Merged.

Merge remote-tracking branch 'origin/ice_md'
Updated release notes.
2019-04-01 14:48:40 -04:00 · 2019-04-01 14:34:32 -04:00 · 2019-04-01 14:34:03 -04:00 · 2019-04-01 14:25:48 -04:00 · 2019-04-01 14:24:44 -04:00 · 2019-04-01 18:24:09 +00:00
106 changed files with 5670 additions and 451 deletions
@@ -75,6 +75,7 @@
            "name": "SparkVM Launch",
            "type": "cppdbg",
            "request": "launch",
+            
            "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
            "args": ["run"],
            "stopAtEntry": false,
@@ -96,7 +97,12 @@
                    "description": "Skip STL",
                    "text": "skip -gfi /usr/include/c++/7/bits/*.h",
                    "ignoreFailures": true
-                }
+                },
+                {
+                    "description": "LD LIBRARY",
+                    "text": "set env LD_LIBRARY_PATH=.",
+                    "ignoreFailures": false
+                }                
            ],
            "pipeTransport": {
                "pipeCwd": "${workspaceRoot}",
@@ -208,10 +214,10 @@
            "name": "MD Tests",
            "type": "cppdbg",
            "request": "launch",
-            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
+            "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
            "args": ["test", "[md]"],
            "stopAtEntry": false,
-            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
+            "cwd": "/home/bts/spark/build/ninja_debug/server/",
            "environment": [],
            "externalConsole": true,
            "MIMode": "gdb",
@@ -55,6 +55,8 @@ else ()
    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/web ${CMAKE_BINARY_DIR}/server
    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
+    COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.13.0.0 ${CMAKE_BINARY_DIR}/server
+    COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libACE-5.7.5.so ${CMAKE_BINARY_DIR}/server
    COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/sdk/examples/order_plugin_example.so ${CMAKE_BINARY_DIR}/server/plugins/
    COMMENT "Creating server runtime layout"
@@ -5,6 +5,7 @@ sort_by = "weight"
 insert_anchor_links = "right"
 +++

+{{ youtube(id="RZU9Wj0cETo") }}

 <div>
    <iframe width="560" height="315" src="https://www.youtube.com/embed/XEZpuPAgMC0" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
@@ -406,6 +406,8 @@ insert_anchor_links = "right"

 ##  Algo Studio

+{{ youtube(id="DHIa5tnifKc") }}
+
 -  The BTS Algo Studio was built for users to experience algo composability
    never seen before in a professional futures trading system.

@@ -4,6 +4,26 @@ weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
+## 1.5.7
+### User Visible Changes
+  - New videos have been added to the manual describing the [Algo Studio](./bts_spark/Trading/index.md#algo-studio) and [Spreader](./bts_spark/Spreader/index.md)
+  - Fixed a bug that occasionally would cause windows to be position outside the visible screen on startup
+  - Fixed a bug in the order book form that would occasionally cause the Recreate Order option to be unavailable
+  - Added a confirmation step to Cancel All, Cancel Buys and Cancel Sells commands
+  - Fixed Aggressor coloring and ladder high/low coloring in the SIM execution gateway
+  - Added initial support for ICE market data
+  - In an effort to streamline the PnL report we've made the following changes:
+    - The PnL report will by default filter for Futures contracts only
+    - If you wish to see Spread contracts again you may change Security Type column filter
+    - The PnL report will now only show rows in which there is a position (net and/or day)
+    - The Exchange, Start PnL, Total Net Pos, and Total Net PnL columns are now hidden by default
+    - These columns can be restored by toggling their visibility within the PnL's Settings form
+    - A new Traded Today column has been added to the PnL
+      - Filtering on this column will allow a user to restrict the report to only show today's position
+### Internal changes 
+  - Improved organization of the shell notification architecture 
+  - Added logging to help troubleshoot shell exit hang
+
 ## 1.5.6
 ### User Visible Changes
  - Fixed a bug that could cause limits to be erroneously enforced 
@@ -54,3 +54,8 @@ img {
  background: #ccc;
  border: 1px solid #aaa;
 }
+
+iframe {
+  width:560px;
+  height:315px;
+}
@@ -1,3 +1,6 @@
+1.5.7
+- Fixed Aggressor coloring and ladder high/low coloring in SIM
+
 1.4.2
 - Be sure the system has a bts user before deployment.  bts is the superuser, he has all permissions and can see all market data 
 - After deployment re-permission all existing users for trading, riskadmin, and/or md admin permissions as appropriate
@@ -66,6 +66,7 @@ namespace mbts.ui.shell

      protected override void OnExit(ExitEventArgs e)
      {
+         Log.Gen.info("Application.OnExit");
         if (_runtime != null) _runtime.Dispose();
         utils.BTSNativeMethods.finit_spark_lib();
         base.OnExit(e);
@@ -137,6 +137,12 @@ namespace mbts.spark {
         public ICommand ask_implied_size_click { get; }
         public ICommand working_asks_click { get; }
         public ICommand default_command { get; }
+         public string market_description {get;}
+         public string cleared_alias { get; }
+         public string product_description { get; }
+         public string hub_alias { get; }
+         public string strip_name{ get; }
+         public string mic_code { get; }

         public ObservableCollection<RowAnimation> row_animations { get; } = new ObservableCollection<RowAnimation>();

@@ -57,6 +57,13 @@ namespace mbts.spark {
         add_col(Columns.SessionLow, "Low", r => r.format_price(r.session_low), nameof(Row.session_low), DefaultColumnWidths.Price, session_low_filter, DataGridFilterKnownTemplates.DoubleMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_col(Columns.SessionHigh, "High", r => r.format_price(r.session_high), nameof(Row.session_high), DefaultColumnWidths.Price, session_high_filter, DataGridFilterKnownTemplates.DoubleMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_col(Columns.SecurityKey, "Security Key", r => r.security_key.ToString(), nameof(Row.security_key), DefaultColumnWidths.SecurityKey, security_key_filter, DataGridFilterKnownTemplates.Regex);
+
+         add_col(Columns.MarketDescription, "Market Description", r => r.md.security.HasIce ? r.md.security.Ice.MarketDescription : string.Empty, nameof(Row.market_description), DefaultColumnWidths.SecurityKey, market_description_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.ClearedAlias, "Cleared Alias", r => r.md.security.HasIce ? r.md.security.Ice.ClearedAlias : string.Empty, nameof(Row.cleared_alias), DefaultColumnWidths.SecurityKey, cleared_alias_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.ProductDescription, "Product Description", r => r.md.security.HasIce ? r.md.security.Ice.ProductName : string.Empty, nameof(Row.product_description), DefaultColumnWidths.SecurityKey, product_description_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.HubAlias, "Hub Alias", r => r.md.security.HasIce ? r.md.security.Ice.HubAlias : string.Empty, nameof(Row.hub_alias), DefaultColumnWidths.SecurityKey, hub_alias_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.StripName, "Strip Name", r => r.md.security.HasIce ? r.md.security.Ice.StripName : string.Empty, nameof(Row.strip_name), DefaultColumnWidths.SecurityKey, strip_name_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.MicCode, "Mic Code", r => r.md.security.HasIce ? r.md.security.Ice.MicCode : string.Empty, nameof(Row.mic_code), DefaultColumnWidths.SecurityKey, mic_code_filter, DataGridFilterKnownTemplates.Regex);
         //
         void add_col(Columns col_key, string header, Func<Row, string> get_text, string prop, double width, IDataGridColumnFilter filter, string filter_template, bool is_animatable = false, Color? font_color = null, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
            columns.Add(new RenderTextColumn<Row, Columns>(col_key, get_text, filter, filter_template) {
@@ -194,6 +201,14 @@ namespace mbts.spark {
      public IDataGridColumnPersistentFilter<Row, IntMinMaxState> working_ask_volume_filter { get; } = new IntMinMax<Row>(r => r.working_ask_volume, nameof(Row.working_ask_volume));
      public IDataGridColumnPersistentFilter<Row, ULongMinMaxState> volume_filter { get; } = new ULongMinMax<Row>(r => r.volume, nameof(Row.volume));
      public IDataGridColumnPersistentFilter<Row, string> security_key_filter { get; } = new RegexFilterVM<Row>(r => r.security_key.ToString(), nameof(Row.security_key));
+      
+      public IDataGridColumnPersistentFilter<Row, string> market_description_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.MarketDescription : "", nameof(Row.market_description));
+      public IDataGridColumnPersistentFilter<Row, string> cleared_alias_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.ClearedAlias : "", nameof(Row.cleared_alias));
+      public IDataGridColumnPersistentFilter<Row, string> product_description_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.ProductName : "", nameof(Row.product_description));
+      public IDataGridColumnPersistentFilter<Row, string> hub_alias_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.HubAlias : "", nameof(Row.hub_alias));
+      public IDataGridColumnPersistentFilter<Row, string> strip_name_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.StripName : "", nameof(Row.strip_name));
+      public IDataGridColumnPersistentFilter<Row, string> mic_code_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.MicCode : "", nameof(Row.mic_code));
+      

      public FilterStates get_filter_states() {
         return new FilterStates {
@@ -216,7 +231,13 @@ namespace mbts.spark {
            working_bid_volume = working_bid_volume_filter.get_state(),
            working_ask_volume = working_ask_volume_filter.get_state(),
            volume = volume_filter.get_state(),
-            security_key = security_key_filter.get_state()
+            security_key = security_key_filter.get_state(),
+            market_description = market_description_filter.get_state(),
+            cleared_alias = cleared_alias_filter.get_state(),
+            product_description = product_description_filter.get_state(),
+            hub_alias = hub_alias_filter.get_state(),
+            strip_name = strip_name_filter.get_state(),
+            mic_code = mic_code_filter.get_state(),
         };
      }
      #endregion
@@ -8,7 +8,9 @@ namespace mbts.ui.spark {
   /// Interaction logic for MarketSheetsView.xaml
   /// </summary>
   partial class MarketViewView : UserControl {
-      public enum Columns { Security, Volume, Last, 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
+      }

      public MarketViewView() {
         InitializeComponent();
@@ -97,6 +97,12 @@ namespace bts.shell {
            public static GridColumnSettings session_low => new GridColumnSettings(col_id(Columns.SessionLow), DefaultColumnHeaders.SessionLow, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
            public static GridColumnSettings session_high => new GridColumnSettings(col_id(Columns.SessionHigh), DefaultColumnHeaders.SessionHigh, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
            public static GridColumnSettings security_key => new GridColumnSettings(col_id(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, is_visible: false, width: DefaultColumnWidths.SecurityKey);
+            public static GridColumnSettings market_description => new GridColumnSettings(col_id(Columns.MarketDescription), DefaultColumnHeaders.MarketDescription, is_visible: false, width: DefaultColumnWidths.SecurityKey);
+            public static GridColumnSettings cleared_alias => new GridColumnSettings(col_id(Columns.ClearedAlias), DefaultColumnHeaders.ClearedAlias, is_visible: false, width: DefaultColumnWidths.SecurityKey);
+            public static GridColumnSettings product_description => new GridColumnSettings(col_id(Columns.ProductDescription), DefaultColumnHeaders.ProductDescription, is_visible: false, width: DefaultColumnWidths.SecurityKey);
+            public static GridColumnSettings hub_alias => new GridColumnSettings(col_id(Columns.HubAlias), DefaultColumnHeaders.HubAlias, is_visible: false, width: DefaultColumnWidths.SecurityKey);
+            public static GridColumnSettings strip_name => new GridColumnSettings(col_id(Columns.StripName), DefaultColumnHeaders.StripName, is_visible: false, width: DefaultColumnWidths.SecurityKey);
+            public static GridColumnSettings mic_code => new GridColumnSettings(col_id(Columns.MicCode), DefaultColumnHeaders.MicCode, is_visible: false, width: DefaultColumnWidths.SecurityKey);



@@ -128,6 +134,12 @@ namespace bts.shell {
                  yield return session_low;
                  yield return session_high;
                  yield return security_key;
+                  yield return market_description;
+                  yield return cleared_alias;
+                  yield return product_description;
+                  yield return hub_alias;
+                  yield return strip_name;
+                  yield return mic_code;
               }
            }

@@ -177,6 +189,18 @@ namespace bts.shell {
         public UIntMinMaxState ask_direct_size;
         [ProtoMember(20)]
         public UIntMinMaxState ask_implied_size;
+         [ProtoMember(21)]
+         public string market_description;
+         [ProtoMember(22)]
+         public string cleared_alias;
+         [ProtoMember(23)]
+         public string product_description;
+         [ProtoMember(24)]
+         public string hub_alias;
+         [ProtoMember(25)]
+         public string strip_name;
+         [ProtoMember(26)]
+         public string mic_code;
      }
   }
 }
@@ -6,11 +6,13 @@ using mbts.ui;
 using mbts.ui.controls;
 using mbts.ui.shell;
 using System;
+using System.Reactive;
 using System.Linq;
 using System.Threading.Tasks;
 using System.Windows;
 using System.Windows.Input;
 using System.Windows.Media;
+using System.Reactive.Linq;

 namespace mbts.spark {
   partial class OrderBookRowVM : DisposableViewModelBase, IEquatable<OrderBookRowVM>, DIYGrid.IRowVM, DIYGrid.IActionableRowVM {
@@ -44,6 +46,19 @@ namespace mbts.spark {
         modify_order_price?.TryRaiseCanExecuteChanged();
      }

+      //// This takes care of the case where the OB has all rows visible
+      //// and an order is cancelled outside of the OB (say via the ladder).
+      //// Since the OB window Commands only revaluate their CanExecuteChanged
+      //// when the OrderBookVM.selected_order_changes, this emulates the selected
+      //// order changing since the current_row setter invokes the selected_order_changed
+      //// handler
+      public IObservable<OrderSecurityAlgoMeta> subscribe_data() {
+         return Observable.FromEvent<Action, OrderSecurityAlgoMeta>(
+            cb => () => cb(order_tuple), 
+            cb => invalidated += cb, 
+            cb => invalidated -= cb);
+      }
+
      protected override void Dispose(bool disposing) {
         this.invalidated -= OrderBookRowVM_invalidated;
         base.Dispose(disposing);
@@ -19,12 +19,11 @@ using System.Windows.Controls;
 using System.Windows.Input;
 using static bts.shell.OrderBookWindowFactory;
 using static mbts.spark.OrderBookView;
-using _GridSettingsManager = 
+using _GridSettingsManager =
   mbts.ui.GridSettingsManager<
-      mbts.spark.OrderBookRowVM, 
-      bts.api.orderman.OrderSecurity, 
-      bts.shell.INotificationServiceDataCache, 
-      mbts.OrderRecordTuplePredicate, 
+      mbts.spark.OrderBookRowVM,
+      bts.api.orderman.OrderSecurity,
+      mbts.OrderRecordTuplePredicate,
      bts.shell.OrderBookWindowFactory.OrderBookGridSettings>;

 namespace mbts.spark {
@@ -54,6 +53,7 @@ namespace mbts.spark {
         collapse_all_rows_command = new DelegateCommand(_row_collection.collapse_all);
         expand_all_rows_command = new DelegateCommand(_row_collection.expand_all);
         grid_settings_manager = _create_grid_settings_manager(owner_title, bus, notification_service, model, rows, core_columns);
+
         _resources = new List<IDisposable> {
            model.on_order_tuples.OnDispatcher().Subscribe(_row_collection.update),
            grid_settings_manager,
@@ -62,7 +62,12 @@ namespace mbts.spark {
               _row_collection.CollectionChanged -= _row_collection_CollectionChanged;
               Disposable.dispose(_row_collection);
            }),
-            _columns
+            _columns,
+            _current_row.SubscribeHookLatest(
+               r => r.newval.subscribe_data().Subscribe( 
+                  data => selected_order_changed?.Invoke(data.order)
+               )
+            )
         };
         if (settings_manager != null) {
            _resources.Add(settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager));
@@ -231,21 +236,25 @@ namespace mbts.spark {
            col_settings_flags[c.ToString()] = GridColumnSettingsFeatureFlags.ImmutableFontColor | GridColumnSettingsFeatureFlags.ImmutableFontWeight;
         }
         return new _GridSettingsManager(
-            owner_title, bus, notification_service, model, rows, columns,
+            owner_title, bus, model, rows, columns,
+            () => new OrderRecordTuplePredicate(),
            () => {
-               var pvm = PredicateBuilderVMWrapper.create<OrderSecurity, OrderRecordTuplePredicate, OrderRecordTuplePredicate.PredicateTypeOneofCase>(
+               var pvm = PredicateVMWrapper.create<OrderSecurity, OrderRecordTuplePredicate, OrderRecordTuplePredicate.PredicateTypeOneofCase>(
                  OrderRecordTuplePredicateVMFactory.get_oneofs(bus, model), rp => rp.predicate_type_case);
               pvm.selected_predicate_type = pvm.predicate_types.FirstOrDefault();
               return pvm;
            },
            col_id => {
-               var pvm = PredicateBuilderVMWrapper.create<OrderSecurity, OrderRecordTuplePredicate, OrderRecordTuplePredicate.PredicateTypeOneofCase>(
+               var pvm = PredicateVMWrapper.create<OrderSecurity, OrderRecordTuplePredicate, OrderRecordTuplePredicate.PredicateTypeOneofCase>(
                  OrderRecordTuplePredicateVMFactory.get_oneofs(bus, model), rp => rp.predicate_type_case);
               pvm.selected_predicate_type = _corresponding_predicate_type(EnumHelper.parse_or_default<Columns>(col_id));
               return pvm;
            },
-            (gen, anims) => new OrderBookGridSettings(gen, anims.Select(a => new OrderRecordTuplePredicateAnimations(a.predicate_builder, a.cell_animations, a.row_animations, a.sound_notifications))),
-            (notification_service == null) ? null : notification_service.data_cache,
+            (gen, anims) => new OrderBookGridSettings(gen, anims.Select(a => new OrderRecordTuplePredicateAnimations(a.predicate_data, a.cell_animations, a.row_animations, a.sound_notifications))),
+            p => p.create_predicate(notification_service.data_cache),
+            p => p.create_notification_predicate(notification_service.data_cache),
+            notification_service.link_to_order,
+            notification_service.link_to_order,
            col_settings_flags);
      }

@@ -275,4 +284,4 @@ namespace mbts.spark {
         }
      }
   }
-}
+}
@@ -87,17 +87,41 @@ namespace mbts.spark {

         _cancel_buy_orders_command = SparkCommands.CancelBuyOrders.complete(
            _model.working_orders.Select(os => os.Values.Where(o => o.order.side() == Side.Buy).Select(o => o.order.Key)),
-            wbids => wbids.Any()
+            wbids => wbids.Any(),
+            () => {
+               var resp = BTSMessageBox.Show(
+                  "Are you sure you want to cancel all working buy orders?",
+                  "Cancel Buy Orders",
+                  BTSMessageBoxButtons.Yes | BTSMessageBoxButtons.No,
+                  MessageBoxImage.Question);
+               return resp == BTSMessageBoxButtons.Yes;
+            }
         );

         _cancel_sell_orders_command = SparkCommands.CancelSellOrders.complete(
            _model.working_orders.Select(os => os.Values.Where(o => o.order.side() == Side.Sell).Select(o => o.order.Key)),
-            wasks => wasks.Any()
+            wasks => wasks.Any(),
+            () => {
+               var resp = BTSMessageBox.Show(
+                  "Are you sure you want to cancel all working sell orders?",
+                  "Cancel Sell Orders",
+                  BTSMessageBoxButtons.Yes | BTSMessageBoxButtons.No,
+                  MessageBoxImage.Question);
+               return resp == BTSMessageBoxButtons.Yes;
+            }
         );

         _cancel_all_orders_command = SparkCommands.CancelOrders.complete(
            _model.working_orders.Select(os => os.Select(o => o.Key)),
-            worders => worders.Any()
+            worders => worders.Any(),
+            () => {
+               var resp = BTSMessageBox.Show(
+                  "Are you sure you want to cancel all working orders?",
+                  "Cancel All Orders",
+                  BTSMessageBoxButtons.Yes | BTSMessageBoxButtons.No,
+                  MessageBoxImage.Question);
+               return resp == BTSMessageBoxButtons.Yes;
+            }
         );

         _cancel_selected_orders_command = SparkCommands.CancelSelectedOrders.complete(
@@ -84,17 +84,17 @@ namespace bts.shell {
         static class DefaultColumns {

            public static GridColumnSettings account => new GridColumnSettings(col_id(Columns.Account), DefaultColumnHeaders.Account, width: DefaultColumnWidths.Account);
-            public static GridColumnSettings exchange => new GridColumnSettings(col_id(Columns.Exchange), DefaultColumnHeaders.Exchange, width: DefaultColumnWidths.Exchange);
+            public static GridColumnSettings exchange => new GridColumnSettings(col_id(Columns.Exchange), DefaultColumnHeaders.Exchange, false, width: DefaultColumnWidths.Exchange);
            public static GridColumnSettings symbol => new GridColumnSettings(col_id(Columns.Symbol), DefaultColumnHeaders.Symbol, width: DefaultColumnWidths.Symbol);
            public static GridColumnSettings security => new GridColumnSettings(col_id(Columns.Security), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
            public static GridColumnSettings security_type => new GridColumnSettings(col_id(Columns.SecurityType), DefaultColumnHeaders.SecurityType, width: DefaultColumnWidths.SecurityType);
            public static GridColumnSettings start_net_position => new GridColumnSettings(col_id(Columns.StartNetPos), DefaultColumnHeaders.StartNetPos, width: DefaultColumnWidths.Start_Net_Pos, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-            public static GridColumnSettings start_pnl => new GridColumnSettings(col_id(Columns.StartPNL), DefaultColumnHeaders.StartPnL, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings start_pnl => new GridColumnSettings(col_id(Columns.StartPNL), DefaultColumnHeaders.StartPnL, false, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
            public static GridColumnSettings day_long_pnl => new GridColumnSettings(col_id(Columns.DayLong), DefaultColumnHeaders.DayLong, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
            public static GridColumnSettings day_short_pnl => new GridColumnSettings(col_id(Columns.DayShort), DefaultColumnHeaders.DayShort, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
            public static GridColumnSettings day_pnl => new GridColumnSettings(col_id(Columns.DayPNL), DefaultColumnHeaders.DayPnL, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-            public static GridColumnSettings total_net_pos => new GridColumnSettings(col_id(Columns.TotalNetPos), DefaultColumnHeaders.TotalNetPos, width: DefaultColumnWidths.Total_Net_Pos, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-            public static GridColumnSettings total_pnl => new GridColumnSettings(col_id(Columns.TotalPNL), DefaultColumnHeaders.TotalPnL, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings total_net_pos => new GridColumnSettings(col_id(Columns.TotalNetPos), DefaultColumnHeaders.TotalNetPos, false, width: DefaultColumnWidths.Total_Net_Pos, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings total_pnl => new GridColumnSettings(col_id(Columns.TotalPNL), DefaultColumnHeaders.TotalPnL, false, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
            public static GridColumnSettings pnl_price => new GridColumnSettings(col_id(Columns.PNLPrice), DefaultColumnHeaders.PnLPrice, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);

            public static IEnumerable<SortingCriteria> default_sorting_criterion {
@@ -158,6 +158,8 @@ namespace bts.shell {
         // ProtoMember 13 cannot be used further
         [ProtoMember(14)]
         public SecurityType[] security_types;
+         [ProtoMember(15)]
+         public bool[] has_day_trades;
      }

