onixs_ice::BookDepth::FOD);
+      subs.push_back(futures);
+      subs.push_back(spreads);
   }
-   for(const auto& x : chan.uds_market_types)
-   {
-      if(x == 26)
-      {
-         onixs_ice::MarketSubscription spreads(x, onixs_ice::MarketSubType::NonImplied, onixs_ice::SecurityType::UdsFuturesMarkets, onixs_ice::BookDepth::FOD);
-         subs.push_back(spreads);
-      }
-      else
-      {
-         onixs_ice::MarketSubscription spreads(x, onixs_ice::MarketSubType::FullImplied, onixs_ice::SecurityType::UdsFuturesMarkets, onixs_ice::BookDepth::FOD);
-         subs.push_back(spreads);
-      }
-   }   
   return subs;
 }

@@ -137,16 +118,7 @@ void ICEMain::start(std::vector<UserSymbol>& symbols)
      LOG(md,Info, "ICE: Init Handler {}", pair.first.to_string());
      sleep_for(16s);      
      onixs_ice::MarketSubscriptions subs = market_subcription_for_channel(pair.first);      
-      try
-      {
-         pair.second->start(subs);
-      }
-      catch (std::exception& e) 
-      {
-         LOG(md,Error,"handler->start ONIXSERROR {}", std::string(e.what()));
-         throw;
-      }
-      
+      pair.second->start(subs);
   }
   LOG(md,Info, "** ICE Publisher started **");
 }
@@ -228,9 +200,8 @@ unique_ptr<onixs_ice::Handler> ICEMain::prepare_handler(const ICEChannel& channe
      auto handler = unique_ptr<onixs_ice::Handler>(new onixs_ice::Handler(settings));
      return handler;
   }
-   catch (std::exception& e) 
-   {
-      LOG(md,Error,"handler create ONIXSERROR {}", std::string(e.what()));
+   catch (std::exception& e) {
+      LOG(md,Error,"ONIXSERROR{}", std::string(e.what()));
      throw;
   }
 }
@@ -250,20 +221,13 @@ unique_ptr<ICEListener> ICEMain::prepare_listener(onixs_ice::Handler& handler, c
   for (auto& symbol : channel.symbols) 
      listener->add_filter_symbol(symbol.symbol());   

-   try 
-   {
-      handler.registerExchangeListener(listener.get());
-      handler.registerFeedListener(listener.get());
-      handler.registerOrderBookUpdateListener(listener.get());
-      handler.registerErrorListener(listener.get());
-      handler.registerWarningListener(listener.get());
-      handler.registerHandlerStateChangeListener(listener.get());
-   }
-   catch (std::exception& e) 
-   {
-      LOG(md,Error,"handler register ONIXSERROR {}", std::string(e.what()));
-      throw;
-   }
+   handler.registerExchangeListener(listener.get());
+   handler.registerFeedListener(listener.get());
+   handler.registerOrderBookUpdateListener(listener.get());
+   handler.registerErrorListener(listener.get());
+   handler.registerWarningListener(listener.get());
+   handler.registerHandlerStateChangeListener(listener.get());
+
   return listener;
 }

@@ -25,10 +25,11 @@ using std::size_t;
 namespace bts {
 namespace md {

-MDP3Main::MDP3Main() :
+MDP3Main::MDP3Main(MBOWriter* mbo) :
   _index(),
   _recorder ({ utils::Dispatcher::current(), [=](ExchangeKey k) { return SecurityKey(_index.get_key(k.value())); } }),
-   _producer(PLATFORM_MDP3ONIXS, _recorder ),
+   _producer(PLATFORM_MDP3ONIXS, _recorder),
+   _mbo(mbo),
   // _settlement_recorder(PLATFORM_MDP3ONIXS),
   _engines(),
   _handlers(),
@@ -117,8 +118,7 @@ map<string, unique_ptr<onixs::FeedEngine>> create_feed_engines(const vector<CMEC
   return result;
 }

-onixs::SessionSettings session_settings_for_channel(const string& channel_id, MBOWriter* mbo) {
-   const auto& options = channel_settings_for(channel_id);
+onixs::SessionSettings session_settings_for_channel(const CMEOptions::CMEChannel& options, MBOWriter* mbo) {
   onixs::SessionSettings settings;

   if (mbo) {
@@ -139,38 +139,63 @@ onixs::SessionSettings session_settings_for_channel(const string& channel_id, MB
      settings.joinRecovery(onixs::JoinRecoveryOptions::Disabled);
      settings.gapAndErrorHandling(onixs::GapAndErrorHandlingOptions::ContinueProcessing);
   }
+
+   // if (options.sunday_pre_open() && datetime::is_local_time_sunday()) {
+   //    LOG(md,Info,"Setting pre-open flag for channel {}", channel_id);
+   //    settings.joinRecovery(onixs::JoinRecoveryOptions::Disabled);
+   // }
+
   return settings;
 }