   }
@@ -12,7 +12,6 @@ using System.Collections.Generic;
 using System.ComponentModel.Composition;
 using System.Linq;
 using System.Reactive.Linq;
-using OrderTuple = System.ValueTuple<bts.api.SecurityImmutable?, bts.api.orderman.OrderRecordImmutable>;

 namespace bts.shell {
   interface INotificationService {
@@ -20,40 +19,14 @@ namespace bts.shell {
      INotificationServiceDataCache data_cache { get; }
      IDisposable link_to_activity(IPredicate<Activity> predicate, SoundNotification sound);
      IDisposable link_to_activity(INotificationPredicate<Activity> toast_notification_predicate);
-      IDisposable link_to_order(IPredicate<OrderTuple> predicate, SoundNotification sound);
-      IDisposable link_to_order(INotificationPredicate<OrderTuple> toast_notification_predicate);
-   }
-
-   static class NotificationServiceExtensions {
-      /// TODO: remove this extension and force callers to use the appropriate 'link' method in <see cref="INotificationService"/> (it is smelly, and is NOT ACTUALLY STRONGLY TYPED)
-      public static IDisposable link<T>(this INotificationService notification_service, IPredicate<T> predicate, SoundNotification sound) {
-         if (predicate is IPredicate<OrderTuple> orp)
-            return notification_service.link_to_order(orp, sound);
-         if (predicate is IPredicate<OrderSecurity> osp) {
-            // Note: watch out for implicit types as generic type arguments (although OrderSecurity can be implicitly cast to OrderTuple, IPredicate<OrderSecurity> CANNOT be implicitly cast to IPredicate<OrderTuple>)
-            return notification_service.link_to_order(PredicateBuilder.create<OrderTuple>(ot => osp.trigger(new OrderSecurity(ot.Item1, ot.Item2))), sound);
-         }
-         if (predicate is IPredicate<Activity> ap)
-            return notification_service.link_to_activity(ap, sound);
-         Log.Ui.error($"Unable to activate sound-trigger (unrecognized predicate type '{typeof(T)}').");
-         return Disposable.empty;
-      }
-
-      /// TODO: remove this extension and force callers to use the appropriate 'link' method in <see cref="INotificationService"/> (it is smelly, and is NOT ACTUALLY STRONGLY TYPED)
-      public static IDisposable link<T>(this INotificationService notification_service, INotificationPredicate<T> toast_notification_predicate) {
-         if (toast_notification_predicate is INotificationPredicate<OrderTuple> orp)
-            return notification_service.link_to_order(orp);
-         if (toast_notification_predicate is INotificationPredicate<Activity> ap)
-            return notification_service.link_to_activity(ap);
-         Log.Ui.error($"Unable to activate toast-notification-trigger (unrecognized predicate type '{typeof(T)}').");
-         return Disposable.empty;
-      }
+      IDisposable link_to_order(IPredicate<OrderSecurity> predicate, SoundNotification sound);
+      IDisposable link_to_order(INotificationPredicate<OrderSecurity> toast_notification_predicate);
   }

   [Export(typeof(INotificationService))]
   partial class NotificationService : INotificationService, IDisposable {
      readonly NotificationProcessor<Activity> _activity_notifications;
-      readonly NotificationProcessor<OrderTuple> _order_notifications;
+      readonly NotificationProcessor<OrderSecurity> _order_notifications;
      readonly DataCache _data_cache = new DataCache();

      IDisposable _dispose;
@@ -62,7 +35,7 @@ namespace bts.shell {
      public NotificationService(IBus bus, INotifier notifier, OrdersModel orders_model) {
         this.notifier = notifier;
         _activity_notifications = new NotificationProcessor<Activity>(notifier);
-         _order_notifications = new NotificationProcessor<OrderTuple>(notifier);
+         _order_notifications = new NotificationProcessor<OrderSecurity>(notifier);
         _dispose = Disposable.Create(
            bus.subscribe(SparkTags.LogActivity).Subscribe(_on_activity),
            orders_model.on_orders.Subscribe(_on_orders)
@@ -75,8 +48,8 @@ namespace bts.shell {

      public IDisposable link_to_activity(IPredicate<Activity> predicate, SoundNotification sound) => _activity_notifications.link(predicate, sound);
      public IDisposable link_to_activity(INotificationPredicate<Activity> toast_notification_predicate) => _activity_notifications.link(toast_notification_predicate);
-      public IDisposable link_to_order(IPredicate<OrderTuple> predicate, SoundNotification sound) => _order_notifications.link(predicate, sound);
-      public IDisposable link_to_order(INotificationPredicate<OrderTuple> toast_notification_predicate) => _order_notifications.link(toast_notification_predicate);
+      public IDisposable link_to_order(IPredicate<OrderSecurity> predicate, SoundNotification sound) => _order_notifications.link(predicate, sound);
+      public IDisposable link_to_order(INotificationPredicate<OrderSecurity> toast_notification_predicate) => _order_notifications.link(toast_notification_predicate);
      public void Dispose() => Disposable.dispose(ref _dispose);

      void _on_activity(Activity activity) =>
@@ -4,7 +4,7 @@ using System;

 namespace mbts {
   [ProtoContract]
-   class DiscreteStringPredicate : IDiscreteValuesPredicateBuilder<string>, IEquatable<DiscreteStringPredicate> {
+   class DiscreteStringPredicate : IDiscreteValuesPredicateData<string>, IEquatable<DiscreteStringPredicate> {
      [ProtoMember(1)]
      string[] _values;
      [ProtoMember(2)]
@@ -4,7 +4,7 @@ using System;

 namespace mbts {
   [ProtoContract]
-   class DiscreteUIntPredicate : IDiscreteValuesPredicateBuilder<uint, uint?, uint[]>, IEquatable<DiscreteUIntPredicate> {
+   class DiscreteUIntPredicate : IDiscreteValuesPredicateData<uint, uint?, uint[]>, IEquatable<DiscreteUIntPredicate> {
      [ProtoMember(1)]
      uint[] _values;
      [ProtoMember(2)]
@@ -16,7 +16,7 @@ namespace mbts {
      public uint[] not_in_set { get => _get_set(true); set => _set(true, value); }

      public DiscreteValuesOneofCase predicate_type_case => DiscreteValuesPredicateUtils.get_predicate_type_case(_values, _negated);
-      public IPredicate<uint> create(object obj) => DiscreteValuesPredicateUtils.create(this);
+      public IPredicate<uint> create() => DiscreteValuesPredicateUtils.create(this);

      public bool Equals(DiscreteUIntPredicate other) => DiscreteValuesPredicateUtils.equals(this, other);
      public override bool Equals(object obj) => Equals(obj as DiscreteUIntPredicate);
@@ -8,14 +8,14 @@ using System.Collections.Generic;
 using System.Linq;

 namespace mbts {
-   interface IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> : IPredicateBuilder<T> {
+   interface IDiscreteValuesPredicateData<T, TSingle, TMulti> {
      TSingle is_value { get; set; }
      TSingle not_value { get; set; }
      TMulti in_set { get; set; }
      TMulti not_in_set { get; set; }
      DiscreteValuesOneofCase predicate_type_case { get; }
   }
-   interface IDiscreteValuesPredicateBuilder<T> : IDiscreteValuesPredicateBuilder<T, T, T[]> { }
+   interface IDiscreteValuesPredicateData<T> : IDiscreteValuesPredicateData<T, T, T[]> { }

   public enum DiscreteValuesOneofCase {
      None,
@@ -32,8 +32,8 @@ namespace mbts {

 namespace mbts.ui.settings {
   static class DiscreteValuesPredicateUtils {
-      public static bool equals<T>(IDiscreteValuesPredicateBuilder<T> a, IDiscreteValuesPredicateBuilder<T> b) => a.safe_equals(b, _equals);
-      static bool _equals<T>(IDiscreteValuesPredicateBuilder<T> a, IDiscreteValuesPredicateBuilder<T> b) {
+      public static bool equals<T>(IDiscreteValuesPredicateData<T> a, IDiscreteValuesPredicateData<T> b) => a.safe_equals(b, _equals);
+      static bool _equals<T>(IDiscreteValuesPredicateData<T> a, IDiscreteValuesPredicateData<T> b) {
         var dvoc = a.predicate_type_case;
         if (dvoc != b.predicate_type_case)
            return false;
@@ -47,8 +47,8 @@ namespace mbts.ui.settings {
         }
      }

-      public static bool equals<T, TSingle, TMulti>(IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> a, IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> b) => a.safe_equals(b, _equals);
-      public static bool _equals<T, TSingle, TMulti>(IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> a, IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> b) {
+      public static bool equals<T, TSingle, TMulti>(IDiscreteValuesPredicateData<T, TSingle, TMulti> a, IDiscreteValuesPredicateData<T, TSingle, TMulti> b) => a.safe_equals(b, _equals);
+      public static bool _equals<T, TSingle, TMulti>(IDiscreteValuesPredicateData<T, TSingle, TMulti> a, IDiscreteValuesPredicateData<T, TSingle, TMulti> b) {
         var dvoc = a.predicate_type_case;
         if (dvoc != b.predicate_type_case)
            return false;
@@ -62,7 +62,7 @@ namespace mbts.ui.settings {
         }
      }

-      public static int hash<T>(IDiscreteValuesPredicateBuilder<T> a) {
+      public static int hash<T>(IDiscreteValuesPredicateData<T> a) {
         switch (a.predicate_type_case) {
            case DiscreteValuesOneofCase.IsValue: return a.is_value.GetHashCode() % MathUtils.Primes.P_17191;
            case DiscreteValuesOneofCase.NotValue: return a.not_value.GetHashCode() % MathUtils.Primes.P_83987;
@@ -72,7 +72,7 @@ namespace mbts.ui.settings {
         }
      }

-      public static int hash<T, TSingle, TMulti>(IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> a) {
+      public static int hash<T, TSingle, TMulti>(IDiscreteValuesPredicateData<T, TSingle, TMulti> a) {
         switch (a.predicate_type_case) {
            case DiscreteValuesOneofCase.IsValue: return a.is_value.GetHashCode() % MathUtils.Primes.P_17191;
            case DiscreteValuesOneofCase.NotValue: return a.not_value.GetHashCode() % MathUtils.Primes.P_83987;
@@ -88,7 +88,7 @@ namespace mbts.ui.settings {
               (negated ? DiscreteValuesOneofCase.NotValue : DiscreteValuesOneofCase.IsValue) :
               (negated ? DiscreteValuesOneofCase.NotInSet : DiscreteValuesOneofCase.IsInSet);

-      public static DiscreteValuesOneofCase get_predicate_type_case<T, TSingle, TMulti>(IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> predicate_builder) {
+      public static DiscreteValuesOneofCase get_predicate_type_case<T, TSingle, TMulti>(IDiscreteValuesPredicateData<T, TSingle, TMulti> predicate_builder) {
         if (predicate_builder.is_value != null) return DiscreteValuesOneofCase.IsValue;
         if (predicate_builder.not_value != null) return DiscreteValuesOneofCase.NotValue;
         if (predicate_builder.in_set != null) return DiscreteValuesOneofCase.IsInSet;
@@ -96,7 +96,7 @@ namespace mbts.ui.settings {
         return DiscreteValuesOneofCase.None;
      }

-      public static IPredicate<T> create<T>(IDiscreteValuesPredicateBuilder<T> predicate_builder) {
+      public static IPredicate<T> create<T>(IDiscreteValuesPredicateData<T> predicate_builder) {
         switch (predicate_builder.predicate_type_case) {
            case DiscreteValuesOneofCase.IsValue: return PredicateBuilder.equals(predicate_builder.is_value);
            case DiscreteValuesOneofCase.NotValue: return PredicateBuilder.not_equals(predicate_builder.not_value);
@@ -106,7 +106,7 @@ namespace mbts.ui.settings {
         }
      }

-      public static IPredicate<T> create<T>(IDiscreteValuesPredicateBuilder<T, T?, T[]> predicate_builder) where T : struct {
+      public static IPredicate<T> create<T>(IDiscreteValuesPredicateData<T, T?, T[]> predicate_builder) where T : struct {
         switch (predicate_builder.predicate_type_case) {
            case DiscreteValuesOneofCase.IsValue: return PredicateBuilder.equals(predicate_builder.is_value.Value);
            case DiscreteValuesOneofCase.NotValue: return PredicateBuilder.not_equals(predicate_builder.not_value.Value);
@@ -118,13 +118,13 @@ namespace mbts.ui.settings {
   }
   static class DiscreteValuesPredicateVMFactory {
      public static Dictionary<DiscreteValuesOneofCase, ITemplatedPropertyWrapperVM<TPredicate>> get_oneofs_value_type<T, TPredicate>(IEnumerable<T> items)
-         where T : struct where TPredicate : IDiscreteValuesPredicateBuilder<T, T?, T[]> =>
+         where T : struct where TPredicate : IDiscreteValuesPredicateData<T, T?, T[]> =>
         //
         get_oneofs<T, T?, T[], TPredicate>(identity_view_value_collection(items), val => val.Value, val => val, vals => vals ?? Enumerable.Empty<T>(), vals => vals?.ToArray() ?? new T[0], get_identity_view);

      public static Dictionary<DiscreteValuesOneofCase, ITemplatedPropertyWrapperVM<TPredicate>> get_oneofs<T, TSingle, TMulti, TPredicate>(
         IObservableCollection<IViewValue<T>> items, Func<TSingle, T> from_single, Func<T, TSingle> to_single, Func<TMulti,IEnumerable<T>> from_multi, Func<IEnumerable<T>, TMulti> to_multi, Func<T, object> get_view)
-         where TPredicate : IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> {
+         where TPredicate : IDiscreteValuesPredicateData<T, TSingle, TMulti> {
         //
         return new Dictionary<DiscreteValuesOneofCase, ITemplatedPropertyWrapperVM<TPredicate>> {
            { DiscreteValuesOneofCase.IsValue, PropertyWrapperVMUtils.create_selector_vm(
@@ -153,14 +153,14 @@ namespace mbts.ui.settings {
      public static Dictionary<DiscreteValuesOneofCase, ITemplatedPropertyWrapperVM<TPredicate>> get_oneofs<T, TKey, TSingle, TMulti, TPredicate>(
         IEnumerable<T> items, Func<T, TKey> key, Func<TSingle, TKey> from_single, Func<TKey, TSingle> to_single, Func<TMulti, IEnumerable<TKey>> from_multi, Func<IEnumerable<TKey>, TMulti> to_multi)
         where TKey : struct, IEquatable<TKey>
-         where TPredicate : IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> =>
+         where TPredicate : IDiscreteValuesPredicateData<T, TSingle, TMulti> =>
         //
         get_oneofs<T, TKey, TSingle, TMulti, TPredicate>(RXCollection.from_enumerable(items.Select<T, IViewValue<T>>(v => new ViewValueTuple<T>(v, v))), key, from_single, to_single, from_multi, to_multi);

      public static Dictionary<DiscreteValuesOneofCase, ITemplatedPropertyWrapperVM<TPredicate>> get_oneofs<T, TKey, TSingle, TMulti, TPredicate>(
         IObservableCollection<IViewValue<T>> items, Func<T, TKey> key, Func<TSingle, TKey> from_single, Func<TKey, TSingle> to_single, Func<TMulti, IEnumerable<TKey>> from_multi, Func<IEnumerable<TKey>, TMulti> to_multi)
         where TKey : struct, IEquatable<TKey>
-         where TPredicate : IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> {
+         where TPredicate : IDiscreteValuesPredicateData<T, TSingle, TMulti> {
         //
         return new Dictionary<DiscreteValuesOneofCase, ITemplatedPropertyWrapperVM<TPredicate>> {
            { DiscreteValuesOneofCase.IsValue, PropertyWrapperVMUtils.create_keyed_selector_vm<TPredicate, IViewValue<T>, TKey>(
@@ -5,7 +5,7 @@ using System;

 namespace mbts {
   [ProtoContract]
-   class ExchangePredicate : IDiscreteValuesPredicateBuilder<Venue, Venue?, Venue[]>, IEquatable<ExchangePredicate> {
+   class ExchangePredicate : IDiscreteValuesPredicateData<Venue, Venue?, Venue[]>, IEquatable<ExchangePredicate> {
      [ProtoMember(1)]
      Venue[] _values;
      [ProtoMember(2)]
@@ -17,7 +17,7 @@ namespace mbts {
      public Venue[] not_in_set { get => _get_set(true); set => _set(true, value); }

      public DiscreteValuesOneofCase predicate_type_case => DiscreteValuesPredicateUtils.get_predicate_type_case(_values, _negated);
-      public IPredicate<Venue> create(object obj) => DiscreteValuesPredicateUtils.create(this);
+      public IPredicate<Venue> create() => DiscreteValuesPredicateUtils.create(this);

      public bool Equals(ExchangePredicate other) => DiscreteValuesPredicateUtils.equals(this, other);
      public override bool Equals(object obj) => Equals(obj as ExchangePredicate);
@@ -5,7 +5,7 @@ using System;

 namespace mbts {
   [ProtoContract]
-   class OrderStatusPredicate : IDiscreteValuesPredicateBuilder<OrderStatus, OrderStatus?, OrderStatus[]>, IEquatable<OrderStatusPredicate> {
+   class OrderStatusPredicate : IDiscreteValuesPredicateData<OrderStatus, OrderStatus?, OrderStatus[]>, IEquatable<OrderStatusPredicate> {
      [ProtoMember(1)]
      OrderStatus[] _values;
      [ProtoMember(2)]
@@ -17,7 +17,7 @@ namespace mbts {
      public OrderStatus[] not_in_set { get => _get_set(true); set => _set(true, value); }

      public DiscreteValuesOneofCase predicate_type_case => DiscreteValuesPredicateUtils.get_predicate_type_case(_values, _negated);
-      public IPredicate<OrderStatus> create(object obj) => DiscreteValuesPredicateUtils.create(this);
+      public IPredicate<OrderStatus> create() => DiscreteValuesPredicateUtils.create(this);

      public bool Equals(OrderStatusPredicate other) => DiscreteValuesPredicateUtils.equals(this, other);
      public override bool Equals(object obj) => Equals(obj as OrderStatusPredicate);
@@ -5,7 +5,7 @@ using System;

 namespace mbts {
   [ProtoContract]
-   class OrderSubTypePredicate : IDiscreteValuesPredicateBuilder<OrderSubType, OrderSubType?, OrderSubType[]>, IEquatable<OrderSubTypePredicate> {
+   class OrderSubTypePredicate : IDiscreteValuesPredicateData<OrderSubType, OrderSubType?, OrderSubType[]>, IEquatable<OrderSubTypePredicate> {
      [ProtoMember(1)]
      OrderSubType[] _values;
      [ProtoMember(2)]
@@ -17,7 +17,7 @@ namespace mbts {
      public OrderSubType[] not_in_set { get => _get_set(true); set => _set(true, value); }

      public DiscreteValuesOneofCase predicate_type_case => DiscreteValuesPredicateUtils.get_predicate_type_case(_values, _negated);
-      public IPredicate<OrderSubType> create(object obj) => DiscreteValuesPredicateUtils.create(this);
+      public IPredicate<OrderSubType> create() => DiscreteValuesPredicateUtils.create(this);

      public bool Equals(OrderSubTypePredicate other) => DiscreteValuesPredicateUtils.equals(this, other);
      public override bool Equals(object obj) => Equals(obj as OrderSubTypePredicate);
@@ -5,7 +5,7 @@ using OrderType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;

 namespace mbts {
   [ProtoContract]
-   class OrderTypePredicate : IDiscreteValuesPredicateBuilder<OrderType, OrderType?, OrderType[]>, IEquatable<OrderTypePredicate> {
+   class OrderTypePredicate : IDiscreteValuesPredicateData<OrderType, OrderType?, OrderType[]>, IEquatable<OrderTypePredicate> {
      [ProtoMember(1)]
      OrderType[] _values;
      [ProtoMember(2)]
@@ -17,7 +17,7 @@ namespace mbts {
      public OrderType[] not_in_set { get => _get_set(true); set => _set(true, value); }

      public DiscreteValuesOneofCase predicate_type_case => DiscreteValuesPredicateUtils.get_predicate_type_case(_values, _negated);
-      public IPredicate<OrderType> create(object obj) => DiscreteValuesPredicateUtils.create(this);
+      public IPredicate<OrderType> create() => DiscreteValuesPredicateUtils.create(this);

      public bool Equals(OrderTypePredicate other) => DiscreteValuesPredicateUtils.equals(this, other);
      public override bool Equals(object obj) => Equals(obj as OrderTypePredicate);
@@ -5,7 +5,7 @@ using System;

 namespace mbts {
   [ProtoContract]
-   class TimeInForcePredicate : IDiscreteValuesPredicateBuilder<TimeInForce, TimeInForce?, TimeInForce[]>, IEquatable<TimeInForcePredicate> {
+   class TimeInForcePredicate : IDiscreteValuesPredicateData<TimeInForce, TimeInForce?, TimeInForce[]>, IEquatable<TimeInForcePredicate> {
      [ProtoMember(1)]
      TimeInForce[] _values;
      [ProtoMember(2)]
@@ -17,7 +17,7 @@ namespace mbts {
      public TimeInForce[] not_in_set { get => _get_set(true); set => _set(true, value); }

      public DiscreteValuesOneofCase predicate_type_case => DiscreteValuesPredicateUtils.get_predicate_type_case(_values, _negate);
-      public IPredicate<TimeInForce> create(object obj) => DiscreteValuesPredicateUtils.create(this);
+      public IPredicate<TimeInForce> create() => DiscreteValuesPredicateUtils.create(this);

      public bool Equals(TimeInForcePredicate other) => DiscreteValuesPredicateUtils.equals(this, other);
      public override bool Equals(object obj) => Equals(obj as TimeInForcePredicate);
@@ -4,7 +4,6 @@ using bts.shell;
 using bts.utils;
 using mbts.spark;
 using mbts.ui.settings;
-using mbts.utils;
 using ProtoBuf;
 using System;
 using System.Collections.Generic;
@@ -14,7 +13,7 @@ namespace mbts {
   static class OrderCanceledEventPredicateVMFactory {
      public static Dictionary<OrderCanceledEventPredicate.PredicateTypeOneofCase, ITemplatedPropertyWrapperVM<OrderCanceledEventPredicate>> get_oneofs(IBus bus) =>
         new Dictionary<OrderCanceledEventPredicate.PredicateTypeOneofCase, ITemplatedPropertyWrapperVM<OrderCanceledEventPredicate>> {
-            { OrderCanceledEventPredicate.PredicateTypeOneofCase.AnyOrder, PredicateBuilderVMWrapper.create<OrderCanceledEventPredicate>(p => p.security = null) },
+            { OrderCanceledEventPredicate.PredicateTypeOneofCase.AnyOrder, PredicateVMWrapper.create<OrderCanceledEventPredicate>(p => p.security = null) },
            { OrderCanceledEventPredicate.PredicateTypeOneofCase.SecurityOrder, SecurityCriteriaVMFactory.create<OrderCanceledEventPredicate>(bus, o => o.security?.is_value ?? new SecurityCriteria(),
               (p, s) => {
                  if (p.security == null)
@@ -26,7 +25,7 @@ namespace mbts {
   }

   [ProtoContract]
-   class OrderCanceledEventPredicate : IPredicateBuilder<OrderSecurity, INotificationServiceDataCache>, IEquatable<OrderCanceledEventPredicate> {
+   class OrderCanceledEventPredicate : IEquatable<OrderCanceledEventPredicate> {
      public enum PredicateTypeOneofCase {
         [Description("(any order)")]
         AnyOrder,
@@ -52,7 +51,7 @@ namespace mbts {
         OrderEventPredicateHelper.create_status_transition_predicate(OrderStatus.Canceled, security, data_cache);

      public INotificationPredicate<OrderSecurity> create_toast(INotificationServiceDataCache data_cache) =>
-         new MyToaster(security?.create(data_cache), data_cache);
+         new MyToaster(security?.create(), data_cache);

      public bool Equals(OrderCanceledEventPredicate other) => other != null && other.security.safe_equals(other.security);
      public override bool Equals(object obj) => Equals(obj as OrderCanceledEventPredicate);
@@ -4,7 +4,6 @@ using bts.shell;
 using bts.utils;
 using mbts.spark;
 using mbts.ui.settings;
-using mbts.utils;
 using ProtoBuf;
 using System;
 using System.Collections.Generic;
@@ -14,7 +13,7 @@ namespace mbts {
   static class OrderCompletedEventPredicateVMFactory {
      public static Dictionary<OrderCompletedEventPredicate.PredicateTypeOneofCase, ITemplatedPropertyWrapperVM<OrderCompletedEventPredicate>> get_oneofs(IBus bus) =>
         new Dictionary<OrderCompletedEventPredicate.PredicateTypeOneofCase, ITemplatedPropertyWrapperVM<OrderCompletedEventPredicate>> {
-            { OrderCompletedEventPredicate.PredicateTypeOneofCase.AnyOrder, PredicateBuilderVMWrapper.create<OrderCompletedEventPredicate>(p => p.security = null) },
+            { OrderCompletedEventPredicate.PredicateTypeOneofCase.AnyOrder, PredicateVMWrapper.create<OrderCompletedEventPredicate>(p => p.security = null) },
            { OrderCompletedEventPredicate.PredicateTypeOneofCase.SecurityOrder, SecurityCriteriaVMFactory.create<OrderCompletedEventPredicate>(bus, o => o.security?.is_value ?? new SecurityCriteria(),
               (p, s) => {
                  if (p.security == null)
@@ -26,7 +25,7 @@ namespace mbts {
   }

   [ProtoContract]
-   class OrderCompletedEventPredicate : IPredicateBuilder<OrderSecurity, INotificationServiceDataCache>, IEquatable<OrderCompletedEventPredicate> {
+   class OrderCompletedEventPredicate : IEquatable<OrderCompletedEventPredicate> {
      public enum PredicateTypeOneofCase {
         [Description("(any order)")]
         AnyOrder,
@@ -52,7 +51,7 @@ namespace mbts {
         OrderEventPredicateHelper.create_status_transition_predicate(OrderStatus.Completed, security, data_cache);

      public INotificationPredicate<OrderSecurity> create_toast(INotificationServiceDataCache data_cache) =>
-         new MyToaster(security?.create(data_cache), data_cache);
+         new MyToaster(security?.create(), data_cache);

      public bool Equals(OrderCompletedEventPredicate other) => other != null && other.security.safe_equals(other.security);
      public override bool Equals(object obj) => Equals(obj as OrderCompletedEventPredicate);
@@ -2,8 +2,6 @@
 using bts.api.orderman;
 using bts.shell;
 using bts.utils;
-using mbts.spark;
-using mbts.utils;
 using System;

 namespace mbts {
@@ -39,7 +37,7 @@ namespace mbts {
      }

      public static IPredicate<OrderSecurity> create_status_transition_predicate(OrderStatus status, SecurityPredicate security_predicate, INotificationServiceDataCache data_cache) =>
-         new OrderStatusTransitionPredicate(status, security_predicate?.create(data_cache), data_cache);
+         new OrderStatusTransitionPredicate(status, security_predicate?.create(), data_cache);

      class OrderStatusTransitionPredicate : IPredicate<OrderSecurity>, IEquatable<OrderStatusTransitionPredicate> {
         readonly IPredicate<SecurityImmutable> _security_predicate;
@@ -11,7 +11,7 @@ namespace mbts {
   static class OrderFilledEventPredicateVMFactory {
      public static Dictionary<OrderFilledEventPredicate.PredicateTypeOneofCase, ITemplatedPropertyWrapperVM<OrderFilledEventPredicate>> get_oneofs(IBus bus) =>
         new Dictionary<OrderFilledEventPredicate.PredicateTypeOneofCase, ITemplatedPropertyWrapperVM<OrderFilledEventPredicate>> {
-            { OrderFilledEventPredicate.PredicateTypeOneofCase.AnyOrder, PredicateBuilderVMWrapper.create<OrderFilledEventPredicate>(p => p.security = null) },
+            { OrderFilledEventPredicate.PredicateTypeOneofCase.AnyOrder, PredicateVMWrapper.create<OrderFilledEventPredicate>(p => p.security = null) },
            { OrderFilledEventPredicate.PredicateTypeOneofCase.SecurityOrder, SecurityCriteriaVMFactory.create<OrderFilledEventPredicate>(bus, o => o.security?.is_value ?? new SecurityCriteria(),
               (p, s) => {
                  if (p.security == null) {
@@ -24,7 +24,7 @@ namespace mbts {
   }

   [ProtoContract]
-   class OrderFilledEventPredicate : IPredicateBuilder<OrderSecurity, INotificationServiceDataCache>, IEquatable<OrderFilledEventPredicate> {
+   class OrderFilledEventPredicate : IEquatable<OrderFilledEventPredicate> {
      public enum PredicateTypeOneofCase {
         [PredicateCase("(any order)")]
         AnyOrder,
@@ -59,7 +59,7 @@ namespace mbts {
      public override int GetHashCode() => security == null ? 0 : security.GetHashCode();

      FillTriggerModel _create_model(INotificationServiceDataCache nsdc) =>
-         new FillTriggerModel(nsdc, security?.create(nsdc));
+         new FillTriggerModel(nsdc, security?.create());

      class FillTriggerModel {
         readonly IPredicate<SecurityImmutable> _security_predicate;
@@ -56,12 +56,12 @@ namespace mbts {
            Func<TChildPredicate, TChildPredicateOneof> key,
            Dictionary<TChildPredicateOneof, ITemplatedPropertyWrapperVM<TChildPredicate>> oneofs) where TChildPredicateOneof : struct where TChildPredicate : new() =>
            //
-            PredicateBuilderVMWrapper.wrap_child_oneof<OrderRecordTuplePredicate, TChildPredicate, TChildPredicateOneof>(get, set, key, oneofs);
+            PredicateVMWrapper.wrap_child_oneof<OrderRecordTuplePredicate, TChildPredicate, TChildPredicateOneof>(get, set, key, oneofs);
      }
   }
 
   [ProtoContract]
-   class OrderRecordTuplePredicate : INotificationPredicateBuilder<OrderSecurity, INotificationServiceDataCache>, IEquatable<OrderRecordTuplePredicate> {
+   class OrderRecordTuplePredicate : IEquatable<OrderRecordTuplePredicate> {
      SecurityPredicate _security;
      SidePredicate _side;
      DoublePredicate _price, _last_price, _avg_price;
@@ -208,39 +208,36 @@ namespace mbts {

      public IPredicate<OrderSecurity> create_predicate(INotificationServiceDataCache data_cache) {
         switch (predicate_type_case) {
-            case PTOC.Security: return wrap(_security, r => r.security ?? SecurityDataHelper.Defaults.SecurityImmutable);
-            case PTOC.Time: return wrap(_time_created, r => r.order.created());
-            case PTOC.LastChange: return wrap(_last_change, r => r.order.last_change());
-            case PTOC.User: return wrap(_user, r => r.order.user_id());
-            case PTOC.Account: return wrap(_account, r => r.order.account_id());
-            case PTOC.Exchange: return wrap(_exchange, r => r.security.exchange_or_default());
-            case PTOC.TimeInForce: return wrap(_time_in_force, r => r.order.time_in_force());
-            case PTOC.OrderType: return wrap(_order_type, r => r.order.order_type());
-            case PTOC.SubType: return wrap(_order_sub_type, r => r.order.sub_type());
-            case PTOC.Side: return wrap(_side, r => r.order.side());
-            case PTOC.Size: return wrap(_quantity, r => r.order.quantity());
-            case PTOC.Price: return wrap(_price, r => r.order.price());
-            case PTOC.Filled: return wrap(_filled_quantity, r => r.order.filled());
-            case PTOC.AvgFilled: return wrap(_avg_price, r => r.order.avg_price());
-            case PTOC.LastPrice: return wrap(_last_price, r => r.order.last_price());
-            case PTOC.Status: return wrap(_order_status, r => r.order.status());
-            case PTOC.LastMessage: return wrap(_last_message, r => r.order.last_msg());
-            case PTOC.SecurityKey: return wrap(_security_key, r => r.order.security_key());
-            case PTOC.OrderKey: return wrap(_order_key, r => r.order.Key);
-            case PTOC.ParentKey: return wrap(_parent_key, r => r.order.ParentKey);
+            case PTOC.Security: return wrap(_security.create(), r => r.security ?? SecurityDataHelper.Defaults.SecurityImmutable);
+            case PTOC.Time: return wrap(_time_created.create(), r => r.order.created());
+            case PTOC.LastChange: return wrap(_last_change.create(), r => r.order.last_change());
+            case PTOC.User: return wrap(_user.create(), r => r.order.user_id());
+            case PTOC.Account: return wrap(_account.create(), r => r.order.account_id());
+            case PTOC.Exchange: return wrap(_exchange.create(), r => r.security.exchange_or_default());
+            case PTOC.TimeInForce: return wrap(_time_in_force.create(), r => r.order.time_in_force());
+            case PTOC.OrderType: return wrap(_order_type.create(), r => r.order.order_type());
+            case PTOC.SubType: return wrap(_order_sub_type.create(), r => r.order.sub_type());
+            case PTOC.Side: return wrap(_side.create(), r => r.order.side());
+            case PTOC.Size: return wrap(_quantity.create(), r => r.order.quantity());
+            case PTOC.Price: return wrap(_price.create(), r => r.order.price());
+            case PTOC.Filled: return wrap(_filled_quantity.create(), r => r.order.filled());
+            case PTOC.AvgFilled: return wrap(_avg_price.create(), r => r.order.avg_price());
+            case PTOC.LastPrice: return wrap(_last_price.create(), r => r.order.last_price());
+            case PTOC.Status: return wrap(_order_status.create(), r => r.order.status());
+            case PTOC.LastMessage: return wrap(_last_message.create(), r => r.order.last_msg());
+            case PTOC.SecurityKey: return wrap(_security_key.create(), r => r.order.security_key());
+            case PTOC.OrderKey: return wrap(_order_key.create(), r => r.order.Key);
+            case PTOC.ParentKey: return wrap(_parent_key.create(), r => r.order.ParentKey);
            case PTOC.FilledEvent: return _filled_event.create_predicate(data_cache);
            case PTOC.CompletedEvent: return _completed_event.create_predicate(data_cache);
            case PTOC.CanceledEvent: return _canceled_event.create(data_cache);
            default: return null;
         }
         //
-         IPredicate<OrderSecurity> wrap<T>(IPredicateBuilder<T> trigger, Func<OrderSecurity, T> select) =>
-            trigger.create(data_cache).wrap<OrderSecurity,T>(select);
+         IPredicate<OrderSecurity> wrap<T>(IPredicate<T> trigger, Func<OrderSecurity, T> select) =>
+            trigger.wrap<OrderSecurity, T>(select);
      }

-      IPredicate<OrderSecurity> IPredicateBuilder<OrderSecurity>.create(object obj) =>
-         create_predicate((INotificationServiceDataCache)obj);
-
      public INotificationPredicate<OrderSecurity> create_notification_predicate(INotificationServiceDataCache notification_service_data_cache) {
         if (!is_toast_enabled)
            return null;
@@ -252,9 +249,6 @@ namespace mbts {
         }
      }

-      INotificationPredicate<OrderSecurity> INotificationPredicateBuilder<OrderSecurity>.create_notification_predicate(object obj) =>
-         create_notification_predicate((INotificationServiceDataCache)obj);
-
      public bool Equals(OrderRecordTuplePredicate other) {
         if (other == null)
            return false;
@@ -378,9 +372,9 @@ namespace mbts {
         _sound_animations = new List<SoundNotification> ( sound_animations );
      }

-      public OrderRecordTuplePredicate predicate_builder => _predicate;
+      public OrderRecordTuplePredicate predicate_data => _predicate;
      public IReadOnlyList<CellAnimation> cell_animations => _cell_animations ?? (_cell_animations = new List<CellAnimation>());
      public IReadOnlyList<RowAnimation> row_animations => _row_animations ?? (_row_animations = new List<RowAnimation>());
      public IReadOnlyList<SoundNotification> sound_notifications => _sound_animations ?? (_sound_animations = new List<SoundNotification>());
   }
-}
+}
@@ -1,7 +1,6 @@
 using bts.proto;
 using bts.utils;
 using mbts.spark;
-using mbts.spark.utilities;
 using mbts.ui.spark;
 using ProtoBuf;
 using System;
@@ -24,7 +23,7 @@ namespace mbts {
   }

   [ProtoContract]
-   class DoublePredicate : IPredicateBuilder<double>, IEquatable<DoublePredicate> {
+   class DoublePredicate : IEquatable<DoublePredicate> {
      // not using a 'negate' flag here bc its meaning is not consistent for all value-types
      // greater than vs less than for specific values, or inside vs outside for value-ranges
      // trading a little more code for more clarity
@@ -62,7 +61,7 @@ namespace mbts {
         }
      }

-      public IPredicate<double> create(object obj) {
+      public IPredicate<double> create() {
         switch (predicate_type_case) {
            case PredicateTypeOneofCase.GreaterThan: return PredicateBuilder.greater_than(_greater_than.Value);
            case PredicateTypeOneofCase.LessThan: return PredicateBuilder.less_than(_less_than.Value);
@@ -1,7 +1,6 @@
 using bts.api;
 using bts.utils;
 using mbts.spark;
-using mbts.spark.utilities;
 using mbts.ui.spark;
 using mbts.ui.utility;
 using ProtoBuf;
@@ -23,7 +22,7 @@ namespace mbts {
   }

   [ProtoContract]
-   class SidePredicate : IPredicateBuilder<Side>, IEquatable<SidePredicate> {
+   class SidePredicate : IEquatable<SidePredicate> {
      Side? _is_value;
      Side? _not_value;

@@ -48,7 +47,7 @@ namespace mbts {
         }
      }

-      public IPredicate<Side> create(object obj) {
+      public IPredicate<Side> create() {
         switch (predicate_type_case) {
            case PredicateTypeOneofCase.IsValue: return PredicateBuilder.equals(_is_value.Value);
            case PredicateTypeOneofCase.NotValue: return PredicateBuilder.not_equals(_not_value.Value);
@@ -1,9 +1,7 @@
 using bts.proto;
 using bts.utils;
 using mbts.spark;
-using mbts.spark.utilities;
 using mbts.ui.spark;
-using mbts.utils;
 using ProtoBuf;
 using System;
 using System.Collections.Generic;
@@ -27,7 +25,7 @@ namespace mbts {
   }

   [ProtoContract]
-   class StringPredicate : IPredicateBuilder<string>, IEquatable<StringPredicate> {
+   class StringPredicate : IEquatable<StringPredicate> {
      StringIgnoreCase? _is_string, _not_string, _contains_string, _not_contains_string;

      public enum PredicateTypeOneofCase {
@@ -61,7 +59,7 @@ namespace mbts {
         }
      }

-      public IPredicate<string> create(object obj) {
+      public IPredicate<string> create() {
         switch (predicate_type_case) {
            case PTOC.IsMatch: return PredicateBuilder.equals(_is_string.Value.text, _get_eq_comparer(_is_string));
            case PTOC.NotMatch: return PredicateBuilder.not_equals(_not_string.Value.text, _get_eq_comparer(_not_string));
@@ -1,7 +1,6 @@
 using bts.proto;
 using bts.utils;
 using mbts.spark;
-using mbts.spark.utilities;
 using mbts.ui.spark;
 using ProtoBuf;
 using System;
@@ -21,7 +20,7 @@ namespace mbts {
   }

   [ProtoContract]
-   class TimePredicate : IPredicateBuilder<DateTime>, IEquatable<TimePredicate> {
+   class TimePredicate : IEquatable<TimePredicate> {
      // not using a 'negate' flag here bc its meaning is not consistent for all value-types
      // before vs after for specific times, or inside vs outside for time-ranges
      // trading a little more code for clarity
@@ -59,7 +58,7 @@ namespace mbts {
         }
      }

-      public IPredicate<DateTime> create(object obj) {
+      public IPredicate<DateTime> create() {
         switch (predicate_type_case) {
            case PTOC.Before: return PredicateBuilder.less_than(_before.Value.get_date_time());
            case PTOC.After: return PredicateBuilder.greater_than(_after.Value.get_date_time());
@@ -1,7 +1,6 @@
 using bts.proto;
 using bts.utils;
 using mbts.spark;
-using mbts.spark.utilities;
 using mbts.ui.spark;
 using ProtoBuf;
 using System;
@@ -24,7 +23,7 @@ namespace mbts {
   }

   [ProtoContract]
-   class UIntPredicate : IPredicateBuilder<uint>, IEquatable<UIntPredicate> {
+   class UIntPredicate : IEquatable<UIntPredicate> {
      // not using a 'negate' flag here bc its meaning is not consistent for all value-types
      // greater than vs less than for specific values, or inside vs outside for value-ranges
      // trading a little more code for more clarity
@@ -62,7 +61,7 @@ namespace mbts {
         }
      }

-      public IPredicate<uint> create(object obj) {
+      public IPredicate<uint> create() {
         switch (predicate_type_case) {
            case PredicateTypeOneofCase.GreaterThan: return PredicateBuilder.greater_than(_greater_than.Value);
            case PredicateTypeOneofCase.LessThan: return PredicateBuilder.less_than(_less_than.Value);
@@ -1,7 +1,6 @@
 using bts.proto;
 using bts.utils;
 using mbts.spark;
-using mbts.spark.utilities;
 using mbts.ui.spark;
 using ProtoBuf;
 using System;
@@ -24,7 +23,7 @@ namespace mbts {
   }

   [ProtoContract]
-   class UShortPredicate : IPredicateBuilder<ushort>, IEquatable<UShortPredicate> {
+   class UShortPredicate : IEquatable<UShortPredicate> {
      // not using a 'negate' flag here bc its meaning is not consistent for all value-types
      // greater than vs less than for specific values, or inside vs outside for value-ranges
      // trading a little more code for more clarity
@@ -23,7 +23,7 @@ namespace mbts {
   }

   [ProtoContract]
-   class SecurityPredicate : IPredicateBuilder<SecurityImmutable>, IEquatable<SecurityPredicate> {
+   class SecurityPredicate : IEquatable<SecurityPredicate> {
      [ProtoMember(1)]
      SecurityCriteria _criteria;
      [ProtoMember(2)]
@@ -43,7 +43,8 @@ namespace mbts {
         _criteria == null ? PTOC.None :
            _negate ? PTOC.NotInCriteria : PTOC.InCriteria;

-      public IPredicate<SecurityImmutable> create(object obj) => _criteria.is_defined() ? new MyPredicate(_criteria, _negate) : null;
+      public IPredicate<SecurityImmutable> create() => _criteria.is_defined() ? new MyPredicate(_criteria, _negate) : null;
+
      public bool Equals(SecurityPredicate other) =>
         other != null &&
         _negate == other._negate &&
@@ -1,6 +1,4 @@
-using bts.shell;
-using bts.utils;
-using mbts.utils;
+using bts.utils;
 using System;
 using System.Collections.Generic;
 using System.ComponentModel;
@@ -14,23 +12,6 @@ namespace mbts {
      bool trigger(T value);
   }

-   interface IPredicateBuilder<T> {
-      IPredicate<T> create(object obj);
-   }
-
-   interface INotificationPredicateBuilder<T> : IPredicateBuilder<T> {
-      bool is_toast_enabled { get; set; }
-      INotificationPredicate<T> create_notification_predicate(object obj);
-   }
-
-   interface IPredicateBuilder<T, TArg> : IPredicateBuilder<T> {
-      IPredicate<T> create_predicate(TArg arg);
-   }
-
-   interface INotificationPredicateBuilder<T, TArg> : IPredicateBuilder<T, TArg>, INotificationPredicateBuilder<T> {
-      INotificationPredicate<T> create_notification_predicate(TArg arg);
-   }
-
  public enum PredicateCategory {
      Normal,
      Event
@@ -13,25 +13,23 @@ using System.Reactive.Linq;
 using System.Windows.Data;

 namespace mbts.ui.settings {
-   interface IPredicateBuilderVM<TRowData, TPredicateBuilder, TPredicateBuilderOneof> : ITemplatedPropertyWrapperVM<TPredicateBuilder>
-      where TPredicateBuilder : IPredicateBuilder<TRowData>
-      where TPredicateBuilderOneof : struct {
-      IReadOnlyCollection<TPredicateBuilderOneof> predicate_types { get; }
+   interface IPredicateVM<TRowData, TPredicateData, TPredicateDataOneof> : ITemplatedPropertyWrapperVM<TPredicateData> where TPredicateDataOneof : struct {
+      IReadOnlyCollection<TPredicateDataOneof> predicate_types { get; }
      ICollectionView predicate_types_view { get; }
-      TPredicateBuilderOneof selected_predicate_type { get; set; }
-      ITemplatedPropertyWrapperVM<TPredicateBuilder> selected_predicate { get; }
+      TPredicateDataOneof selected_predicate_type { get; set; }
+      ITemplatedPropertyWrapperVM<TPredicateData> selected_predicate { get; }
      bool can_enable_toast_notifications { get; }
      bool toast_notifications_enabled { get; }
   }

-   interface IChildPredicateBuilderVM<TSource, TChildPredicateBuilder, TChildPredicateBuilderOneof> : ITemplatedPropertyWrapperVM<TSource> where TChildPredicateBuilderOneof : struct {
-      IReadOnlyCollection<TChildPredicateBuilderOneof> predicate_types { get; }
+   interface IChildPredicateVM<TSource, TChildPredicate, TChildPredicateOneof> : ITemplatedPropertyWrapperVM<TSource> where TChildPredicateOneof : struct {
+      IReadOnlyCollection<TChildPredicateOneof> predicate_types { get; }
      ICollectionView predicate_types_view { get; }
-      TChildPredicateBuilderOneof selected_predicate_type { get; set; }
-      ITemplatedPropertyWrapperVM<TChildPredicateBuilder> selected_predicate { get; }
+      TChildPredicateOneof selected_predicate_type { get; set; }
+      ITemplatedPropertyWrapperVM<TChildPredicate> selected_predicate { get; }
   }

-   static class PredicateBuilderVMWrapper {
+   static class PredicateVMWrapper {
      static readonly bool _toast_notifications_enabled_global = Configuration.get<bts.config.toggles.ToastNotifications>().enabled;

      public static ITemplatedPropertyWrapperVM<TSource> wrap_child_oneof<TSource, TChild, TChildOneof>(
@@ -39,14 +37,17 @@ namespace mbts.ui.settings {
         where TChildOneof : struct
         where TChild : new() =>
         //
-         new PredicateChildWrapperVM<TSource, TChild, TChildOneof>(get, set, get_child_oneof, oneof_vms);
+         new ChildImpl<TSource, TChild, TChildOneof>(get, set, get_child_oneof, oneof_vms);

-      public static IPredicateBuilderVM<TRowData, TPredicate, TPredicateOneof> create<TRowData, TPredicate, TPredicateOneof>(
-         Dictionary<TPredicateOneof, ITemplatedPropertyWrapperVM<TPredicate>> oneofs, Func<TPredicate, TPredicateOneof> key)
-         where TPredicateOneof : struct
-         where TPredicate : IPredicateBuilder<TRowData>, new() =>
+      public static IPredicateVM<TRowData, TPredicate, TPredicateOneof> create<TRowData, TPredicate, TPredicateOneof>(
+         Dictionary<TPredicateOneof, ITemplatedPropertyWrapperVM<TPredicate>> oneofs, Func<TPredicate, TPredicateOneof> key) where TPredicateOneof : struct =>
         //
-         new PredicateWrapperVM<TRowData, TPredicate, TPredicateOneof>(oneofs, key);
+         new Impl<TRowData, TPredicate, TPredicateOneof>(oneofs, key, _ => false, (p, b) => { });
+
+      public static IPredicateVM<TRowData, TPredicate, TPredicateOneof> create<TRowData, TPredicate, TPredicateOneof>(
+         Dictionary<TPredicateOneof, ITemplatedPropertyWrapperVM<TPredicate>> oneofs, Func<TPredicate, TPredicateOneof> key, Func<TPredicate, bool> get_is_toast_enabled, Action<TPredicate, bool> set_is_toast_enabled) where TPredicateOneof : struct =>
+         //
+         new Impl<TRowData, TPredicate, TPredicateOneof>(oneofs, key, get_is_toast_enabled, set_is_toast_enabled);

      public static ITemplatedPropertyWrapperVM<TSource> create<TSource>(Action<TSource> set = null) =>
         new PredicatePlaceholderVM<TSource>(set);
@@ -63,35 +64,30 @@ namespace mbts.ui.settings {
         return cv;
      }