-void MDP3Main::start(std::vector<UserSymbol>& symbols, MBOWriter* mbo) {
+void MDP3Main::start(std::vector<UserSymbol>& symbols) {
   await_cme_config();
   initialize();
   const auto& channels = parse_channels(symbols);
   _engines = create_feed_engines(channels);
   for (const auto& channel : channels) {
-      unique_ptr<onixs::Handler> phandler = prepare_handler(channel.id, mbo);
-      _listeners.push_back(prepare_listener(*phandler, channel, mbo));
-      _handlers.insert(std::make_pair(channel.id, move(phandler)));
+      unique_ptr<onixs::Handler> phandler = prepare_handler(channel.id);
+      _listeners.push_back(prepare_listener(*phandler, channel));
+      _handlers.insert(std::make_pair(channel.id, ChannelHandler{ false, move(phandler)} ));
      std::stringstream symstr;
      for (const auto& sym : channel.symbols) { symstr << sym.symbol() << "-" << SecurityType_Name(sym.type()) << " "; }
      LOG(md,Info, "CME: Initialized channel {} ({})",channel.id,symstr.str());
   }

-   for (auto& pair : _handlers) {
-      onixs::SessionSettings settings = session_settings_for_channel(pair.first, mbo);
-      pair.second->start(settings);
-   }
+   start_handlers();
   LOG(md,Info, "** CME MDP3 Publisher started **");
 }

+bool should_start(const CMEOptions::CMEChannel& options) {
+   if (options.sunday_pre_open() &&
+       datetime::is_local_time_near_sunday_sunday() ) {
+      return false;
+   }
+   return true;
+}
+
+void MDP3Main::start_handlers() {
+   size_t count = 0;
+   for (auto& pair : _handlers) {
+      const auto& options = channel_settings_for(pair.first);
+      if (!pair.second.started && should_start(options)) {
+         onixs::SessionSettings settings = session_settings_for_channel(options, _mbo);
+         pair.second.handler->start(settings);
+         pair.second.started = true;
+         LOG(md,Info, "Started handler {}", pair.first);
+      }
+      if(pair.second.started) ++count;
+   }
+   if (count != _handlers.size()) {
+      // If some handlers were not started try again later
+      utils::Dispatcher::current().post([this]() { start_handlers(); }, /*1 hour*/ 60*60*1000);
+   }
+}
+
 void MDP3Main::send_heartbeats() {
-   for (const auto& listener: _listeners) 
+   for (const auto& listener: _listeners) {
      listener->heartbeat();   
-      
-   // utils::DispatcherTimer settlement_timer(disp, 100, [&]() {
-   //    _settlement_recorder.do_work();
-   // });
-   // settlement_timer.start();      
+   }
 }

 void MDP3Main::initialize() {
@@ -197,7 +222,7 @@ void MDP3Main::initialize() {

 // //
 // Initialize HandlerSettings and allocate the channel Handler
-unique_ptr<onixs::Handler> MDP3Main::prepare_handler(const string& channel_id, MBOWriter* mbo) {
+unique_ptr<onixs::Handler> MDP3Main::prepare_handler(const string& channel_id) {
   const auto& pub_options = config::get<PublisherOptions>();
   const auto& options = channel_settings_for(channel_id);
   LOG(md,Info,"Loaded channel options for channel {}:\n{}",channel_id ,options.DebugString());
@@ -210,7 +235,7 @@ unique_ptr<onixs::Handler> MDP3Main::prepare_handler(const string& channel_id, M
   settings.bookManagement().directBooks().maintain(true);
   settings.bookManagement().impliedBooks().maintain(true);
   settings.bookManagement().consolidatedBooks().maintain(false);
-   if (options.validate_mbo() && mbo != nullptr) {
+   if (options.validate_mbo() && _mbo != nullptr) {
      settings.bookManagement().mboBooks().maintain(true);
   }

@@ -340,14 +365,14 @@ unique_ptr<onixs::Handler> MDP3Main::prepare_handler(const string& channel_id, M

 //
 // Create a listener for this channel and register callbacks
-unique_ptr<MDP3Listener> MDP3Main::prepare_listener(onixs::Handler& handler, const CMEChannel& channel, MBOWriter* mbo) {
+unique_ptr<MDP3Listener> MDP3Main::prepare_listener(onixs::Handler& handler, const CMEChannel& channel) {
   // We need to get a handler to the producer channels so we can produce heartbeats
   vector<MDProducerChannel> producer_channels;
   for (auto& symbol : channel.symbols) {
      producer_channels.push_back(_producer.get_channel(symbol.symbol().c_str(), symbol.type(), symbol.exchange()));
  }

-   unique_ptr<MDP3Listener> listener(new MDP3Listener(_index, _producer, mbo, producer_channels));
+   unique_ptr<MDP3Listener> listener(new MDP3Listener(_index, _producer, _mbo, producer_channels));
   for (auto& symbol : channel.symbols) {
      listener->add_filter_symbol(symbol.symbol());
   }
@@ -26,18 +26,26 @@ struct CMEChannel;
 * There is a single listener for all callbacks which maps the exchange id to the MDProducerHandle and writes 
 * the data to it.
 */
+
+struct ChannelHandler {
+   bool started;
+   std::unique_ptr<onixs::Handler> handler;
+};
+
 class MDP3Main : public IMDPlatform
 {
 public:
-   MDP3Main();
+   MDP3Main(MBOWriter*);
   ~MDP3Main();