-      class PredicateWrapperVM<TRowData, TPredicate, TPredicateOneof> : DisposableViewModelBase, IPredicateBuilderVM<TRowData, TPredicate, TPredicateOneof>, ITemplatedPropertyWrapperVM<TPredicate>
-         where TPredicateOneof : struct
-         where TPredicate : IPredicateBuilder<TRowData>, new() {
+      class Impl<TRowData, TPredicate, TPredicateOneof> : DisposableViewModelBase, IPredicateVM<TRowData, TPredicate, TPredicateOneof>, ITemplatedPropertyWrapperVM<TPredicate>
+         where TPredicateOneof : struct {
         readonly Dictionary<TPredicateOneof, ITemplatedPropertyWrapperVM<TPredicate>> _oneofs;
         readonly Property<TPredicateOneof> _selected_predicate_type;
         readonly Property<ITemplatedPropertyWrapperVM<TPredicate>> _selected_predicate;
         readonly DelegateProperty<bool> _can_enable_toast_notifications;
         readonly Property<bool> _toast_notifications_enabled;
         readonly Func<TPredicate, TPredicateOneof> _key_selector;
+         readonly Func<TPredicate, bool> _get_is_toast_enabled;
+         readonly Action<TPredicate, bool> _set_is_toast_enabeled;

-         public PredicateWrapperVM(Dictionary<TPredicateOneof, ITemplatedPropertyWrapperVM<TPredicate>> oneofs, Func<TPredicate, TPredicateOneof> key_selector) {
+         public Impl(Dictionary<TPredicateOneof, ITemplatedPropertyWrapperVM<TPredicate>> oneofs, Func<TPredicate, TPredicateOneof> key_selector, Func<TPredicate, bool> get_is_toast_enabled, Action<TPredicate, bool> set_is_toast_enabled) {
            _oneofs = oneofs;
            _key_selector = key_selector;
+            _get_is_toast_enabled = get_is_toast_enabled;
+            _set_is_toast_enabeled = set_is_toast_enabled;
            _selected_predicate = backing<ITemplatedPropertyWrapperVM<TPredicate>>(nameof(selected_predicate));
            _selected_predicate_type = backing<TPredicateOneof>(nameof(selected_predicate_type));
            predicate_types_view = _create_predicate_types_view(predicate_types);
-            if (typeof(TPredicate).GetInterfaces().Contains(typeof(INotificationPredicateBuilder<TRowData>))) {
-               // simple_predicates are only referred to when TPredicate is an INotificationPredicateBuilder, but does not support INotificationPredicates for every predicate-case
-               // (this way we can gradually add notifications as-needed beasis)
-               // for ex: we may release a cut that supports fill notifications without having to create a notification-predicate for every predicate-case in OrderRecordTuplePredicate.
-               // Note: it is assumed that all TPredicateOneof cases DO SUPPORT notification-predicates UNLESS THEY SPECIFY OTHERWISE IN A PREDICATECASEATTRIBUTE.
-               var simple_predicates = new HashSet<TPredicateOneof>(oneofs.Keys.Where(k => {
-                  var pca = EnumHelper.get_attribute<TPredicateOneof, PredicateCaseAttribute>(k);
-                  return pca != null && !pca.is_toastable;
-               }));
-               _can_enable_toast_notifications = backing(nameof(can_enable_toast_notifications), () => !simple_predicates.Contains(selected_predicate_type), nameof(selected_predicate_type));
-            } else {
-               _can_enable_toast_notifications = backing(nameof(can_enable_toast_notifications), () => false);
-            }
+            var toastable_predicates = new HashSet<TPredicateOneof>(oneofs.Keys.Where(k => {
+               var pca = EnumHelper.get_attribute<TPredicateOneof, PredicateCaseAttribute>(k);
+               return pca != null && pca.is_toastable;
+            }));
+            _can_enable_toast_notifications = backing(nameof(can_enable_toast_notifications), () => toastable_predicates.Contains(selected_predicate_type), nameof(selected_predicate_type));
            _toast_notifications_enabled = backing<bool>(nameof(toast_notifications_enabled));
            selected_predicate_type = predicate_types.FirstOrDefault();
         }
@@ -118,19 +114,18 @@ namespace mbts.ui.settings {
         public void load_from(TPredicate value) {
            selected_predicate_type = _key_selector(value);
            selected_predicate?.load_from(value);
-            if (can_enable_toast_notifications) {
-               _toast_notifications_enabled.set(((INotificationPredicateBuilder<TRowData>)value).is_toast_enabled);
-            }
+            if (can_enable_toast_notifications)
+               _toast_notifications_enabled.set(_get_is_toast_enabled(value));
         }

         public void assign_to(TPredicate value) {
            selected_predicate?.assign_to(value);
-            if (toast_notifications_enabled && value is INotificationPredicateBuilder<TRowData> tp)
-               tp.is_toast_enabled = true;
+            if (can_enable_toast_notifications)
+               _set_is_toast_enabeled(value, toast_notifications_enabled);
         }
      }

-      class PredicateChildWrapperVM<TPredicate, TChild, TChildKey> : DisposableViewModelBase, IChildPredicateBuilderVM<TPredicate, TChild, TChildKey> where TChildKey : struct where TChild : new() {
+      class ChildImpl<TPredicate, TChild, TChildKey> : DisposableViewModelBase, IChildPredicateVM<TPredicate, TChild, TChildKey> where TChildKey : struct where TChild : new() {
         readonly Property<ITemplatedPropertyWrapperVM<TChild>> _selected_predicate;
         readonly Property<TChildKey> _selected_predicate_type;
         readonly Dictionary<TChildKey, ITemplatedPropertyWrapperVM<TChild>> _children;
@@ -139,7 +134,7 @@ namespace mbts.ui.settings {
         readonly Func<TChild, TChildKey> _key;
         readonly string _template_key;

-         public PredicateChildWrapperVM(Func<TPredicate, TChild> get, Action<TPredicate, TChild> set, Func<TChild, TChildKey> key,
+         public ChildImpl(Func<TPredicate, TChild> get, Action<TPredicate, TChild> set, Func<TChild, TChildKey> key,
            Dictionary<TChildKey, ITemplatedPropertyWrapperVM<TChild>> oneofs, string template = PredicateTemplateKeys.Recursive) {
            _get = get;
            _set = set;
@@ -78,11 +78,15 @@ namespace bts.spark {
      public static SparkCommandParamObserver<T> create<T>(string title, ImageSource icon, ITag<T> tag, IObservable<T> parameter, Func<T, bool> can_execute) =>
         create(title, icon, tag, parameter, parameter.Select(can_execute));

+      public static SparkCommandParamObserver<T> create<T>(string title, ImageSource icon, ITag<T> tag, IObservable<T> parameter, Func<T, bool> can_execute, Func<bool> is_confirmation_affirmed) =>
+         create(title, icon, tag, parameter, parameter.Select(can_execute), is_confirmation_affirmed);
+
      public static SparkCommandParamObserver<T> create<T, TSource>(string title, ImageSource icon, ITag<T> tag, IObservable<TSource> parameter_source, Func<TSource, bool> parameter_source_where, Func<TSource, T> parameter_selector) =>
         create(title, icon, tag, parameter_source.Select(parameter_selector), parameter_source.Select(parameter_source_where));

-      public static SparkCommandParamObserver<T> create<T>(string title, ImageSource icon, ITag<T> tag, IObservable<T> parameter, IObservable<bool> can_execute) =>
-         new SparkCommandParamObserver<T>(title, icon, tag, parameter, can_execute);
+      public static SparkCommandParamObserver<T> create<T>(string title, ImageSource icon, ITag<T> tag, IObservable<T> parameter, IObservable<bool> can_execute, Func<bool> is_confirmation_affirmed = null) =>
+         new SparkCommandParamObserver<T>(title, icon, tag, parameter, can_execute, is_confirmation_affirmed);
+
   }

   public static class SparkCommandExtensions {
@@ -132,11 +136,15 @@ namespace bts.spark {
      public SparkCommandParamObserver<T> complete(IObservable<T> value, Func<T, bool> can_execute) =>
         SparkCommand.create(title, icon, tag, value, can_execute);

+      public SparkCommandParamObserver<T> complete(IObservable<T> value, Func<T, bool> can_execute, Func<bool> is_confirmation_affirmed) =>
+         SparkCommand.create(title, icon, tag, value, can_execute, is_confirmation_affirmed);
+
      public SparkCommandParamObserver<T> complete<TSource>(IObservable<TSource> value_source, Func<TSource, bool> value_source_where, Func<TSource, T> value_selector) =>
         SparkCommand.create(title, icon, tag, value_source, value_source_where, value_selector);

      public SparkCommandParamObserver<T> complete(IObservable<T> parameter, IObservable<bool> can_execute) =>
         SparkCommand.create(title, icon, tag, parameter, can_execute);
+
   }

   public class SparkCommandWrapper : SparkCommand, IDisposable {
@@ -222,8 +230,9 @@ namespace bts.spark {
   }

   public class SparkCommandParamObserver<T> : SparkCommand, IDisposable {
-      public SparkCommandParamObserver(string title, ImageSource icon, ITag<T> tag, IObservable<T> parameter, IObservable<bool> can_execute) : base(title, icon) {
+      public SparkCommandParamObserver(string title, ImageSource icon, ITag<T> tag, IObservable<T> parameter, IObservable<bool> can_execute, Func<bool> is_confirmation_affirmed = null) : base(title, icon) {
         _tag = tag;
+         _is_confirmation_affirmed = is_confirmation_affirmed;
         _subs = Disposable.Create(
            parameter.OnDispatcher().Subscribe(p => _parameter = p),
            can_execute.OnDispatcher().Subscribe(ce => {
@@ -237,10 +246,12 @@ namespace bts.spark {
      IDisposable _subs;
      T _parameter;
      bool _can_execute;
+      Func<bool> _is_confirmation_affirmed;
+

      public override bool canExecute() => _can_execute;
      public override void execute(IBus bus) {
-         if (_can_execute) {
+         if (_can_execute && (_is_confirmation_affirmed == null || _is_confirmation_affirmed())) {
            try {
               bus.post(_tag, _parameter);
            } catch (Exception e) {
@@ -96,7 +96,15 @@ namespace mbts.ui.controls {
            TotalNetPos = "Total Net Pos",
            TotalPnL = "Total PnL",
            PnLPrice = "PnL Price",
-            Cancel = "Cancel";
+            Cancel = "Cancel",
+
+            MarketDescription = "Market Description",
+            ClearedAlias = "Cleared Alias",
+            ProductDescription = "Product Description",
+            HubAlias = "Hub Alias",
+            StripName = "Strip Name",
+            MicCode = "Mic Code"
+            ;
      }

      public interface IKeyedColumn<TColKey> {
@@ -11,26 +11,26 @@ namespace mbts.ui {
      IReadOnlyList<SoundNotification> sound_notifications { get; }
   }

-   interface IPredicateAnimationsData<T, TPredicateBuilder> where TPredicateBuilder : IPredicateBuilder<T> {
-      TPredicateBuilder predicate_builder { get; }
+   interface IPredicateAnimationsData<T, TPredicateData> {
+      TPredicateData predicate_data { get; }
      IReadOnlyList<CellAnimation> cell_animations { get; }
      IReadOnlyList<RowAnimation> row_animations { get; }
      IReadOnlyList<SoundNotification> sound_notifications { get; }
   }

   static class PredicateAnimations {
-      public static IPredicateAnimationsData<T, TPredicateBuilder> create_data<T, TPredicateBuilder>(TPredicateBuilder predicate_builder, IReadOnlyList<CellAnimation> cell_animations, IReadOnlyList<RowAnimation> row_animations, IReadOnlyList<SoundNotification> sounds)
-         where TPredicateBuilder : IPredicateBuilder<T> => new PredicateAnimationsData<T, TPredicateBuilder>(predicate_builder, cell_animations, row_animations, sounds);
+      public static IPredicateAnimationsData<T, TPredicateData> create_data<T, TPredicateData>(TPredicateData predicate_data, IReadOnlyList<CellAnimation> cell_animations, IReadOnlyList<RowAnimation> row_animations, IReadOnlyList<SoundNotification> sounds)
+         => new PredicateAnimationsData<T, TPredicateData>(predicate_data, cell_animations, row_animations, sounds);

-      class PredicateAnimationsData<TRowData, TPredicateBuilder> : IPredicateAnimationsData<TRowData, TPredicateBuilder> where TPredicateBuilder : IPredicateBuilder<TRowData> {
-         public PredicateAnimationsData(TPredicateBuilder predicate_builder, IReadOnlyList<CellAnimation> cell_animations, IReadOnlyList<RowAnimation> row_animations, IReadOnlyList<SoundNotification> sound_notifications) {
-            this.predicate_builder = predicate_builder;
+      class PredicateAnimationsData<TRowData, TPredicateData> : IPredicateAnimationsData<TRowData, TPredicateData> {
+         public PredicateAnimationsData(TPredicateData predicate_data, IReadOnlyList<CellAnimation> cell_animations, IReadOnlyList<RowAnimation> row_animations, IReadOnlyList<SoundNotification> sound_notifications) {
+            this.predicate_data = predicate_data;
            this.cell_animations = cell_animations;
            this.row_animations = row_animations;
            this.sound_notifications = sound_notifications;
         }

-         public TPredicateBuilder predicate_builder { get; }
+         public TPredicateData predicate_data { get; }
         public IReadOnlyList<CellAnimation> cell_animations { get; }
         public IReadOnlyList<RowAnimation> row_animations { get; }
         public IReadOnlyList<SoundNotification> sound_notifications { get; }
@@ -27,15 +27,15 @@ namespace mbts.spark {
      ImmutableFontWeight
   }

-   partial class GridSettingsVM<TRowData, TPredicateBuilder, TSettingsData> {
-      public interface IColumnVM : ISimpleColumnVM, IValueFactory<(GridColumnSettings settings, ILookup<TPredicateBuilder, CellAnimation> animations)>, IDisposable {
+   partial class GridSettingsVM<TRowData, TPredicateData, TSettingsData> {
+      public interface IColumnVM : ISimpleColumnVM, IValueFactory<(GridColumnSettings settings, ILookup<TPredicateData, CellAnimation> animations)>, IDisposable {
         ObservableEditableCollection<PredicateCellAnimationVM> predicate_animations { get; }
-         new (GridColumnSettings settings, ILookup<TPredicateBuilder, CellAnimation> animations) create();
-         new void load_from((GridColumnSettings settings, ILookup<TPredicateBuilder, CellAnimation> animations) args);
+         new (GridColumnSettings settings, ILookup<TPredicateData, CellAnimation> animations) create();
+         new void load_from((GridColumnSettings settings, ILookup<TPredicateData, CellAnimation> animations) args);
      }

      public class ColumnVM : DisposableViewModelBase, IColumnVM {
-         public readonly GridSettingsVM<TRowData, TPredicateBuilder, TSettingsData> owner;
+         public readonly GridSettingsVM<TRowData, TPredicateData, TSettingsData> owner;

         readonly Property<string> _id, _display_name;
         readonly Property<double> _width;
@@ -44,7 +44,7 @@ namespace mbts.spark {
         readonly Property<FontWeight> _font_weight_override;
         GridColumnSettings _settings;

-         public ColumnVM(GridSettingsVM<TRowData, TPredicateBuilder, TSettingsData> owner) {
+         public ColumnVM(GridSettingsVM<TRowData, TPredicateData, TSettingsData> owner) {
            this.owner = owner;
            _id = backing(nameof(id), string.Empty);
            _display_name = backing(nameof(display_name), string.Empty);
@@ -60,7 +60,7 @@ namespace mbts.spark {
            _font_weight_override = backing(nameof(font_weight_override), FontWeights.Normal);
            // animations
            predicate_animations = new ObservableEditableCollection<PredicateCellAnimationVM>(() =>
-               new PredicateCellAnimationVM(id, owner._create_column_predicate_vm(id)), true);
+               new PredicateCellAnimationVM(id, owner._create_column_predicate_vm(id), owner._predicate_data_factory), true);
            predicate_animations.CollectionChanged += WPFHelper.create_collection_changed_cb(on_items_added: (_, __) => owner.show_cell_predicate_animations = true);
            _dispose = Disposable.Create(() => predicate_animations.OfType<IDisposable>().DisposeAll());
         }
@@ -81,17 +81,17 @@ namespace mbts.spark {
         // animations
         public ObservableEditableCollection<PredicateCellAnimationVM> predicate_animations { get; }

-         public (GridColumnSettings settings, ILookup<TPredicateBuilder, CellAnimation> animations) create() {
+         public (GridColumnSettings settings, ILookup<TPredicateData, CellAnimation> animations) create() {
            var settings = _settings.with(display_name, is_visible, null,
               is_font_weight_overridden ? new NullableFontWeightProto(font_weight_override) : default,
               is_font_color_overridden ? new NullableColorProto(font_color_override.color) : default,
               width,
               horizontal_alignment);
-            var animations_lookup = predicate_animations.ToFlatLookup(pa => pa.predicate.create_assigned(), pa => pa.animations.Select(a => a.create()));
+            var animations_lookup = predicate_animations.ToFlatLookup(pa => pa.predicate.create_assigned(owner._predicate_data_factory), pa => pa.animations.Select(a => a.create()));
            return (settings, animations_lookup);
         }

-         public void load_from((GridColumnSettings settings, ILookup<TPredicateBuilder, CellAnimation> animations) value) {
+         public void load_from((GridColumnSettings settings, ILookup<TPredicateData, CellAnimation> animations) value) {
            _settings = value.settings;
            _id.set(_settings.id);
            _display_name.set(_settings.display_name);
@@ -107,7 +107,7 @@ namespace mbts.spark {
               font_color_override.load_from(new SolidColorBrush(_settings.font_color_override.Value));
            }
            predicate_animations.SetItems(value.animations.empty_if_null().Select(g => {
-               var vm = new PredicateCellAnimationVM(id, owner._create_column_predicate_vm(id));
+               var vm = new PredicateCellAnimationVM(id, owner._create_column_predicate_vm(id), owner._predicate_data_factory);
               vm.load_from((g.Key, g));
               return vm;
            }));
@@ -131,17 +131,19 @@ namespace mbts.spark {
            create().settings;

         void IValueFactory<GridColumnSettings>.load_from(GridColumnSettings value) =>
-            load_from((value, new Dictionary<TPredicateBuilder, CellAnimation>().ToLookup(kv => kv.Key, kv => kv.Value)));
+            load_from((value, new Dictionary<TPredicateData, CellAnimation>().ToLookup(kv => kv.Key, kv => kv.Value)));
      }

-      public class PredicateCellAnimationVM : DisposableViewModelBase, IValueFactory<(TPredicateBuilder predicate, IEnumerable<CellAnimation> animations)> {
+      public class PredicateCellAnimationVM : DisposableViewModelBase, IValueFactory<(TPredicateData predicate, IEnumerable<CellAnimation> animations)> {
         //
         readonly string _col_id;
         readonly Property<bool> _show_animations;
+         readonly Func<TPredicateData> _predicate_data_factory;

-         public PredicateCellAnimationVM(string col_id, IPropertyWrapperVM<TPredicateBuilder> predicate) {
+         public PredicateCellAnimationVM(string col_id, IPropertyWrapperVM<TPredicateData> predicate, Func<TPredicateData> predicate_data_factory) {
            _col_id = col_id;
            this.predicate = predicate;
+            _predicate_data_factory = predicate_data_factory;
            _show_animations = backing(nameof(show_animations), true);
            animations = new ObservableEditableCollection<CellAnimationVM>(() => {
               var vm = new CellAnimationVM(col_id);
@@ -152,15 +154,15 @@ namespace mbts.spark {
            _dispose = predicate as IDisposable;
         }

-         public IPropertyWrapperVM<TPredicateBuilder> predicate { get; }
+         public IPropertyWrapperVM<TPredicateData> predicate { get; }
         public ObservableEditableCollection<CellAnimationVM> animations { get; }
         public IEnumerable<CellAnimation.AnimationTypeOneofCase> animation_types { get; } = EnumHelper.get_values_except(CellAnimation.AnimationTypeOneofCase.None);
         public bool show_animations { get => _show_animations.Value; set => _show_animations.set(value); }

-         public (TPredicateBuilder predicate, IEnumerable<CellAnimation> animations) create() =>
-            (predicate.create_assigned(), animations.Select(a => a.create()));
+         public (TPredicateData predicate, IEnumerable<CellAnimation> animations) create() =>
+            (predicate.create_assigned(_predicate_data_factory), animations.Select(a => a.create()));

-         public void load_from((TPredicateBuilder predicate, IEnumerable<CellAnimation> animations) args) {
+         public void load_from((TPredicateData predicate, IEnumerable<CellAnimation> animations) args) {
            predicate.load_from(args.predicate);
            animations.SetItems(args.animations.Select(a => {
               var vm = new CellAnimationVM(_col_id);
@@ -5,8 +5,6 @@ using mbts.collections;
 using mbts.spark;
 using mbts.ui.settings;
 using mbts.ui.shell;
-using mbts.ui.spark;
-using mbts.ui.utility;
 using mbts.utils;
 using System;
 using System.Collections.Generic;
@@ -17,16 +15,14 @@ using System.Windows.Media;
 using static mbts.ui.controls.DIYGrid;

 namespace mbts.ui {
-   class GridSettingsManager<TRow, TRowData, TPredicateBuilderArg, TPredicateBuilder, TSettingsData> : 
+   class GridSettingsManager<TRow, TRowData, TPredicateData, TSettingsData> : 
         ViewModelBase, IValueFactory<TSettingsData>, IObserver<TSettingsData>, IDisposable
      where TRow : IRowVM
-      where TPredicateBuilder : IPredicateBuilder<TRowData, TPredicateBuilderArg>, new()
-      where TSettingsData : class, IGridSettingsWithNotifications<TRowData, TPredicateBuilder> {
+      where TSettingsData : class, IGridSettingsWithNotifications<TRowData, TPredicateData> {
      //
      readonly IBus _bus;
      readonly OrdersModel _orders_model;
-      readonly INotificationService _notification_service;
-      readonly List<IDisposable> _resources, _notification_subs = new List<IDisposable>();
+      readonly List<IDisposable> _notification_subs = new List<IDisposable>();
      readonly ObservableCollection<ColumnBase> _columns;
      readonly ObservableCollection<TRow> _rows;
      readonly Property<GridSettings> _grid_settings;
@@ -35,30 +31,45 @@ namespace mbts.ui {
      readonly DelegateProperty<double> _font_size;
      readonly DelegateProperty<SolidColorBrush> _font_color, _selection_highlight;
      readonly SetMap<IPredicate<TRowData>, AnimationDefinitionWrapper<TRow>> _animation_defs = new SetMap<IPredicate<TRowData>, AnimationDefinitionWrapper<TRow>>();
-      readonly TPredicateBuilderArg _arg;
-      readonly Func<IPropertyWrapperVM<TPredicateBuilder>> _create_predicate_vm;
-      readonly Func<string, IPropertyWrapperVM<TPredicateBuilder>> _create_column_predicate_vm;
-      readonly Func<GridSettings, IEnumerable<IPredicateAnimationsData<TRowData, TPredicateBuilder>>, TSettingsData> _create_settings_obj;
+      readonly Func<TPredicateData> _predicate_data_factory;
+      readonly Func<TPredicateData, IPredicate<TRowData>> _predicate_factory;
+      readonly Func<TPredicateData, INotificationPredicate<TRowData>> _notification_predicate_factory;
+      readonly Func<IPropertyWrapperVM<TPredicateData>> _create_predicate_vm;
+      readonly Func<string, IPropertyWrapperVM<TPredicateData>> _create_column_predicate_vm;
+      readonly Func<GridSettings, IEnumerable<IPredicateAnimationsData<TRowData, TPredicateData>>, TSettingsData> _create_settings_obj;
+      readonly Func<IPredicate<TRowData>, SoundNotification, IDisposable> _link_sound;
+      readonly Func<INotificationPredicate<TRowData>, IDisposable> _link_toast_notification;
      readonly IReadOnlyDictionary<string, ImmutableColumnSettingStore> _column_flags;
-      IEnumerable<IPredicateAnimationsData<TRowData, TPredicateBuilder>> _predicate_animations_data;
+      IEnumerable<IPredicateAnimationsData<TRowData, TPredicateData>> _predicate_animations_data;

      public GridSettingsManager(
-         IObservable<string> owner_title, IBus bus, INotificationService notification_service, OrdersModel orders_model,
-         ObservableCollection<TRow> rows, ObservableCollection<ColumnBase> columns,
-         Func<IPropertyWrapperVM<TPredicateBuilder>> create_predicate_vm,
-         Func<string, IPropertyWrapperVM<TPredicateBuilder>> create_column_predicate_vm,
-         Func<GridSettings, IEnumerable<IPredicateAnimationsData<TRowData, TPredicateBuilder>>, TSettingsData> create_settings_obj,
-         TPredicateBuilderArg arg, IReadOnlyDictionary<string, GridColumnSettingsFeatureFlags> column_flags = null) {
+         IObservable<string> owner_title,
+         IBus bus,
+         OrdersModel orders_model,
+         ObservableCollection<TRow> rows,
+         ObservableCollection<ColumnBase> columns,
+         Func<TPredicateData> predicate_data_factory,
+         Func<IPropertyWrapperVM<TPredicateData>> create_predicate_vm,
+         Func<string, IPropertyWrapperVM<TPredicateData>> create_column_predicate_vm,
+         Func<GridSettings, IEnumerable<IPredicateAnimationsData<TRowData, TPredicateData>>, TSettingsData> create_settings_obj,
+         Func<TPredicateData, IPredicate<TRowData>> predicate_factory,
+         Func<TPredicateData, INotificationPredicate<TRowData>> notification_predicate_factory,
+         Func<IPredicate<TRowData>, SoundNotification, IDisposable> link_sound,
+         Func<INotificationPredicate<TRowData>, IDisposable> link_toast_notification,
+         IReadOnlyDictionary<string, GridColumnSettingsFeatureFlags> column_flags = null) {
         //
         _bus = bus;
-         _notification_service = notification_service;
         _orders_model = orders_model;
         _rows = rows;
         _columns = columns;
+         _predicate_data_factory = predicate_data_factory;
+         _predicate_factory = predicate_factory;
+         _notification_predicate_factory = notification_predicate_factory;
         _create_predicate_vm = create_predicate_vm;
         _create_column_predicate_vm = create_column_predicate_vm;
         _create_settings_obj = create_settings_obj;
-         _arg = arg;
+         _link_sound = link_sound;
+         _link_toast_notification = link_toast_notification;
         _column_flags = column_flags.ToDictionary(kv => kv.Key, kv => ImmutableColumnSettingStore.create(kv.Value));
         _grid_settings = backing(nameof(grid_settings), GridSettings.Default);
         _font_family = backing(nameof(font_family), () => new FontFamily(grid_settings.font_family), nameof(grid_settings));
@@ -66,32 +77,10 @@ namespace mbts.ui {
         _font_size = backing(nameof(font_size), () => grid_settings.font_size, nameof(font_size));
         _font_color = backing(nameof(font_color), () => grid_settings.font_color.rgb_solid_brush().frozen(), nameof(grid_settings));
         _selection_highlight = backing(nameof(selection_highlight), () => grid_settings.selection_highlight.to_brush().frozen(), nameof(grid_settings));
-         _resources = new List<IDisposable> {
-            (launch_settings_editor = new DialogCommand(create_settings_view))
-         };
-         // local methods
-         Window create_settings_view() {
-            var vm = new GridSettingsVM<TRowData, TPredicateBuilder, TSettingsData>(owner_title, _bus, _orders_model, create_predicate_vm, create_column_predicate_vm, _create_settings_obj);
-            // need to refresh before launching the settings-view bc users can chanve some grid-column-settings properties directly from the grid (e.g. width, is_collapsed, etc.)
-            _grid_settings.set(grid_settings.with(columns.Select(c => c.create())));
-            vm.load(_create_settings_obj(grid_settings, _predicate_animations_data));
-            if (column_flags != null) {
-               foreach (var col in vm.columns) {
-                  if (column_flags.TryGetValue(col.id, out GridColumnSettingsFeatureFlags f))
-                     col.apply_flags(f);
-               }
-            }
-            var window = new GridSettingsDialog { DataContext = vm };
-            vm.committed += () => load_from(vm.get_result());
-            vm.RequestClose += (s, e) => WindowUtilities.force_close(window);
-            return window;
-         }
      }

-      public void Dispose() {
-         Disposable.dispose(_resources);
+      public void Dispose() =>
         Disposable.dispose(_notification_subs);
-      }

      public GridSettings grid_settings => _grid_settings.Value;
      public FontFamily font_family => _font_family.Value;
@@ -99,10 +88,9 @@ namespace mbts.ui {
      public double font_size => _font_size.Value;
      public SolidColorBrush font_color => _font_color.Value;
      public SolidColorBrush selection_highlight => _selection_highlight.Value;
-      public IDialogCommand launch_settings_editor { get; }

-      public GridSettingsVM<TRowData, TPredicateBuilder, TSettingsData> create_vm(GridSettings settings, IObservable<string> title) {
-         var vm = new GridSettingsVM<TRowData, TPredicateBuilder, TSettingsData>(title, _bus, _orders_model, _create_predicate_vm, _create_column_predicate_vm, _create_settings_obj, _column_flags.ToDictionary(kv => kv.Key, kv => kv.Value.flags));
+      public GridSettingsVM<TRowData, TPredicateData, TSettingsData> create_vm(GridSettings settings, IObservable<string> title) {
+         var vm = new GridSettingsVM<TRowData, TPredicateData, TSettingsData>(title, _bus, _orders_model, _predicate_data_factory, _notification_predicate_factory, _create_predicate_vm, _create_column_predicate_vm, _create_settings_obj, _column_flags.ToDictionary(kv => kv.Key, kv => kv.Value.flags));
         vm.load(_create_settings_obj(settings, _predicate_animations_data));
         return vm;
      }
@@ -127,16 +115,16 @@ namespace mbts.ui {
            col.set_fallback_font_params(new FontFamily(grid.font_family), grid.font_size, grid.font_color.rgb_color(), grid.font_weight);
         _predicate_animations_data = value.predicate_animations;
         _animation_defs.clear();
-         if (_notification_service != null && _arg != null) {
-            foreach (var pa in _predicate_animations_data) {
-               var predicate = pa.predicate_builder.create_predicate(_arg);
-               foreach (var s in pa.sound_notifications) {
-                  _notification_subs.Add(_notification_service.link(predicate, s));
-               }
-               if (pa.predicate_builder is INotificationPredicateBuilder<TRowData, TPredicateBuilderArg> tpb && tpb.is_toast_enabled) {
-                  _notification_subs.Add(_notification_service.link(tpb.create_notification_predicate(_arg)));
-               }
+         foreach (var pa in _predicate_animations_data) {
+            var predicate = _predicate_factory(pa.predicate_data);
+            if (predicate == null)
+               continue;
+            foreach (var s in pa.sound_notifications) {
+               _notification_subs.Add(_link_sound(predicate, s));
            }
+            var notification_predicate = _notification_predicate_factory(pa.predicate_data);
+            if (notification_predicate != null)
+               _notification_subs.Add(_link_toast_notification(notification_predicate));
         }
         // ** in the unfortunate event that we botch backwards compatability, and the columns don't bear a 1:1 relationship with the column-settings
         // don't add insult to injury by crashing **
@@ -19,38 +19,38 @@ using CellAnimation = mbts.ui.CellAnimation;
 using FontFamily = System.Windows.Media.FontFamily;

 namespace mbts.spark {
-   interface IGridSettingsWithNotifications<TRowData, TPredicateBuilder> where TPredicateBuilder : IPredicateBuilder<TRowData> {
+   interface IGridSettingsWithNotifications<TRowData, TPredicateData> {
      GridSettings general { get; }
-      IEnumerable<IPredicateAnimationsData<TRowData, TPredicateBuilder>> predicate_animations { get; }
+      IEnumerable<IPredicateAnimationsData<TRowData, TPredicateData>> predicate_animations { get; }
   }

-   class GridSettingsWithNotifications<TRowData, TPredicateBuilder> : IEquatable<GridSettingsWithNotifications<TRowData, TPredicateBuilder>> where TPredicateBuilder : IPredicateBuilder<TRowData> {
+   class GridSettingsWithNotifications<TRowData, TPredicateData> : IEquatable<GridSettingsWithNotifications<TRowData, TPredicateData>> {
      public readonly GridSettings grid;
-      public readonly IEnumerable<IPredicateAnimationsData<TRowData, TPredicateBuilder>> predicate_animations_data;
-      public GridSettingsWithNotifications(GridSettings grid, IEnumerable<IPredicateAnimationsData<TRowData, TPredicateBuilder>> predicate_animations_data) {
+      public readonly IEnumerable<IPredicateAnimationsData<TRowData, TPredicateData>> predicate_animations_data;
+      public GridSettingsWithNotifications(GridSettings grid, IEnumerable<IPredicateAnimationsData<TRowData, TPredicateData>> predicate_animations_data) {
         this.grid = grid;
         this.predicate_animations_data = predicate_animations_data;
      }

-      public bool Equals(GridSettingsWithNotifications<TRowData, TPredicateBuilder> other) =>
+      public bool Equals(GridSettingsWithNotifications<TRowData, TPredicateData> other) =>
         other != null &&
         EqualityComparer.null_check_equals(grid, other.grid) &&
         EqualityComparer.safe_sequence_equals(predicate_animations_data, other.predicate_animations_data);

-      public override bool Equals(object obj) => Equals(obj as GridSettingsWithNotifications<TRowData, TPredicateBuilder>);
+      public override bool Equals(object obj) => Equals(obj as GridSettingsWithNotifications<TRowData, TPredicateData>);
      public override int GetHashCode() =>
         EqualityComparer.aggregate_hash(
            EqualityComparer.safe_get_hash_code(grid),
            EqualityComparer.safe_aggregate_hash(predicate_animations_data));
   }

-   partial class GridSettingsVM<TRowData, TPredicateBuilder, TSettingsData> : DisposableViewModelBase, IRequestViewClose, IWindowSettingsVM<TSettingsData>, ITemplateSelectorKey 
-      where TPredicateBuilder : IPredicateBuilder<TRowData>, new()
-      where TSettingsData :class, IGridSettingsWithNotifications<TRowData, TPredicateBuilder> {
+   partial class GridSettingsVM<TRowData, TPredicateData, TSettingsData> : DisposableViewModelBase, IRequestViewClose, IWindowSettingsVM<TSettingsData>, ITemplateSelectorKey 
+      where TSettingsData :class, IGridSettingsWithNotifications<TRowData, TPredicateData> {
      //
-      protected readonly Func<IPropertyWrapperVM<TPredicateBuilder>> _create_predicate_vm;
-      protected readonly Func<string, IPropertyWrapperVM<TPredicateBuilder>> _create_column_predicate_vm;
-      readonly Func<GridSettings, IEnumerable<IPredicateAnimationsData<TRowData, TPredicateBuilder>>, TSettingsData> _create_settings_obj;
+      protected readonly Func<IPropertyWrapperVM<TPredicateData>> _create_predicate_vm;
+      protected readonly Func<string, IPropertyWrapperVM<TPredicateData>> _create_column_predicate_vm;
+      readonly Func<TPredicateData> _predicate_data_factory;
+      readonly Func<GridSettings, IEnumerable<IPredicateAnimationsData<TRowData, TPredicateData>>, TSettingsData> _create_settings_obj;
      readonly Property<IColumnVM> _current_column;
      readonly Property<FontFamily> _font_family;
      readonly Property<FontWeight> _font_weight;
@@ -62,14 +62,17 @@ namespace mbts.spark {

      public GridSettingsVM(
         IObservable<string> owner_title, IBus bus, OrdersModel orders_model,
-         Func<IPropertyWrapperVM<TPredicateBuilder>> create_predicate_vm,
-         Func<string, IPropertyWrapperVM<TPredicateBuilder>> create_column_predicate_vm,
-         Func<GridSettings, IEnumerable<IPredicateAnimationsData<TRowData, TPredicateBuilder>>, TSettingsData> create_settings_obj,
+         Func<TPredicateData> predicate_data_factory,
+         Func<TPredicateData, INotificationPredicate<TRowData>> notification_predicate_factory,
+         Func<IPropertyWrapperVM<TPredicateData>> create_predicate_vm,
+         Func<string, IPropertyWrapperVM<TPredicateData>> create_column_predicate_vm,
+         Func<GridSettings, IEnumerable<IPredicateAnimationsData<TRowData, TPredicateData>>, TSettingsData> create_settings_obj,
         IReadOnlyDictionary<string, GridColumnSettingsFeatureFlags> column_flags = null) {
         //
         _owner_title = backing(nameof(owner_title), owner_title);
         this.bus = bus;
         _orders_model = orders_model;
+         _predicate_data_factory = predicate_data_factory;
         _create_predicate_vm = create_predicate_vm;
         _create_column_predicate_vm = create_column_predicate_vm;
         _create_settings_obj = create_settings_obj;
@@ -82,7 +85,7 @@ namespace mbts.spark {
         _show_cell_predicate_animations = backing(nameof(show_cell_predicate_animations), true);
         _current_column = backing<IColumnVM>(nameof(current_column));
         predicate_animations = new ObservableEditableCollection<PredicateRowAnimationVM>(() =>
-            new PredicateRowAnimationVM(_create_predicate_vm()), true);
+            new PredicateRowAnimationVM(_create_predicate_vm(), _predicate_data_factory), true);
         predicate_animations.CollectionChanged += WPFHelper.create_collection_changed_cb(on_items_added: (_, __) => _show_predicate_animations.set(true));
      }

@@ -125,13 +128,13 @@ namespace mbts.spark {
         foreach (var c in columns) {
            var (settings, animations) = c.create();
            col_settings.Add(settings);
-            foreach (IGrouping<TPredicateBuilder, CellAnimation> g in animations)
+            foreach (IGrouping<TPredicateData, CellAnimation> g in animations)
               animation_map.AddOrUpdate(g.Key, p => animation_tuple(c: g), (p, t) => t.cell_animations.AddRange(g));
         }
         return _create_settings_obj(new GridSettings(font_family.name(), font_size, font_weight, font_color.color.rgb_color(), selection_highlight.to_proto(), col_settings),
-            animation_map.Select(kv => PredicateAnimations.create_data<TRowData, TPredicateBuilder>(kv.Key, kv.Value.cell_animations, kv.Value.row_animations, kv.Value.sounds)));
+            animation_map.Select(kv => PredicateAnimations.create_data<TRowData, TPredicateData>(kv.Key, kv.Value.cell_animations, kv.Value.row_animations, kv.Value.sounds)));
         //
-         (List<RowAnimation> row_animations, List<SoundNotification> sounds, List<CellAnimation> cell_animations) animation_tuple(IEnumerable<RowAnimation> r = null, IEnumerable<SoundNotification> s = null, IGrouping<TPredicateBuilder, CellAnimation> c = null) =>
+         (List<RowAnimation> row_animations, List<SoundNotification> sounds, List<CellAnimation> cell_animations) animation_tuple(IEnumerable<RowAnimation> r = null, IEnumerable<SoundNotification> s = null, IGrouping<TPredicateData, CellAnimation> c = null) =>
            (r?.ToList() ?? new List<RowAnimation>(), s?.ToList() ?? new List<SoundNotification>(), c?.ToList() ?? new List<CellAnimation>());
      }

@@ -141,18 +144,18 @@ namespace mbts.spark {
         font_color.load_from(sd.general.font_color.rgb_solid_brush());
         selection_highlight.load_from(sd.general.selection_highlight.to_brush());
         _font_size.set(sd.general.font_size);
-         var col_animations = new Dictionary<string, Dictionary<TPredicateBuilder, List<CellAnimation>>>();
+         var col_animations = new Dictionary<string, Dictionary<TPredicateData, List<CellAnimation>>>();
         predicate_animations.Clear();
         foreach (var pa in sd.predicate_animations) {
            if (pa.row_animations.Count > 0 || pa.sound_notifications.Count > 0) {
-               var vm = new PredicateRowAnimationVM(_create_predicate_vm());
-               vm.load_from((pa.predicate_builder, pa.row_animations, pa.sound_notifications));
+               var vm = new PredicateRowAnimationVM(_create_predicate_vm(), _predicate_data_factory);
+               vm.load_from((pa.predicate_data, pa.row_animations, pa.sound_notifications));
               predicate_animations.Add(vm);
            }
            foreach (var ca in pa.cell_animations) {
               col_animations.AddOrUpdate(ca.column_id,
-                  col => new Dictionary<TPredicateBuilder, List<CellAnimation>> { { pa.predicate_builder, new List<CellAnimation> { ca } } },
-                  (col, d) => d.AddOrUpdate(pa.predicate_builder, p => new List<CellAnimation> { ca }, (p, l) => l.Add(ca)));
+                  col => new Dictionary<TPredicateData, List<CellAnimation>> { { pa.predicate_data, new List<CellAnimation> { ca } } },
+                  (col, d) => d.AddOrUpdate(pa.predicate_data, p => new List<CellAnimation> { ca }, (p, l) => l.Add(ca)));
            }
         }
         var curr_col_id = current_column?.id;
@@ -171,11 +174,13 @@ namespace mbts.spark {
         _current_column.set(curr_column);
      }

-      public class PredicateRowAnimationVM : DisposableViewModelBase, IValueFactory<(TPredicateBuilder predicate, IEnumerable<RowAnimation> animations, IEnumerable<SoundNotification> sounds)> {
+      public class PredicateRowAnimationVM : DisposableViewModelBase, IValueFactory<(TPredicateData predicate, IEnumerable<RowAnimation> animations, IEnumerable<SoundNotification> sounds)> {
         readonly Property<bool> _show_animations/*, _play_sound*/;
+         readonly Func<TPredicateData> _predicate_state_factory;

-         public PredicateRowAnimationVM(IPropertyWrapperVM<TPredicateBuilder> predicate) {
+         public PredicateRowAnimationVM(IPropertyWrapperVM<TPredicateData> predicate, Func<TPredicateData> predicate_state_factory) {
            this.predicate = predicate;
+            _predicate_state_factory = predicate_state_factory;
            _show_animations = backing(nameof(show_animations), true);
            //_play_sound = backing(nameof(play_sound), true);
            animations = new ObservableEditableCollection<RowAnimationVM>(() => {
@@ -187,20 +192,20 @@ namespace mbts.spark {
            _dispose = predicate as IDisposable;
         }

-         public IPropertyWrapperVM<TPredicateBuilder> predicate { get; }
+         public IPropertyWrapperVM<TPredicateData> predicate { get; }
         public ObservableEditableCollection<RowAnimationVM> animations { get; }
         public IEnumerable<CellAnimation.AnimationTypeOneofCase> animation_types { get; } = EnumHelper.get_values_except(CellAnimation.AnimationTypeOneofCase.None);
         public bool show_animations { get => _show_animations.Value; set => _show_animations.set(value); }
         //public bool play_sound { get => _play_sound.Value; set => _play_sound.set(value); }
         public IPropertyWrapperVM<SoundNotification> sound { get; } = SoundAnimationVM.create_system_sound_vm();

-         public (TPredicateBuilder predicate, IEnumerable<RowAnimation> animations, IEnumerable<SoundNotification> sounds) create() =>
-            (predicate.create_assigned(),
+         public (TPredicateData predicate, IEnumerable<RowAnimation> animations, IEnumerable<SoundNotification> sounds) create() =>
+            (predicate.create_assigned(_predicate_state_factory),
            animations.Select(a => a.create_assigned()),
            new[] { sound.create_assigned() });
            //EnumerableExtensions.return_if(play_sound, () => sound.create_assigned()));

-         public void load_from((TPredicateBuilder predicate, IEnumerable<RowAnimation> animations, IEnumerable<SoundNotification> sounds) args) {
+         public void load_from((TPredicateData predicate, IEnumerable<RowAnimation> animations, IEnumerable<SoundNotification> sounds) args) {
            predicate.load_from(args.predicate);
            animations.SetItems(args.animations.Select(a => {
               var vm = new RowAnimationVM();
@@ -63,6 +63,7 @@ namespace mbts.spark.filters {
         TimeFilter = "TimeFilterTemplate",
         DiscreteValues = "DiscreteValuesTemplate",
         EnumValues = "EnumValuesTemplate",
-         Regex = "RegexTemplate";
+         Regex = "RegexTemplate",
+         YesNo = "YesNoTemplate";
   }
 }
@@ -146,6 +146,27 @@
      />
    </usp:FilterContentControl>
  </DataTemplate>
+  <DataTemplate x:Key="YesNoTemplate">
+    <usp:FilterContentControl
+      ApplyCommandParameter="{Binding}"
+      ApplyCommand="{x:Static c:DataGridFilterProperties.CommitCommand}"
+      ClearCommandParameter="{Binding}"
+      ClearCommand="{x:Static c:DataGridFilterProperties.ClearCommand}"
+    >
+      <c:ListBoxEx
+        ItemsSource="{Binding items}"
+        Selection="{Binding selected_items}"
+        SelectionMode="Multiple"
+        ItemContainerStyle="{StaticResource ListBoxItemCheckBoxStyle}"
+      >
+        <c:ListBoxEx.ItemTemplate>
+          <DataTemplate>
+            <TextBlock Text="{Binding Converter={StaticResource BoolToAffirmativeNameConverter}}"/>
+          </DataTemplate>
+        </c:ListBoxEx.ItemTemplate>
+      </c:ListBoxEx>
+    </usp:FilterContentControl>
+  </DataTemplate>  
  <DataTemplate x:Key="EnumValuesTemplate">
    <usp:FilterContentControl
      ApplyCommandParameter="{Binding}"
@@ -153,37 +153,33 @@ namespace mbts.ui
                        // need to convert them to WPF cooredinates/pixels
                        var transform = get_transform_from_device(window);
                        task_bar_rect = Rect.Transform(task_bar_rect, transform);
-                        
-                        // our source window is already in WPF pixels, so no conversion
-                        Rect source_window_rect = new Rect((int)window.Left, (int)window.Top, (int)window.Width, (int)window.Height);

-                        while (source_window_rect.IntersectsWith(task_bar_rect)) {
+                        // our source window is already in WPF pixels, so no conversion
+                        Rect source_window_rect = new Rect(window.Left, window.Top, window.ActualWidth, window.ActualHeight);
+
+                        // use counter just in case something goes awry (don't risk entering an infinite loop)
+                        int counter = 0;
+                        while (source_window_rect.IntersectsWith(task_bar_rect) && counter++ < 2) {
                           // we have some kind of intersection, let's figure out what kind
                           var intersection = Rect.Intersect(task_bar_rect, source_window_rect);
-                           if (intersection.Height == 0 && intersection.Width == 0 ||
-                              intersection.Width == 0 && intersection.Height == window.Height ||
-                              intersection.Height == 0 && intersection.Width == window.Width) break;
-
+                           const double error_margin = 0.00005;
                           int nudge_direction = 0;
-                           if (intersection.Width < window.Width) {
+                           if ((source_window_rect.Width - intersection.Width) > error_margin) {
                              // 1 = task bar on left, so nudge right
                              // -1 = task on right, so nuedge left
                              nudge_direction = (task_bar_rect.Left == 0) ? 1 : -1;
-                              window.Left = window.Left + nudge_direction * intersection.Width;
+                              window.Left = source_window_rect.Left + nudge_direction * intersection.Width;
                           }
-                           if (intersection.Height < window.Height) {
+                           if ((source_window_rect.Height - intersection.Height) > error_margin) {
                              // 1 = task bar on top, so nudge down
                              // -1 = task on bottom, so nuedge up
                              nudge_direction = (task_bar_rect.Top == 0) ? 1 : -1;
-                              window.Top = window.Top + nudge_direction * intersection.Height;
-
+                              window.Top = source_window_rect.Top + nudge_direction * intersection.Height;
                           }
-
                           // update the rect w/ the new window position to see if we have to go another round
-                           source_window_rect =  new Rect((int)window.Left, (int)window.Top, (int)window.Width, (int)window.Height);
-
-                        } 
-                     } 
+                           source_window_rect = new Rect(window.Left, window.Top, window.ActualWidth, window.ActualHeight);
+                        }
+                     }
                  } 
               } 
            }
@@ -83,4 +83,7 @@
  <cv:NumericSignBrushConverter x:Key="PositionSignBrushConverter" Zero="{StaticResource IntZero}"/>
  <cv:NumericSignBrushConverter x:Key="DayChangeSignBrushConverter" Zero="{StaticResource DoubleZero}"/>
  <cv:QuantityMeasureCaseDisplayTextConverter x:Key="QuantityMeasureCaseDisplayConverter"/>
+  <cv:ValueMap x:Key="BoolToAffirmativeNameConverter" Default="No">
+    <cv:KeyValue Key="{u:True}" Value="Yes"/>
+  </cv:ValueMap>
 </ResourceDictionary>
@@ -20,6 +20,7 @@ using mbts.ui.settings;

 namespace mbts.spark {
   class PAndLVM : DisposableViewModelBase {
+
      public PAndLVM(IBus bus, PAndLModel model, PAndLStartupData startup_data, IWindowSettingsManager<GridSettings> settings_manager) {
         _bus = bus;
         _model = model;
@@ -42,6 +43,10 @@ namespace mbts.spark {
               if (p != null) {
                  PnLCalculator calc = new PnLCalculator(p.state.Values, _selected_pnl_calc_type.Value);
                  var summary_position_rows = calc.get_summary_position();
+                  // remove rows for which there is no net pos or no day pos
+                  summary_position_rows = summary_position_rows.Where(r =>
+                     !(r.start_net_position == 0 && r.day_long_quantity == 0 && r.day_short_quantity == 0)
+                  );
                  _pnl_data.sync_with(summary_position_rows);
                  _last_pnl_update_time = DateTime.Now;
               }
@@ -64,6 +69,11 @@ namespace mbts.spark {
            total_pnl_filter.load_state(fs.total_pnl);
            pnl_price_filter.load_state(fs.pnl_price);
            security_type_filter.load_state(fs.security_types);
+            has_day_trades_filter.load_state(fs.has_day_trades);
+         } else {
+            // this is debt that will have to be paid down at some point, similar to the pnl_calc_type thing above
+            // these should come from the default startup_data.
+            security_type_filter.load_state(new[] { SecurityType.Future });
         }
         pnl_view.CollectionChanged += Pnl_view_CollectionChanged;