-   void start(std::vector<UserSymbol>&, MBOWriter*);
+   void start(std::vector<UserSymbol>&);
   void send_heartbeats() override;
   
   void initialize();
-   std::unique_ptr<onixs::Handler> prepare_handler(const std::string& channel, MBOWriter*);
-   std::unique_ptr<MDP3Listener> prepare_listener(onixs::Handler& handler, const CMEChannel& channel, MBOWriter*);
+   std::unique_ptr<onixs::Handler> prepare_handler(const std::string& channel);
+   std::unique_ptr<MDP3Listener> prepare_listener(onixs::Handler& handler, const CMEChannel& channel);
+
+   void start_handlers();

 private:
   BTS_NO_COPY(MDP3Main);
@@ -45,9 +53,10 @@ private:
   CMESecurityIndex _index;
   SecurityIDRecorder _recorder;
   MDProducer _producer;
+   MBOWriter* _mbo;
   // co2::SettlementRecorder _settlement_recorder;
   std::map<std::string, std::unique_ptr<onixs::FeedEngine>> _engines;
-   std::map<std::string, std::unique_ptr<onixs::Handler>> _handlers;
+   std::map<std::string, ChannelHandler> _handlers;
   std::vector<std::unique_ptr<MDP3Listener>> _listeners;
   std::vector<std::unique_ptr<onixs::TcpRecoveryService>> _recovery;
 };
@@ -76,9 +76,9 @@ void run_onixs(MBOWriter* mbo) {
   get_system_md_symbols(api::VENUE_GLBX, api::SECURITYTYPE_UNSET, &cme_symbols);
   if(cme_symbols.size() > 0)
   {
-      MDP3Main* main = new MDP3Main();
+      MDP3Main* main = new MDP3Main(mbo);
      std::shared_ptr<IMDPlatform> ptr(main);
-      main->start(cme_symbols, mbo);
+      main->start(cme_symbols);
      platforms.push_back(ptr);
   }
   
@@ -152,9 +152,8 @@ void run_market_datapublishers(MBOWriter* mbo) {
   }));

  if (config::get<MarketDataConfig>().use_sim()) { 
-     threading::make_thread("ExchangeSimGLBX", [mbo]() { sim::start_exchange_sim(api::Venue::VENUE_SIM, mbo); }).detach();
-     //threading::make_thread("ExchangeSimICE", [mbo]() { sim::start_exchange_sim(api::Venue::VENUE_SIMICE, mbo); }).detach();
-     //TODO I'll need Eric's help to disambiguate replay / relay here
+   threading::make_thread("ExchangeSim", [mbo]() { sim::start_exchange_sim(mbo); })
+       .detach();
  }
  boot_sleep();
 }
Author	SHA1	Message	Date
Eric Harding	5379e39816	SP-142 Terrible meat hack	2019-10-07 16:36:18 -04:00
Eric Harding	f62df97f1d	OnixS instructions don't work. Wait to start the handlers until the market is open.	2019-09-03 10:30:57 -04:00
Eric Harding	3a3394d783	Add sunday_pre_open flag to md config for HE/LE startup.	2019-08-19 10:15:13 -04:00
Kevin Darby	632a86f670	Merge branch 'prod' of bitbucket.org:bluetradesys/spark	2019-08-15 09:35:33 -04:00
Taha Afzal	cdbda8250f	'Fixing' the test (the test is broken, fill really fix it in the subsequent push)	2019-08-14 22:14:54 -04:00
John Colvin	43fd07dcfa	Merged in SOM-ticks (pull request #320 ) SPARK-1715 Handle fractional numerator tick sizes Approved-by: Kevin Darby <kevin.darby@bluetradesys.com>	2019-08-14 20:43:00 +00:00
John Colvin	efcb4f471c	fix config toggle for som ticks	2019-08-14 15:40:23 -05:00
John Colvin	d2f2e03e64	[SPARK-1715] config toggle for som ticks fix	2019-08-14 15:31:30 -05:00
John Colvin	cfeba74900	SPARK-1715 Handle fractional numerator tick sizes	2019-08-14 14:50:42 -05:00
Jake Norbut	41bc4f7950	re-generated conf with SOM and latest from CME ftp	2019-08-14 11:51:07 -05:00
Jake Norbut	963bd15b35	adding SOM manual list; CME does not publish SOM data in their ftp	2019-08-14 11:50:24 -05:00
Kevin Darby	b080d4a9c4	Merged in master (pull request #318 ) Spark 2.8 Approved-by: Kevin Darby <kevin.darby@bluetradesys.com>	2019-08-13 19:19:47 +00:00
pfisher	282e10cba3	fixed update.txt test	2019-08-13 12:04:11 -04:00
Kevin Darby	fa1b436fb3	added sticky button release notes	2019-08-09 10:53:02 -04:00