@@ -77,6 +87,7 @@ namespace mbts.spark {
         add_col(Columns.DayLong, DefaultColumnHeaders.DayLong, r => r.day_long_quantity.ToString(), nameof(PnLSummaryRow.day_long_quantity), DefaultColumnWidths.PnL_Generic, day_long_quantity_filter, DataGridFilterKnownTemplates.UIntMinMax, HorizontalAlignment.Right);
         add_col(Columns.DayShort, DefaultColumnHeaders.DayShort, r => r.day_short_quantity.ToString(), nameof(PnLSummaryRow.day_short_quantity), DefaultColumnWidths.PnL_Generic, day_short_quantity_filter, DataGridFilterKnownTemplates.UIntMinMax, HorizontalAlignment.Right);
         add_col(Columns.DayPNL, DefaultColumnHeaders.DayPnL, r => r.day_pnl_text, nameof(PnLSummaryRow.day_pnl), 90, day_pnl_filter, DataGridFilterKnownTemplates.DoubleMinMax, HorizontalAlignment.Right, r => r.day_pnl_background);
+         add_col(Columns.TradedToday, "Traded Today", r => r.has_day_trades_text, nameof(PnLSummaryRow.has_day_trades), 100, has_day_trades_filter, DataGridFilterKnownTemplates.YesNo, HorizontalAlignment.Center);
         add_col(Columns.TotalNetPos, DefaultColumnHeaders.TotalNetPos, r => r.total_net_position.ToString(), nameof(PnLSummaryRow.total_net_position), DefaultColumnWidths.Total_Net_Pos, total_net_position_filter, DataGridFilterKnownTemplates.DoubleMinMax, HorizontalAlignment.Right);
         add_col(Columns.TotalPNL, DefaultColumnHeaders.TotalPnL, r => r.total_pnl_text, nameof(PnLSummaryRow.total_pnl), DefaultColumnWidths.PnL_Generic, total_pnl_filter, DataGridFilterKnownTemplates.DoubleMinMax, HorizontalAlignment.Right, r => r.total_pnl_background);
         add_col(Columns.PNLPrice, DefaultColumnHeaders.PnLPrice, r => r.pnl_price_text, nameof(PnLSummaryRow.pnl_price), DefaultColumnWidths.PnL_Generic, pnl_price_filter, DataGridFilterKnownTemplates.DoubleMinMax, HorizontalAlignment.Right);
@@ -125,7 +136,8 @@ namespace mbts.spark {
               pnl_price_filter,
               weighted_average_buy_filter,
               weighted_average_sell_filter,
-               security_type_filter),
+               security_type_filter,
+               has_day_trades_filter),
            WorkLoop.Start("PAndL", _UPDATE_PERIOD, _calculate_pnl)
         );
      }
@@ -245,6 +257,7 @@ namespace mbts.spark {
      public IDataGridColumnPersistentFilter<PnLSummaryRow, DoubleMinMaxState> weighted_average_buy_filter { get; } = new DoubleMinMax<PnLSummaryRow>(r => r.weighted_average_buy, nameof(PnLSummaryRow.weighted_average_buy));
      public IDataGridColumnPersistentFilter<PnLSummaryRow, DoubleMinMaxState> weighted_average_sell_filter { get; } = new DoubleMinMax<PnLSummaryRow>(r => r.weighted_average_sell, nameof(PnLSummaryRow.weighted_average_sell));
      public IDataGridColumnPersistentFilter<PnLSummaryRow, SecurityType[]> security_type_filter { get; } = DiscreteValuesFilterVM.Create<PnLSummaryRow, SecurityType>(EnumHelper.get_values_except<SecurityType>(SecurityType.Option, SecurityType.Stock, SecurityType.Synthetic).ToArray(), r => r.security_type, nameof(PnLSummaryRow.security_type));
+      public IDataGridColumnPersistentFilter<PnLSummaryRow, bool[]> has_day_trades_filter { get; } = DiscreteValuesFilterVM.Create<PnLSummaryRow, bool>(new[] { true, false }, r => r.has_day_trades, nameof(PnLSummaryRow.has_day_trades));

      public FilterStates get_filters_states() => new FilterStates {
         account_regex = account_filter.get_state(),
@@ -259,7 +272,8 @@ namespace mbts.spark {
         total_net_pos = total_net_position_filter.get_state(),
         total_pnl = total_pnl_filter.get_state(),
         pnl_price = pnl_price_filter.get_state(),
-         security_types = security_type_filter.get_state()
+         security_types = security_type_filter.get_state(),
+         has_day_trades = has_day_trades_filter.get_state(),
      };

      #endregion
@@ -3,7 +3,7 @@ using System.Windows.Controls;

 namespace mbts.spark {
   internal partial class PAndLView : UserControl {
-      public enum Columns { Account, Exchange, Symbol, Security, SecurityType, StartNetPos, StartPNL, DayLong, DayShort, DayPNL, TotalNetPos, TotalPNL, PNLPrice }
+      public enum Columns { Account, Exchange, Symbol, Security, SecurityType, StartNetPos, StartPNL, DayLong, DayShort, DayPNL, TotalNetPos, TotalPNL, PNLPrice, TradedToday }

      public PAndLView(PAndLVM vm) {
         InitializeComponent();
@@ -184,6 +184,10 @@ namespace mbts.spark {
      public string weighted_average_buy_text => _weighted_average_buy.text;
      public double weighted_average_sell => _weighted_average_sell.value;
      public string weighted_average_sell_text => _weighted_average_sell.text;
+      // 
+      public bool has_day_trades => day_long_quantity != 0 || day_short_quantity != 0;
+      public string has_day_trades_text => has_day_trades ? "Yes" : "No";
+

      public void raise_invalidated() => invalidated?.Invoke();

@@ -244,7 +244,7 @@ namespace mbts.co2 {
         }
      }

-      [StructLayout(LayoutKind.Sequential, Size = 376)]
+      [StructLayout(LayoutKind.Sequential, Size = 704)]
      internal struct ColdEntry {
         public int exchange_status;
         // Last trade
@@ -189,7 +189,7 @@ namespace bts.md
         var sec = lookup(key);
         if (sec.HasValue)
         {
-            security_desc = sec.Value.glbx_desc();
+            security_desc = sec.Value.security_desc();
            return true;
         }
         return false;
@@ -198,7 +198,7 @@ namespace bts.md
      public bool lookup_security_key_from_desc(string security_desc, out SecurityKey key)
      {
         key = 0;
-         var fnd = find(x => x.glbx_desc() == security_desc).TryFirst();
+         var fnd = find(x => x.security_desc() == security_desc).TryFirst();
         if (fnd.HasValue)
         {
            key = fnd.Value.security.Id;
@@ -39,7 +39,7 @@ namespace bts.api {

      static string _format(SecurityImmutable? security) {
         switch (security?.ContractCase) {
-            case ContractOneofCase.Future: return format_future(security?.Symbol, security?.glbx_desc(), security.Value.Future);
+            case ContractOneofCase.Future: return format_future(security?.Symbol, security?.security_desc(), security.Value.Future);
            case ContractOneofCase.Spread:
               if (security?.HasGlbx == true) {
                  // In case we ever bring it back, pretty printed spread names can be found here:
@@ -19,7 +19,7 @@ namespace bts.api {
         foreach (var l in legs) {
            switch (l.Security.ContractCase) {
               case ContractOneofCase.Future:
-                  yield return new FutureLeg(l.Security.Exchange, l.Security.Symbol, l.Security.glbx_desc(), l.Security.Future, qty * l.SignedQuantity());
+                  yield return new FutureLeg(l.Security.Exchange, l.Security.Symbol, l.Security.security_desc(), l.Security.Future, qty * l.SignedQuantity());
                  break;
               case ContractOneofCase.Spread:
                  foreach (var fl in _get_flat_future_legs(l.Security.Spread.Legs, qty * l.SignedQuantity()))
@@ -57,8 +57,18 @@ namespace bts.api {
      public static string DisplayExchange(this SecurityImmutable security) =>
         security.ContractCase == ContractOneofCase.Synthetic ? $"[{string.Join(",", get_flat_future_legs(security).Select(flt => flt.exchange.ToString()).Distinct().OrderBy(e => e))}]" : security.Exchange.ToString();

-      public static string glbx_desc(this SecurityImmutable security) =>
-         security.HasGlbx ? security.Glbx.SecurityDesc ?? string.Empty : string.Empty;
+      public static string security_desc(this SecurityImmutable security)
+      {
+         if(security.HasGlbx)
+            return security.Glbx.SecurityDesc;
+         else if(security.HasIce)
+            return security.Ice.SecurityDesc;
+         else
+         {
+            Log.assert(false, "security_desc not implemented for exchange");
+            return null;
+         }
+      }
      #endregion

      public static class Comparer {
@@ -1 +1 @@
-set(sources files/Onixs.BTS.lic;files/cert_secure_logon.txt;files/futures.coconut.xz;files/perf_trace/compiled.css;files/perf_trace/index.html;files/perf_trace/jquery-3.3.1.min.js;files/perf_trace/main.js;files/perf_trace/perf_log.sql;files/perf_trace/perf_trace_analysis.sql;files/perf_trace/plotly-latest.min.js)
+set(sources files/Onixs.BTS.lic;files/cert_secure_logon.txt;files/futures.coconut.xz;files/onixs_ice/ConnectivityConfiguration.APITest.xml;files/onixs_ice/ConnectivityConfiguration.PerfTest.xml;files/onixs_ice/ConnectivityConfiguration.Production.xml;files/perf_trace/compiled.css;files/perf_trace/index.html;files/perf_trace/jquery-3.3.1.min.js;files/perf_trace/main.js;files/perf_trace/perf_log.sql;files/perf_trace/perf_trace_analysis.sql;files/perf_trace/plotly-latest.min.js)
@@ -0,0 +1,659 @@
+<?xml version="1.0" encoding="UTF-8"?>
+<!--
+  This file contains the configuration information for various
+  deployment environments. The TCP and Multicast Group addresses are pre-configured
+  so we can choose a configuration during the launch of the multicast client application
+  
+  Within the multicast tag, we have different multicast groups named as "ICE Futures US Agricultures" etc.,
+  Each of these groups, then, have information on the context for which the client might be interested in
+  subscribing to. These are under FullOrderDepth/TOP5PL tags. They, in turn, contain the live and
+  snapshot multicast group addresses.
+-->
+<connectivityConfiguration>
+    <!-- TCP Connection Information -->
+
+    <tcp>
+        <server name="default">
+            <ip>63.247.113.163</ip>
+            <port>3000</port>
+            <userName>bluetrd-ps</userName>
+            <password>Starts123</password>
+            <getStripInfoMessages>N</getStripInfoMessages>
+            <strategyPreference>Legacy</strategyPreference>
+            <localNetworkInterface></localNetworkInterface>
+        </server>
+        <server name="endex">
+            <ip>63.247.113.77</ip>
+            <port>3000</port>
+            <userName>Value from ICE Support</userName>
+            <password>Value from ICE Support</password>
+            <getStripInfoMessages>N</getStripInfoMessages>
+            <strategyPreference>Legacy</strategyPreference>
+            <localNetworkInterface></localNetworkInterface>
+        </server>
+        <server name="liffe-eu">
+            <ip>63.247.113.229</ip>
+            <port>3000</port>
+            <userName>bluetrdl-ps</userName>
+            <password>Starts123</password>
+            <getStripInfoMessages>N</getStripInfoMessages>
+            <strategyPreference>Legacy</strategyPreference>
+            <localNetworkInterface></localNetworkInterface>
+        </server>
+        <settings>
+            <reconnectTimeoutInSeconds>16</reconnectTimeoutInSeconds>
+            <maximumNumberOfReconnectAttempts>0</maximumNumberOfReconnectAttempts>
+        </settings>
+    </tcp>
+
+    <!-- Multicast Groups Information -->
+
+    <multicast>
+
+        <group name="ICE Endex">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="20163"/>
+                <snapshot ip="233.156.208.232" port="20162"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="20161"/>
+                <snapshot ip="233.156.208.232" port="20160"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.232" port="21147"/>
+                <snapshot ip="233.156.208.232" port="21146"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.232" port="21145"/>
+                <snapshot ip="233.156.208.232" port="21144"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Endex Spot">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="21151"/>
+                <snapshot ip="233.156.208.232" port="21150"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="21149"/>
+                <snapshot ip="233.156.208.232" port="21148"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures US Agricultures">
+            <fullOrderDepth>
+                <live ip="233.156.208.255" port="20255"/>
+                <snapshot ip="233.156.208.254" port="20254"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.253" port="20253"/>
+                <snapshot ip="233.156.208.252" port="20252"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.215" port="20215"/>
+                <snapshot ip="233.156.208.214" port="20214"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.213" port="20213"/>
+                <snapshot ip="233.156.208.212" port="20212"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures US Financials">
+            <fullOrderDepth>
+                <live ip="233.156.208.251" port="20251"/>
+                <snapshot ip="233.156.208.250" port="20250"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.249" port="20249"/>
+                <snapshot ip="233.156.208.248" port="20248"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe Non Oil">
+            <fullOrderDepth>
+                <live ip="233.156.208.247" port="20247"/>
+                <snapshot ip="233.156.208.246" port="20246"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.245" port="20245"/>
+                <snapshot ip="233.156.208.244" port="20244"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.211" port="20211"/>
+                <snapshot ip="233.156.208.210" port="20210"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.209" port="20209"/>
+                <snapshot ip="233.156.208.208" port="20208"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE OTC">
+            <fullOrderDepth>
+                <live ip="233.156.208.243" port="20243"/>
+                <snapshot ip="233.156.208.242" port="20242"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.241" port="20241"/>
+                <snapshot ip="233.156.208.240" port="20240"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.219" port="20219"/>
+                <snapshot ip="233.156.208.218" port="20218"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.217" port="20217"/>
+                <snapshot ip="233.156.208.216" port="20216"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Canada">
+            <fullOrderDepth>
+                <live ip="233.156.208.239" port="20239"/>
+                <snapshot ip="233.156.208.238" port="20238"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.237" port="20237"/>
+                <snapshot ip="233.156.208.236" port="20236"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Brent">
+            <fullOrderDepth>
+                <live ip="233.156.208.231" port="20231"/>
+                <snapshot ip="233.156.208.230" port="20230"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.229" port="20229"/>
+                <snapshot ip="233.156.208.228" port="20228"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.207" port="20207"/>
+                <snapshot ip="233.156.208.206" port="20206"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.205" port="20205"/>
+                <snapshot ip="233.156.208.204" port="20204"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures WTI">
+            <fullOrderDepth>
+                <live ip="233.156.208.227" port="20227"/>
+                <snapshot ip="233.156.208.226" port="20226"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.225" port="20225"/>
+                <snapshot ip="233.156.208.224" port="20224"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.203" port="20203"/>
+                <snapshot ip="233.156.208.202" port="20202"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.201" port="20201"/>
+                <snapshot ip="233.156.208.200" port="20200"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe Oil Others">
+            <fullOrderDepth>
+                <live ip="233.156.208.223" port="20223"/>
+                <snapshot ip="233.156.208.222" port="20222"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.221" port="20221"/>
+                <snapshot ip="233.156.208.220" port="20220"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.199" port="20199"/>
+                <snapshot ip="233.156.208.198" port="20198"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.197" port="20197"/>
+                <snapshot ip="233.156.208.196" port="20196"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Singapore">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="21163"/>
+                <snapshot ip="233.156.208.232" port="21162"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="21161"/>
+                <snapshot ip="233.156.208.232" port="21160"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.232" port="21159"/>
+                <snapshot ip="233.156.208.232" port="21158"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.197" port="21157"/>
+                <snapshot ip="233.156.208.196" port="21156"/>
+            </top5pl>
+        </group>
+
+        <group name="CDS - SWAP Futures">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="21167"/>
+                <snapshot ip="233.156.208.232" port="21166"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="21165"/>
+                <snapshot ip="233.156.208.232" port="21164"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures US Russell Cash Indices">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="21171"/>
+                <snapshot ip="233.156.208.232" port="21170"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="21169"/>
+                <snapshot ip="233.156.208.232" port="21168"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) STIRS Other">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="21255"/>
+                <snapshot ip="233.156.208.232" port="21254"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="21253"/>
+                <snapshot ip="233.156.208.232" port="21252"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.232" port="21223"/>
+                <snapshot ip="233.156.208.232" port="21222"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.232" port="21221"/>
+                <snapshot ip="233.156.208.232" port="21220"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Equity and Indices">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="21243"/>
+                <snapshot ip="233.156.208.232" port="21242"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="21241"/>
+                <snapshot ip="233.156.208.232" port="21240"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.232" port="21211"/>
+                <snapshot ip="233.156.208.232" port="21210"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.232" port="21209"/>
+                <snapshot ip="233.156.208.232" port="21208"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Medium and Long Term IR">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="21247"/>
+                <snapshot ip="233.156.208.232" port="21246"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="21245"/>
+                <snapshot ip="233.156.208.232" port="21244"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.232" port="21215"/>
+                <snapshot ip="233.156.208.232" port="21214"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.232" port="21213"/>
+                <snapshot ip="233.156.208.232" port="21212"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Agricultural">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="21239"/>
+                <snapshot ip="233.156.208.232" port="21238"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="21237"/>
+                <snapshot ip="233.156.208.232" port="21236"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.232" port="21207"/>
+                <snapshot ip="233.156.208.232" port="21206"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.232" port="21205"/>
+                <snapshot ip="233.156.208.232" port="21204"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) GCF and Eurodollar">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="21235"/>
+                <snapshot ip="233.156.208.232" port="21234"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="21233"/>
+                <snapshot ip="233.156.208.232" port="21232"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.232" port="21203"/>
+                <snapshot ip="233.156.208.232" port="21202"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.232" port="21201"/>
+                <snapshot ip="233.156.208.232" port="21200"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Three Month Euro and EONIA">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="21251"/>
+                <snapshot ip="233.156.208.232" port="21250"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="21249"/>
+                <snapshot ip="233.156.208.232" port="21248"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.232" port="21219"/>
+                <snapshot ip="233.156.208.232" port="21218"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.232" port="21217"/>
+                <snapshot ip="233.156.208.232" port="21216"/>
+            </top5pl>
+        </group>
+
+        <group name="IRS - SWAP Futures">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="21155"/>
+                <snapshot ip="233.156.208.232" port="21154"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="21153"/>
+                <snapshot ip="233.156.208.232" port="21152"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures US (Liffe) Metals">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="21231"/>
+                <snapshot ip="233.156.208.232" port="21230"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="21229"/>
+                <snapshot ip="233.156.208.232" port="21228"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.232" port="21199"/>
+                <snapshot ip="233.156.208.232" port="21198"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.232" port="21197"/>
+                <snapshot ip="233.156.208.232" port="21196"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures US (Liffe) Equity Indices">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="21227"/>
+                <snapshot ip="233.156.208.232" port="21226"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="21225"/>
+                <snapshot ip="233.156.208.232" port="21224"/>
+            </top5pl>
+        </group>
+
+        <!-- Options -->
+
+        <group name="ICE Endex Options">
+            <top10pl>
+                <live ip="233.156.208.232" port="20151"/>
+                <snapshot ip="233.156.208.232" port="20150"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.232" port="20159"/>
+                <snapshot ip="233.156.208.232" port="20158"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures Europe Options">
+            <top10pl>
+                <live ip="233.156.208.232" port="20149"/>
+                <snapshot ip="233.156.208.232" port="20148"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.195" port="20195"/>
+                <snapshot ip="233.156.208.194" port="20194"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures Canada Options">
+            <top10pl>
+                <live ip="233.156.208.232" port="20153"/>
+                <snapshot ip="233.156.208.232" port="20152"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.185" port="20185"/>
+                <snapshot ip="233.156.208.184" port="20184"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures US Agricultures Options">
+            <top10pl>
+                <live ip="233.156.208.232" port="20147"/>
+                <snapshot ip="233.156.208.232" port="20146"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.191" port="20191"/>
+                <snapshot ip="233.156.208.190" port="20190"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures US Financials Options">
+            <top10pl>
+                <live ip="233.156.208.232" port="20145"/>
+                <snapshot ip="233.156.208.232" port="20144"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.193" port="20193"/>
+                <snapshot ip="233.156.208.192" port="20192"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE OTC Options">
+            <top10pl>
+                <live ip="233.156.208.232" port="20143"/>
+                <snapshot ip="233.156.208.232" port="20142"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.187" port="20187"/>
+                <snapshot ip="233.156.208.186" port="20186"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Financial Options">
+            <top10pl>
+                <live ip="233.156.208.232" port="21183"/>
+                <snapshot ip="233.156.208.232" port="21182"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.232" port="21181"/>
+                <snapshot ip="233.156.208.232" port="21180"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Indices Options">
+            <top10pl>
+                <live ip="233.156.208.232" port="21179"/>
+                <snapshot ip="233.156.208.232" port="21178"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.232" port="21177"/>
+                <snapshot ip="233.156.208.232" port="21176"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Equity Options">
+            <top10pl>
+                <live ip="233.156.208.232" port="21175"/>
+                <snapshot ip="233.156.208.232" port="21174"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.232" port="21173"/>
+                <snapshot ip="233.156.208.232" port="21172"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures US (Liffe) Options">
+            <top10pl>
+                <live ip="233.156.208.232" port="21187"/>
+                <snapshot ip="233.156.208.232" port="21186"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.232" port="21185"/>
+                <snapshot ip="233.156.208.232" port="21184"/>
+            </topOfBook>
+        </group>
+
+    </multicast>
+
+    <!--
+       List of all market types with their corresponding multicast groups
+       The multicast group name must match what has been specified in the multicast tag
+       More than one market type may be mapped to a multicast group channel
+       Refer to the spec document, Section Appendix C: Supported Market Types
+    -->
+
+    <allMarketTypes>
+        <marketType code="0" multicastGroup="ICE OTC" optionsMulticastGroup="ICE OTC Options">Financial Gas</marketType>
+        <marketType code="1" multicastGroup="ICE OTC">Financial Power</marketType>
+        <marketType code="2" multicastGroup="ICE OTC">Oil</marketType>
+        <marketType code="3" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">IPE Natural Gas Futures</marketType>
+        <marketType code="4" multicastGroup="ICE Futures Europe Oil Others" optionsMulticastGroup="ICE Futures Europe Options">IPE Gas Oil Futures</marketType>
+        <marketType code="5" multicastGroup="ICE Futures Brent" optionsMulticastGroup="ICE Futures Europe Options">IPE Brent Futures</marketType>
+        <marketType code="7" multicastGroup="ICE Futures Europe Non Oil">IPE UK Electricity Futures Peak</marketType>
+        <marketType code="8" multicastGroup="ICE Futures Europe Non Oil">IPE UK Electricity Futures Base</marketType>
+        <marketType code="9" multicastGroup="ICE Futures WTI" optionsMulticastGroup="ICE Futures Europe Options">ICE WTI Crude Futures</marketType>
+        <marketType code="10" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">gC Newcastle Coal Futures</marketType>
+        <marketType code="11" multicastGroup="ICE Futures Europe Oil Others">ICE Brent-WTI Futures Spread</marketType>
+        <marketType code="12" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">IPE-ECX European Emissions</marketType>
+        <marketType code="13" multicastGroup="ICE Futures Europe Oil Others" optionsMulticastGroup="ICE Futures Europe Options">ICE Heating Oil Futures</marketType>
+        <marketType code="14" multicastGroup="ICE Futures Europe Oil Others">ICE Heating Oil/WTI Futures Crack</marketType>
+        <marketType code="15" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">ICE NYH (RBOB) Gasoline Futures</marketType>
+        <marketType code="16" multicastGroup="ICE Futures Europe Non Oil">ICE NYH (RBOB) Gasoline/WTI Futures Crack</marketType>
+        <marketType code="17" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">ICE Rotterdam Coal Futures</marketType>
+        <marketType code="18" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">ICE Richards Bay Coal Futures</marketType>
+        <marketType code="19" multicastGroup="ICE Futures Europe Non Oil">ICE Rotterdam/Richards Bay Coal Futures Spread</marketType>
+        <marketType code="20" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">Cocoa</marketType>
+        <marketType code="21" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">Coffee C</marketType>
+        <marketType code="22" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">Cotton No 2</marketType>
+        <marketType code="23" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">FCOJ A</marketType>
+        <marketType code="24" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">Sugar No 11</marketType>
+        <marketType code="25" multicastGroup="ICE OTC">Heat Rate Spread</marketType>
+        <marketType code="26" multicastGroup="ICE Futures US Financials" optionsMulticastGroup="ICE Futures US Financials Options">US Dollar Index</marketType>
+        <marketType code="31" multicastGroup="ICE Futures Europe Oil Others">ICE Middle East Sour Crude Futures</marketType>
+        <marketType code="32" multicastGroup="ICE Futures Europe Oil Others">ICE Brent/Middle East Crude Futures Spread</marketType>
+        <marketType code="33" multicastGroup="ICE Futures Europe Oil Others">ICE WTI/Middle East Crude Futures Spread</marketType>
+        <marketType code="36" multicastGroup="ICE Futures Canada" optionsMulticastGroup="ICE Futures Canada Options">Canadian Oilseeds</marketType>
+        <marketType code="37" multicastGroup="ICE Futures Canada" optionsMulticastGroup="ICE Futures Canada Options">Canadian Grains</marketType>
+        <marketType code="38" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">ICE ECX CER Futures</marketType>
+        <marketType code="39" multicastGroup="ICE Futures US Financials">Foreign Exchange</marketType>
+        <marketType code="40" multicastGroup="ICE Futures US Financials">Financial Index Data</marketType>
+        <marketType code="41" multicastGroup="ICE Futures US Agricultures">Sugar No 16</marketType>
+        <marketType code="42" multicastGroup="ICE Futures Europe Non Oil">ECX EUA/CER Futures Spread</marketType>
+        <marketType code="44" multicastGroup="ICE OTC" optionsMulticastGroup="ICE OTC Options">Henry Hub</marketType>
+        <marketType code="48" multicastGroup="ICE Endex" optionsMulticastGroup="ICE Endex Options" tcpServer="endex">Dutch TTF Gas Futures</marketType>
+        <marketType code="50" multicastGroup="ICE Endex" tcpServer="endex">German Natural Gas Futures</marketType>
+        <marketType code="51" multicastGroup="ICE Endex" tcpServer="endex">European Gas Spreads</marketType>
+        <marketType code="53" multicastGroup="ICE OTC">Canadian Financial Gas</marketType>
+        <marketType code="54" multicastGroup="ICE OTC">NGX Canadian Physical Crude</marketType>
+        <marketType code="55" multicastGroup="ICE Futures Europe Non Oil">US Coal Futures</marketType>
+        <marketType code="57" multicastGroup="ICE Futures Europe Non Oil">FOB Indo sub-bit Coal Futures</marketType>
+        <marketType code="58" multicastGroup="ICE Futures Europe Oil Others">Heating Oil/Brent Futures Crack</marketType>
+        <marketType code="59" multicastGroup="ICE Futures Europe Oil Others">NYH (RBOB) Gasoline/Brent Futures Crack</marketType>
+        <marketType code="66" multicastGroup="ICE Futures Europe Non Oil">NYH (RBOB) Gasoline/Heating Oil Spread</marketType>
+        <marketType code="69" multicastGroup="ICE OTC">Physical Environmental</marketType>
+        <marketType code="70" multicastGroup="ICE Futures Europe Oil Others">Heating Oil/LS Gasoil Futures Spread</marketType>
+        <marketType code="71" multicastGroup="ICE Futures Europe Oil Others">LS Gasoil/Brent Futures Crack</marketType>
+        <marketType code="72" multicastGroup="ICE Futures Europe Oil Others">NYH (RBOB) Gasoline/LS Gasoil Futures Spread</marketType>
+        <marketType code="84" multicastGroup="ICE Futures Europe Non Oil">ECX EUAA Futures</marketType>
+        <marketType code="85" multicastGroup="ICE Futures Europe Non Oil">ECX CER/EUAA Futures Spread</marketType>
+        <marketType code="86" multicastGroup="ICE Futures Europe Non Oil">ECX EUAA/EUA Futures Spread</marketType>
+        <marketType code="89" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">Soybean</marketType>
+        <marketType code="90" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">Wheat</marketType>
+        <marketType code="91" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">Corn</marketType>
+        <marketType code="97" multicastGroup="ICE Futures Europe Non Oil">CFR South China Coal Futures</marketType>
+        <marketType code="98" multicastGroup="ICE Endex" tcpServer="endex">Belgian Power Futures</marketType>
+        <marketType code="99" multicastGroup="ICE Endex" tcpServer="endex">Dutch Power Futures</marketType>
+        <marketType code="100" multicastGroup="ICE Futures Europe Non Oil">gC Newcastle/FOB Indo sub-bit Coal Futures Spread</marketType>
+        <marketType code="101" multicastGroup="ICE Futures Europe Non Oil">Richards Bay/gC Newcastle Coal Futures Spread</marketType>
+        <marketType code="104" multicastGroup="CDS - SWAP Futures">CIF US</marketType>
+        <marketType code="109" multicastGroup="ICE OTC">Financial Environmental</marketType>
+        <marketType code="111" multicastGroup="ICE Endex" tcpServer="endex">European Power Spreads</marketType>
+        <marketType code="112" multicastGroup="ICE Endex Spot" tcpServer="endex">TAQA</marketType>
+        <marketType code="113" multicastGroup="ICE Endex Spot" tcpServer="endex">Belgian ZTP Gas Spot</marketType>
+        <marketType code="114" multicastGroup="ICE Endex Spot" tcpServer="endex">Dutch TTF Gas Spot</marketType>
+        <marketType code="115" multicastGroup="ICE Endex Spot" tcpServer="endex">Dutch TTF Gas Storage</marketType>
+        <marketType code="116" multicastGroup="ICE Endex Spot" tcpServer="endex">European Gas Spot Spreads</marketType>
+        <marketType code="117" multicastGroup="ICE Endex" tcpServer="endex">Belgian ZTP Gas Futures</marketType>
+        <marketType code="119" multicastGroup="ICE Endex" tcpServer="endex">Belgian Gas Spreads</marketType>
+        <marketType code="122" multicastGroup="ICE Endex" tcpServer="endex">German Power Futures</marketType>
+        <marketType code="123" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">Atlantic Coal Futures</marketType>
+        <marketType code="124" multicastGroup="ICE OTC">Financial Olefins</marketType>
+        <marketType code="125" multicastGroup="ICE OTC">Financial Monomers</marketType>
+        <marketType code="127" multicastGroup="ICE Endex Spot" tcpServer="endex">Endex Spot Market Indices</marketType>
+        <marketType code="128" multicastGroup="ICE Futures US Russell Cash Indices">Russell Cash Indices</marketType>
+        <marketType code="131" multicastGroup="IRS - SWAP Futures" tcpServer="liffe-eu">Interest Rate Futures</marketType>
+        <marketType code="133" multicastGroup="ICE Futures Singapore">Singapore Energy</marketType>
+        <marketType code="134" multicastGroup="ICE Futures Singapore">Singapore Financials</marketType>
+        <marketType code="135" multicastGroup="ICE Futures Singapore">Singapore Metals</marketType>
+        <marketType code="136" multicastGroup="ICE Endex" tcpServer="endex">Italian Natural Gas Futures</marketType>
+        <marketType code="137" multicastGroup="ICE Endex" tcpServer="endex">Italian Power Futures</marketType>
+        <marketType code="138" multicastGroup="ICE Futures US Agricultures">World Cotton</marketType>
+        <marketType code="160" multicastGroup="ICE Futures Europe Non Oil">ICE Rotterdam/Newcastle Coal Futures Spread</marketType>
+        <marketType code="172" multicastGroup="ICE Futures US Financials" optionsMulticastGroup="ICE Futures US Financials Options">IFUS ICE Indices</marketType>
+        <marketType code="200" multicastGroup="ICE Futures Europe (Liffe) STIRS Other" optionsMulticastGroup="ICE Futures Europe (Liffe) Financial Options" tcpServer="liffe-eu">Liffe STIRs</marketType> 
+        <marketType code="202" multicastGroup="ICE Futures Europe (Liffe) Medium and Long Term IR" optionsMulticastGroup="ICE Futures Europe (Liffe) Financial Options" tcpServer="liffe-eu">Liffe Bonds</marketType>
+        <marketType code="203" multicastGroup="ICE Futures Europe (Liffe) Medium and Long Term IR" optionsMulticastGroup="ICE Futures Europe (Liffe) Financial Options" tcpServer="liffe-eu">Liffe Swapnotes</marketType>
+        <marketType code="205" multicastGroup="ICE Futures Europe (Liffe) Agricultural" optionsMulticastGroup="ICE Futures Europe Options" tcpServer="liffe-eu">Liffe Commodities</marketType>
+        <marketType code="206" multicastGroup="ICE Futures US (Liffe) Metals" optionsMulticastGroup="ICE Futures US (Liffe) Options">Metals</marketType>
+        <marketType code="207" multicastGroup="ICE Futures US (Liffe) Equity Indices" optionsMulticastGroup="ICE Futures US (Liffe) Options">IFUS Equity Indices</marketType>
+        <marketType code="208" multicastGroup="ICE Futures Europe (Liffe) GCF and Eurodollar" tcpServer="liffe-eu">GCF Repo</marketType>
+        <marketType code="209" multicastGroup="ICE Futures Europe (Liffe) Three Month Euro and EONIA" optionsMulticastGroup="ICE Futures Europe (Liffe) Financial Options" tcpServer="liffe-eu">Liffe Three Month Euro and EONIA</marketType>
+        <marketType code="210" multicastGroup="ICE Futures Europe (Liffe) GCF and Eurodollar" tcpServer="liffe-eu">Eurodollar</marketType>
+        <marketType code="211" multicastGroup="ICE Futures Europe (Liffe) Equity and Indices" optionsMulticastGroup="ICE Futures Europe (Liffe) Equity Options" tcpServer="liffe-eu">Liffe Equity Derivatives - Non-US Based</marketType>
+        <marketType code="212" multicastGroup="ICE Futures Europe (Liffe) Equity and Indices" optionsMulticastGroup="ICE Futures Europe (Liffe) Equity Options" tcpServer="liffe-eu">Liffe Equity Derivatives - US Based</marketType>
+        <marketType code="213" multicastGroup="ICE Futures Europe (Liffe) Equity and Indices" optionsMulticastGroup="ICE Futures Europe (Liffe) Indices Options" tcpServer="liffe-eu">Liffe Index Options</marketType>
+        <marketType code="214" multicastGroup="ICE Futures Europe (Liffe) Equity and Indices" optionsMulticastGroup="ICE Futures Europe (Liffe) Indices Options" tcpServer="liffe-eu">Liffe Index Futures - US Restricted</marketType>
+        <marketType code="215" multicastGroup="ICE Futures Europe (Liffe) Equity and Indices" optionsMulticastGroup="ICE Futures Europe (Liffe) Indices Options" tcpServer="liffe-eu">Liffe Index Futures - Non-US Restricted</marketType>
+        <marketType code="314" multicastGroup="ICE OTC">NGX Physical Gas</marketType>
+        <marketType code="315" multicastGroup="ICE OTC">NGX Financial Power</marketType>
+        <marketType code="317" multicastGroup="ICE OTC">Financial NGL</marketType>
+        <marketType code="318" multicastGroup="ICE OTC">Olefins/Polymers</marketType>
+    </allMarketTypes>
+
+</connectivityConfiguration>
@@ -0,0 +1,364 @@
+<?xml version="1.0" encoding="UTF-8"?>
+<!--
+  This file contains the configuration information for various
+  deployment environments. The TCP and Multicast Group addresses are pre-configured
+  so we can choose a configuration during the launch of the multicast client application
+  
+  Within the multicast tag, we have different multicast groups named as "ICE Futures US Agricultures" etc.,
+  Each of these groups, then, have information on the context for which the client might be interested in
+  subscribing to. These are under FullOrderDepth/TOP5PL tags. They, in turn, contain the live and
+  snapshot multicast group addresses.
+-->
+<connectivityConfiguration>
+
+    <!-- TCP Connection Information -->
+
+    <tcp>
+        <server name="default">
+            <ip>63.247.113.214</ip>
+            <port>3000</port>
+            <userName>Value from ICE Support</userName>
+            <password>Value from ICE Support</password>
+            <getStripInfoMessages>N</getStripInfoMessages>
+            <strategyPreference>Legacy</strategyPreference>
+            <localNetworkInterface></localNetworkInterface>
+        </server>
+        <settings>
+            <reconnectTimeoutInSeconds>16</reconnectTimeoutInSeconds>
+            <maximumNumberOfReconnectAttempts>0</maximumNumberOfReconnectAttempts>
+        </settings>
+    </tcp>
+
+    <!-- Multicast Groups Information -->
+
+    <multicast>
+        <group name="ICE Futures US Agricultures">
+            <fullOrderDepth>
+                <live ip="233.156.208.255" port="30255"/>
+                <snapshot ip="233.156.208.254" port="30254"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.253" port="30253"/>
+                <snapshot ip="233.156.208.252" port="30252"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.215" port="30215"/>   
+                <snapshot ip="233.156.208.214" port="30214"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.213" port="30213"/>
+                <snapshot ip="233.156.208.212" port="30212"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures US Financials">
+            <fullOrderDepth>
+                <live ip="233.156.208.251" port="30251"/>
+                <snapshot ip="233.156.208.250" port="30250"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.249" port="30249"/>
+                <snapshot ip="233.156.208.248" port="30248"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe Non Oil">
+            <fullOrderDepth>
+                <live ip="233.156.208.247" port="30247"/>
+                <snapshot ip="233.156.208.246" port="30246"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.245" port="30245"/>
+                <snapshot ip="233.156.208.244" port="30244"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE OTC">
+            <fullOrderDepth>
+                <live ip="233.156.208.243" port="30243"/>
+                <snapshot ip="233.156.208.242" port="30242"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.241" port="30241"/>
+                <snapshot ip="233.156.208.240" port="30240"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.219" port="30219"/>   
+                <snapshot ip="233.156.208.218" port="30218"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.217" port="30217"/>
+                <snapshot ip="233.156.208.216" port="30216"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Canada">
+            <fullOrderDepth>
+                <live ip="233.156.208.239" port="30239"/>
+                <snapshot ip="233.156.208.238" port="30238"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.237" port="30237"/>
+                <snapshot ip="233.156.208.236" port="30236"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Brent">
+            <fullOrderDepth>
+                <live ip="233.156.208.231" port="30231"/>
+                <snapshot ip="233.156.208.230" port="30230"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.229" port="30229"/>
+                <snapshot ip="233.156.208.228" port="30228"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.207" port="30207"/>   
+                <snapshot ip="233.156.208.206" port="30206"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.205" port="30205"/>
+                <snapshot ip="233.156.208.204" port="30204"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures WTI">
+            <fullOrderDepth>
+                <live ip="233.156.208.227" port="30227"/>
+                <snapshot ip="233.156.208.226" port="30226"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.225" port="30225"/>
+                <snapshot ip="233.156.208.224" port="30224"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.203" port="30203"/>   
+                <snapshot ip="233.156.208.202" port="30202"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.201" port="30201"/>
+                <snapshot ip="233.156.208.200" port="30200"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe Oil Others">
+            <fullOrderDepth>
+                <live ip="233.156.208.223" port="30223"/>
+                <snapshot ip="233.156.208.222" port="30222"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.221" port="30221"/>
+                <snapshot ip="233.156.208.220" port="30220"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.199" port="30199"/>
+                <snapshot ip="233.156.208.198" port="30198"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.197" port="30197"/>
+                <snapshot ip="233.156.208.196" port="30196"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Agricultural">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="31239"/>
+                <snapshot ip="233.156.208.232" port="31238"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="31237"/>
+                <snapshot ip="233.156.208.232" port="31236"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.232" port="31207"/>
+                <snapshot ip="233.156.208.232" port="31206"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.232" port="31205"/>
+                <snapshot ip="233.156.208.232" port="31204"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) GCF and Eurodollar">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="31235"/>
+                <snapshot ip="233.156.208.232" port="31234"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="31233"/>
+                <snapshot ip="233.156.208.232" port="31232"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.232" port="31203"/>
+                <snapshot ip="233.156.208.232" port="31202"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.232" port="31201"/>
+                <snapshot ip="233.156.208.232" port="31200"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures US (Liffe) Metals">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="31231"/>
+                <snapshot ip="233.156.208.232" port="31230"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="31229"/>
+                <snapshot ip="233.156.208.232" port="31228"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.232" port="31199"/>
+                <snapshot ip="233.156.208.232" port="31198"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.232" port="31197"/>
+                <snapshot ip="233.156.208.232" port="31196"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures US (Liffe) Equity Indices">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="31227"/>
+                <snapshot ip="233.156.208.232" port="31226"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="31225"/>
+                <snapshot ip="233.156.208.232" port="31224"/>
+            </top5pl>
+        </group>
+
+        <!-- Options -->
+
+        <group name="ICE Futures Europe Options">
+            <topOfBook>
+                <live ip="233.156.208.195" port="30195"/>
+                <snapshot ip="233.156.208.194" port="30194"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures US Financials Options">
+            <topOfBook>
+                <live ip="233.156.208.193" port="30193"/>
+                <snapshot ip="233.156.208.192" port="30192"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures US Agricultures Options">
+            <topOfBook>
+                <live ip="233.156.208.191" port="30191"/>
+                <snapshot ip="233.156.208.190" port="30190"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE OTC Options">
+            <topOfBook>
+                <live ip="233.156.208.187" port="30187"/>
+                <snapshot ip="233.156.208.186" port="30186"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures US (Liffe) Options">
+            <top10pl>
+                <live ip="233.156.208.232" port="31187"/>
+                <snapshot ip="233.156.208.232" port="31186"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.232" port="31185"/>
+                <snapshot ip="233.156.208.232" port="31184"/>
+            </topOfBook>
+        </group>
+
+    </multicast>
+
+    <!--
+        List of all market types with their corresponding multicast groups
+        The multicast group name must match what has been specified in the multicast tag
+        More than one market type may be mapped to a multicast group channel
+        Refer to the spec document, Section Appendix C: Supported Market Types
+    -->
+
+    <allMarketTypes>
+        <marketType code="0" multicastGroup="ICE OTC" optionsMulticastGroup="ICE OTC Options">Financial Gas</marketType>
+        <marketType code="1" multicastGroup="ICE OTC">Financial Power</marketType>
+        <marketType code="2" multicastGroup="ICE OTC">Oil</marketType>
+        <marketType code="3" multicastGroup="ICE Futures Europe Non Oil">IPE Natural Gas Futures</marketType>
+        <marketType code="4" multicastGroup="ICE Futures Europe Oil Others">IPE Gas Oil Futures</marketType>
+        <marketType code="5" multicastGroup="ICE Futures Brent">IPE Brent Futures</marketType>
+        <marketType code="7" multicastGroup="ICE Futures Europe Non Oil">IPE UK Electricity Futures Peak</marketType>
+        <marketType code="8" multicastGroup="ICE Futures Europe Non Oil">IPE UK Electricity Futures Base</marketType>
+        <marketType code="9" multicastGroup="ICE Futures WTI">ICE WTI Crude Futures</marketType>
+        <marketType code="10" multicastGroup="ICE Futures Europe Non Oil">gC Newcastle Coal Futures</marketType>
+        <marketType code="11" multicastGroup="ICE Futures Europe Oil Others">ICE Brent-WTI Futures Spread</marketType>
+        <marketType code="12" multicastGroup="ICE Futures Europe Non Oil">IPE-ECX European Emissions</marketType>
+        <marketType code="13" multicastGroup="ICE Futures Europe Oil Others">ICE Heating Oil Futures</marketType>
+        <marketType code="14" multicastGroup="ICE Futures Europe Oil Others">ICE Heating Oil/WTI Futures Crack</marketType>
+        <marketType code="15" multicastGroup="ICE Futures Europe Non Oil">ICE NYH (RBOB) Gasoline Futures</marketType>
+        <marketType code="16" multicastGroup="ICE Futures Europe Non Oil">ICE NYH (RBOB) Gasoline/WTI Futures Crack</marketType>
+        <marketType code="17" multicastGroup="ICE Futures Europe Non Oil">ICE Rotterdam Coal Futures</marketType>
+        <marketType code="18" multicastGroup="ICE Futures Europe Non Oil">ICE Richards Bay Coal Futures</marketType>
+        <marketType code="19" multicastGroup="ICE Futures Europe Non Oil">ICE Rotterdam/Richards Bay Coal Futures Spread</marketType>
+        <marketType code="20" multicastGroup="ICE Futures US Agricultures">Cocoa</marketType>
+        <marketType code="21" multicastGroup="ICE Futures US Agricultures">Coffee C</marketType>
+        <marketType code="22" multicastGroup="ICE Futures US Agricultures">Cotton No 2</marketType>
+        <marketType code="23" multicastGroup="ICE Futures US Agricultures">FCOJ A</marketType>
+        <marketType code="24" multicastGroup="ICE Futures US Agricultures">Sugar No 11</marketType>
+        <marketType code="25" multicastGroup="ICE OTC">Heat Rate Spread</marketType>
+        <marketType code="26" multicastGroup="ICE Futures US Financials">US Dollar Index</marketType>
+        <marketType code="31" multicastGroup="ICE Futures Europe Oil Others">ICE Middle East Sour Crude Futures</marketType>
+        <marketType code="32" multicastGroup="ICE Futures Europe Oil Others">ICE Brent/Middle East Crude Futures Spread</marketType>
+        <marketType code="33" multicastGroup="ICE Futures Europe Oil Others">ICE WTI/Middle East Crude Futures Spread</marketType>
+        <marketType code="36" multicastGroup="ICE Futures Canada">Canadian Oilseeds</marketType>
+        <marketType code="37" multicastGroup="ICE Futures Canada">Canadian Grains</marketType>
+        <marketType code="38" multicastGroup="ICE Futures Europe Non Oil">ICE ECX CER Futures</marketType>
+        <marketType code="39" multicastGroup="ICE Futures US Financials">Foreign Exchange</marketType>
+        <marketType code="40" multicastGroup="ICE Futures US Financials">Financial Index Data</marketType>
+        <marketType code="41" multicastGroup="ICE Futures US Agricultures">Sugar No 16</marketType>
+        <marketType code="42" multicastGroup="ICE Futures Europe Non Oil">ECX EUA/CER Futures Spread</marketType>
+        <marketType code="44" multicastGroup="ICE OTC" optionsMulticastGroup="ICE OTC Options">Henry Hub</marketType>
+        <marketType code="53" multicastGroup="ICE OTC">Canadian Financial Gas</marketType>
+        <marketType code="54" multicastGroup="ICE OTC">NGX Canadian Physical Crude</marketType>
+        <marketType code="55" multicastGroup="ICE Futures Europe Non Oil">US Coal Futures</marketType>
+        <marketType code="57" multicastGroup="ICE Futures Europe Non Oil">FOB Indo sub-bit Coal Futures</marketType>
+        <marketType code="58" multicastGroup="ICE Futures Europe Oil Others">Heating Oil/Brent Futures Crack</marketType>
+        <marketType code="59" multicastGroup="ICE Futures Europe Oil Others">NYH (RBOB) Gasoline/Brent Futures Crack</marketType>
+        <marketType code="66" multicastGroup="ICE Futures Europe Non Oil">NYH (RBOB) Gasoline/Heating Oil Spread</marketType>
+        <marketType code="69" multicastGroup="ICE OTC">Physical Environmental</marketType>
+        <marketType code="70" multicastGroup="ICE Futures Europe Oil Others">Heating Oil/LS Gasoil Futures Spread</marketType>
+        <marketType code="71" multicastGroup="ICE Futures Europe Oil Others">LS Gasoil/Brent Futures Crack</marketType>
+        <marketType code="72" multicastGroup="ICE Futures Europe Oil Others">NYH (RBOB) Gasoline/LS Gasoil Futures Spread</marketType>
+        <marketType code="84" multicastGroup="ICE Futures Europe Non Oil">ECX EUAA Futures</marketType>
+        <marketType code="85" multicastGroup="ICE Futures Europe Non Oil">ECX CER/EUAA Futures Spread</marketType>
+        <marketType code="86" multicastGroup="ICE Futures Europe Non Oil">ECX EUAA/EUA Futures Spread</marketType>
+        <marketType code="89" multicastGroup="ICE Futures US Agricultures">Soybean</marketType>
+        <marketType code="90" multicastGroup="ICE Futures US Agricultures">Wheat</marketType>
+        <marketType code="91" multicastGroup="ICE Futures US Agricultures">Corn</marketType>
+        <marketType code="97" multicastGroup="ICE Futures Europe Non Oil">CFR South China Coal Futures</marketType>
+        <marketType code="100" multicastGroup="ICE Futures Europe Non Oil">gC Newcastle/FOB Indo sub-bit Coal Futures Spread</marketType>
+        <marketType code="101" multicastGroup="ICE Futures Europe Non Oil">Richards Bay/gC Newcastle Coal Futures Spread</marketType>
+        <marketType code="109" multicastGroup="ICE OTC">Financial Environmental</marketType>
+        <marketType code="123" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">Atlantic Coal Futures</marketType>
+        <marketType code="124" multicastGroup="ICE OTC">Financial Olefins</marketType>
+        <marketType code="125" multicastGroup="ICE OTC">Financial Monomers</marketType>
+        <marketType code="160" multicastGroup="ICE Futures Europe Non Oil">ICE Rotterdam/Newcastle Coal Futures Spread</marketType>
+        <marketType code="172" multicastGroup="ICE Futures US Financials">IFUS ICE Indices</marketType>
+        <marketType code="205" multicastGroup="ICE Futures Europe (Liffe) Agricultural">Liffe Commodities</marketType>
+        <marketType code="206" multicastGroup="ICE Futures US (Liffe) Metals" optionsMulticastGroup="ICE Futures US (Liffe) Options">Metals</marketType>
+        <marketType code="207" multicastGroup="ICE Futures US (Liffe) Equity Indices" optionsMulticastGroup="ICE Futures US (Liffe) Options">IFUS Equity Indices</marketType>
+        <marketType code="208" multicastGroup="ICE Futures Europe (Liffe) GCF and Eurodollar">GCF Repo</marketType>
+        <marketType code="210" multicastGroup="ICE Futures Europe (Liffe) GCF and Eurodollar">Eurodollar</marketType>
+        <marketType code="314" multicastGroup="ICE OTC">NGX Physical Gas</marketType>
+        <marketType code="315" multicastGroup="ICE OTC">NGX Financial Power</marketType>
+        <marketType code="317" multicastGroup="ICE OTC">Financial NGL</marketType>
+        <marketType code="318" multicastGroup="ICE OTC">Olefins/Polymers</marketType>
+    </allMarketTypes>
+
+</connectivityConfiguration>
@@ -0,0 +1,677 @@
+<?xml version="1.0" encoding="utf-8"?>
+<!--
+  This file contains the configuration information for various
+  deployment environments. The TCP and Multicast Group addresses 
+  are pre-configured so we can choose a configuration during the 
+  launch of the multicast client application
+  
+  Within the multicast tag, we have different multicast groups named 
+  as "ICE Futures US Agricultures" etc., Each of these groups, then, 
+  have information on the context for which the client might be interested 
+  in subscribing to. These are under FullOrderDepth/TOP5PL tags. 
+  They, in turn, contain the live and snapshot multicast group addresses.
+-->
+<connectivityConfiguration>
+
+    <!-- TCP Connection Information -->
+
+    <tcp>
+        <server name="default">
+            <ip>63.247.112.185</ip>
+            <port>80</port>
+            <userName>Value from ICE Support</userName>
+            <password>Value from ICE Support</password>
+            <getStripInfoMessages>N</getStripInfoMessages>
+            <strategyPreference>Legacy</strategyPreference>
+            <localNetworkInterface></localNetworkInterface>
+        </server>
+        <server name="endex">
+            <ip>63.247.112.190</ip>
+            <port>80</port>
+            <userName>Value from ICE Support</userName>
+            <password>Value from ICE Support</password>
+            <getStripInfoMessages>N</getStripInfoMessages>
+            <strategyPreference>Legacy</strategyPreference>
+            <localNetworkInterface></localNetworkInterface>
+        </server>
+        <server name="liffe-eu">
+            <ip>63.247.125.185</ip>
+            <port>80</port>
+            <userName>Value from ICE Support</userName>
+            <password>Value from ICE Support</password>
+            <getStripInfoMessages>N</getStripInfoMessages>
+            <strategyPreference>Legacy</strategyPreference>
+            <localNetworkInterface></localNetworkInterface>
+        </server>
+        <settings>
+            <reconnectTimeoutInSeconds>16</reconnectTimeoutInSeconds>
+            <maximumNumberOfReconnectAttempts>0</maximumNumberOfReconnectAttempts>
+        </settings>
+    </tcp>
+
+    <!-- Multicast Groups Information -->
+
+    <multicast>
+
+        <group name="ICE Endex">
+            <fullOrderDepth>
+                <live ip="233.156.208.100" port="20100"/>
+                <snapshot ip="233.156.208.101" port="20101"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.102" port="20102"/>
+                <snapshot ip="233.156.208.103" port="20103"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="224.0.126.30" port="20030"/>
+                <snapshot ip="224.0.127.30" port="20030"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="224.0.126.31" port="20031"/>
+                <snapshot ip="224.0.127.31" port="20031"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Endex Spot">
+            <fullOrderDepth>
+                <live ip="233.156.208.162" port="20162"/>
+                <snapshot ip="233.156.208.163" port="20163"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.164" port="20164"/>
+                <snapshot ip="233.156.208.165" port="20165"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures US Agricultures">
+            <fullOrderDepth>
+                <live ip="233.156.208.0" port="20000"/>
+                <snapshot ip="233.156.208.1" port="20001"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.2" port="20002"/>
+                <snapshot ip="233.156.208.3" port="20003"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.36" port="20036"/>
+                <snapshot ip="233.156.208.37" port="20037"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.38" port="20038"/>
+                <snapshot ip="233.156.208.39" port="20039"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures US Financials">
+            <fullOrderDepth>
+                <live ip="233.156.208.4" port="20004"/>
+                <snapshot ip="233.156.208.5" port="20005"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.6" port="20006"/>
+                <snapshot ip="233.156.208.7" port="20007"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Brent">
+            <fullOrderDepth>
+                <live ip="233.156.208.52" port="20052"/>
+                <snapshot ip="233.156.208.53" port="20053"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.54" port="20054"/>
+                <snapshot ip="233.156.208.55" port="20055"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.64" port="20064"/>
+                <snapshot ip="233.156.208.65" port="20065"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.66" port="20066"/>
+                <snapshot ip="233.156.208.67" port="20067"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures WTI">
+            <fullOrderDepth>
+                <live ip="233.156.208.56" port="20056"/>
+                <snapshot ip="233.156.208.57" port="20057"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.58" port="20058"/>
+                <snapshot ip="233.156.208.59" port="20059"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.68" port="20068"/>
+                <snapshot ip="233.156.208.69" port="20069"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.70" port="20070"/>
+                <snapshot ip="233.156.208.71" port="20071"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe Oil Others">
+            <fullOrderDepth>
+                <live ip="233.156.208.60" port="20060"/>
+                <snapshot ip="233.156.208.61" port="20061"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.62" port="20062"/>
+                <snapshot ip="233.156.208.63" port="20063"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.72" port="20072"/>
+                <snapshot ip="233.156.208.73" port="20073"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.74" port="20074"/>
+                <snapshot ip="233.156.208.75" port="20075"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe Non Oil">
+            <fullOrderDepth>
+                <live ip="233.156.208.12" port="20012"/>
+                <snapshot ip="233.156.208.13" port="20013"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.14" port="20014"/>
+                <snapshot ip="233.156.208.15" port="20015"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.28" port="20028"/>
+                <snapshot ip="233.156.208.29" port="20029"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.30" port="20030"/>
+                <snapshot ip="233.156.208.31" port="20031"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE OTC">
+            <fullOrderDepth>
+                <live ip="233.156.208.16" port="20016"/>
+                <snapshot ip="233.156.208.17" port="20017"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.18" port="20018"/>
+                <snapshot ip="233.156.208.19" port="20019"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.32" port="20032"/>
+                <snapshot ip="233.156.208.33" port="20033"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.34" port="20034"/>
+                <snapshot ip="233.156.208.35" port="20035"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Canada">
+            <fullOrderDepth>
+                <live ip="233.156.208.20" port="20020"/>
+                <snapshot ip="233.156.208.21" port="20021"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.22" port="20022"/>
+                <snapshot ip="233.156.208.23" port="20023"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Singapore">
+            <fullOrderDepth>
+                <live ip="224.0.126.28" port="20028"/>
+                <snapshot ip="224.0.127.28" port="20028"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="224.0.126.29" port="20029"/>
+                <snapshot ip="224.0.127.29" port="20029"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="224.0.126.26" port="20026"/>
+                <snapshot ip="224.0.127.26" port="20026"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="224.0.126.27" port="20027"/>
+                <snapshot ip="224.0.127.27" port="20027"/>
+            </top5pl>
+        </group>
+
+        <group name="CDS - SWAP Futures">
+            <fullOrderDepth>
+                <live ip="224.0.126.24" port="20024"/>
+                <snapshot ip="224.0.127.24" port="20024"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="224.0.126.25" port="20025"/>
+                <snapshot ip="224.0.127.25" port="20025"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures US Russell Cash Indices">
+            <fullOrderDepth>
+                <live ip="233.156.208.8" port="20008"/>
+                <snapshot ip="233.156.208.9" port="20009"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.10" port="20010"/>
+                <snapshot ip="233.156.208.11" port="20011"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) STIRS Other">
+            <fullOrderDepth>
+                <live ip="224.0.126.0" port="20000"/>
+                <snapshot ip="224.0.127.0" port="20000"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="224.0.126.1" port="20001"/>
+                <snapshot ip="224.0.127.1" port="20001"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="224.0.126.8" port="20008"/>
+                <snapshot ip="224.0.127.8" port="20008"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="224.0.126.9" port="20009"/>
+                <snapshot ip="224.0.127.9" port="20009"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Equity and Indices">
+            <fullOrderDepth>
+                <live ip="224.0.126.6" port="20006"/>
+                <snapshot ip="224.0.127.6" port="20006"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="224.0.126.7" port="20007"/>
+                <snapshot ip="224.0.127.7" port="20007"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="224.0.126.14" port="20014"/>
+                <snapshot ip="224.0.127.14" port="20014"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="224.0.126.15" port="20015"/>
+                <snapshot ip="224.0.127.15" port="20015"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Medium and Long Term IR">
+            <fullOrderDepth>
+                <live ip="224.0.126.4" port="20004"/>
+                <snapshot ip="224.0.127.4" port="20004"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="224.0.126.5" port="20005"/>
+                <snapshot ip="224.0.127.5" port="20005"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="224.0.126.12" port="20012"/>
+                <snapshot ip="224.0.127.12" port="20012"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="224.0.126.13" port="20013"/>
+                <snapshot ip="224.0.127.13" port="20013"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Equity and Indices">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="21243"/>
+                <snapshot ip="233.156.208.232" port="21242"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="21241"/>
+                <snapshot ip="233.156.208.232" port="21240"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="224.0.126.14" port="20014"/>
+                <snapshot ip="224.0.127.14" port="20014"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="224.0.126.15" port="20015"/>
+                <snapshot ip="224.0.127.15" port="20015"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Agricultural">
+            <fullOrderDepth>
+                <live ip="233.156.208.138" port="20138"/>
+                <snapshot ip="233.156.208.139" port="20139"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.140" port="20138"/>
+                <snapshot ip="233.156.208.141" port="20139"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.146" port="20146"/>
+                <snapshot ip="233.156.208.147" port="20147"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.148" port="20148"/>
+                <snapshot ip="233.156.208.149" port="20149"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) GCF and Eurodollar">
+            <fullOrderDepth>
+                <live ip="233.156.208.142" port="20142"/>
+                <snapshot ip="233.156.208.143" port="20143"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.144" port="20144"/>
+                <snapshot ip="233.156.208.145" port="20145"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.150" port="20150"/>
+                <snapshot ip="233.156.208.151" port="20151"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.152" port="20152"/>
+                <snapshot ip="233.156.208.153" port="20153"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Three Month Euro and EONIA">
+            <fullOrderDepth>
+                <live ip="224.0.126.2" port="20002"/>
+                <snapshot ip="224.0.127.2" port="20002"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="224.0.126.3" port="20003"/>
+                <snapshot ip="224.0.127.3" port="20003"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="224.0.126.10" port="20010"/>
+                <snapshot ip="224.0.127.10" port="20010"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="224.0.126.11" port="20011"/>
+                <snapshot ip="224.0.127.11" port="20011"/>
+            </top5pl>
+        </group>
+
+        <group name="IRS - SWAP Futures">
+            <fullOrderDepth>
+                <live ip="224.0.126.22" port="20022"/>
+                <snapshot ip="224.0.127.22" port="20022"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="224.0.126.23" port="20023"/>
+                <snapshot ip="224.0.127.23" port="20023"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures US (Liffe) Metals">
+            <fullOrderDepth>
+                <live ip="233.156.208.118" port="20118"/>
+                <snapshot ip="233.156.208.119" port="20119"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.120" port="20120"/>
+                <snapshot ip="233.156.208.121" port="20121"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.126" port="20126"/>
+                <snapshot ip="233.156.208.127" port="20127"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.128" port="20128"/>
+                <snapshot ip="233.156.208.129" port="20129"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures US (Liffe) Equity Indices">
+            <fullOrderDepth>
+                <live ip="233.156.208.122" port="20122"/>
+                <snapshot ip="233.156.208.123" port="20123"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.124" port="20124"/>
+                <snapshot ip="233.156.208.125" port="20125"/>
+            </top5pl>
+        </group>
+
+        <!-- Options -->
+
+        <group name="ICE Endex Options">
+            <top10pl>
+                <live ip="233.156.208.116" port="20116"/>
+                <snapshot ip="233.156.208.117" port="20117"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.104" port="20104"/>
+                <snapshot ip="233.156.208.105" port="20105"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures Europe Options">
+            <top10pl>
+                <live ip="233.156.208.110" port="20110"/>
+                <snapshot ip="233.156.208.111" port="20111"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.40" port="20040"/>
+                <snapshot ip="233.156.208.41" port="20041"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures Canada Options">
+            <top10pl>
+                <live ip="233.156.208.112" port="20112"/>
+                <snapshot ip="233.156.208.113" port="20113"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.46" port="20046"/>
+                <snapshot ip="233.156.208.47" port="20046"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures US Agricultures Options">
+            <top10pl>
+                <live ip="233.156.208.106" port="20106"/>
+                <snapshot ip="233.156.208.107" port="20107"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.42" port="20042"/>
+                <snapshot ip="233.156.208.43" port="20043"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures US Financials Options">
+            <top10pl>
+                <live ip="233.156.208.108" port="20108"/>
+                <snapshot ip="233.156.208.109" port="20109"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.44" port="20044"/>
+                <snapshot ip="233.156.208.45" port="20045"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE OTC Options">
+            <top10pl>
+                <live ip="233.156.208.114" port="20114"/>
+                <snapshot ip="233.156.208.115" port="20115"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.78" port="20078"/>
+                <snapshot ip="233.156.208.79" port="20079"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Financial Options">
+            <top10pl>
+                <live ip="224.0.126.17" port="20017"/>
+                <snapshot ip="224.0.127.17" port="20017"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="224.0.126.16" port="20016"/>
+                <snapshot ip="224.0.127.16" port="20016"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Index Options">
+            <top10pl>
+                <live ip="224.0.126.19" port="20019"/>
+                <snapshot ip="224.0.127.19" port="20019"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="224.0.126.18" port="20018"/>
+                <snapshot ip="224.0.127.18" port="20018"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Equity Options">
+            <top10pl>
+                <live ip="224.0.126.21" port="20021"/>
+                <snapshot ip="224.0.127.21" port="20021"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="224.0.126.20" port="20020"/>
+                <snapshot ip="224.0.127.20" port="20020"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures US (Liffe) Options">
+            <top10pl>
+                <live ip="233.156.208.134" port="20134"/>
+                <snapshot ip="233.156.208.135" port="20135"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.136" port="20136"/>
+                <snapshot ip="233.156.208.137" port="20137"/>
+            </topOfBook>
+        </group>
+
+    </multicast>
+
+    <!--
+        List of all market types with their corresponding multicast groups
+        The multicast group name must match what has been specified in the multicast tag
+        More than one market type may be mapped to a multicast group channel
+        Refer to the spec document, Section Appendix C: Supported Market Types
+    -->
+
+    <allMarketTypes>
+        <marketType code="0" multicastGroup="ICE OTC" optionsMulticastGroup="ICE OTC Options">Financial Gas</marketType>
+        <marketType code="1" multicastGroup="ICE OTC">Financial Power</marketType>
+        <marketType code="2" multicastGroup="ICE OTC">Oil</marketType>
+        <marketType code="3" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">IPE Natural Gas Futures</marketType>
+        <marketType code="4" multicastGroup="ICE Futures Europe Oil Others" optionsMulticastGroup="ICE Futures Europe Options">IPE Gas Oil Futures</marketType>
+        <marketType code="5" multicastGroup="ICE Futures Brent" optionsMulticastGroup="ICE Futures Europe Options">IPE Brent Futures</marketType>
+        <marketType code="7" multicastGroup="ICE Futures Europe Non Oil">IPE UK Electricity Futures Peak</marketType>
+        <marketType code="8" multicastGroup="ICE Futures Europe Non Oil">IPE UK Electricity Futures Base</marketType>
+        <marketType code="9" multicastGroup="ICE Futures WTI" optionsMulticastGroup="ICE Futures Europe Options">ICE WTI Crude Futures</marketType>
+        <marketType code="10" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">gC Newcastle Coal Futures</marketType>
+        <marketType code="11" multicastGroup="ICE Futures Europe Oil Others">ICE Brent-WTI Futures Spread</marketType>
+        <marketType code="12" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">IPE-ECX European Emissions</marketType>
+        <marketType code="13" multicastGroup="ICE Futures Europe Oil Others" optionsMulticastGroup="ICE Futures Europe Options">ICE Heating Oil Futures</marketType>
+        <marketType code="14" multicastGroup="ICE Futures Europe Oil Others">ICE Heating Oil/WTI Futures Crack</marketType>
+        <marketType code="15" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">ICE NYH (RBOB) Gasoline Futures</marketType>
+        <marketType code="16" multicastGroup="ICE Futures Europe Non Oil">ICE NYH (RBOB) Gasoline/WTI Futures Crack</marketType>
+        <marketType code="17" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">ICE Rotterdam Coal Futures</marketType>
+        <marketType code="18" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">ICE Richards Bay Coal Futures</marketType>
+        <marketType code="19" multicastGroup="ICE Futures Europe Non Oil">ICE Rotterdam/Richards Bay Coal Futures Spread</marketType>
+        <marketType code="20" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">Cocoa</marketType>
+        <marketType code="21" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">Coffee C</marketType>
+        <marketType code="22" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">Cotton No 2</marketType>
+        <marketType code="23" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">FCOJ A</marketType>
+        <marketType code="24" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">Sugar No 11</marketType>
+        <marketType code="25" multicastGroup="ICE OTC">Heat Rate Spread</marketType>
+        <marketType code="26" multicastGroup="ICE Futures US Financials" optionsMulticastGroup="ICE Futures US Financials Options">US Dollar Index</marketType>
+        <marketType code="31" multicastGroup="ICE Futures Europe Oil Others">ICE Middle East Sour Crude Futures</marketType>
+        <marketType code="32" multicastGroup="ICE Futures Europe Oil Others">ICE Brent/Middle East Crude Futures Spread</marketType>
+        <marketType code="33" multicastGroup="ICE Futures Europe Oil Others">ICE WTI/Middle East Crude Futures Spread</marketType>
+        <marketType code="36" multicastGroup="ICE Futures Canada" optionsMulticastGroup="ICE Futures Canada Options">Canadian Oilseeds</marketType>
+        <marketType code="37" multicastGroup="ICE Futures Canada" optionsMulticastGroup="ICE Futures Canada Options">Canadian Grains</marketType>
+        <marketType code="38" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">ICE ECX CER Futures</marketType>
+        <marketType code="39" multicastGroup="ICE Futures US Financials">Foreign Exchange</marketType>
+        <marketType code="40" multicastGroup="ICE Futures US Financials">Financial Index Data</marketType>
+        <marketType code="41" multicastGroup="ICE Futures US Agricultures">Sugar No 16</marketType>
+        <marketType code="42" multicastGroup="ICE Futures Europe Non Oil">ECX EUA/CER Futures Spread</marketType>
+        <marketType code="44" multicastGroup="ICE OTC" optionsMulticastGroup="ICE OTC Options">Henry Hub</marketType>
+        <marketType code="48" multicastGroup="ICE Endex" optionsMulticastGroup="ICE Endex Options" tcpServer="endex">Dutch TTF Gas Futures</marketType>
+        <marketType code="50" multicastGroup="ICE Endex" tcpServer="endex">German Natural Gas Futures</marketType>
+        <marketType code="51" multicastGroup="ICE Endex" tcpServer="endex">European Gas Spreads</marketType>
+        <marketType code="53" multicastGroup="ICE OTC">Canadian Financial Gas</marketType>
+        <marketType code="54" multicastGroup="ICE OTC">NGX Canadian Physical Crude</marketType>
+        <marketType code="55" multicastGroup="ICE Futures Europe Non Oil">US Coal Futures</marketType>
+        <marketType code="57" multicastGroup="ICE Futures Europe Non Oil">FOB Indo sub-bit Coal Futures</marketType>
+        <marketType code="58" multicastGroup="ICE Futures Europe Oil Others">Heating Oil/Brent Futures Crack</marketType>
+        <marketType code="59" multicastGroup="ICE Futures Europe Oil Others">NYH (RBOB) Gasoline/Brent Futures Crack</marketType>
+        <marketType code="66" multicastGroup="ICE Futures Europe Non Oil">NYH (RBOB) Gasoline/Heating Oil Spread</marketType>
+        <marketType code="69" multicastGroup="ICE OTC">Physical Environmental</marketType>
+        <marketType code="70" multicastGroup="ICE Futures Europe Oil Others">Heating Oil/LS Gasoil Futures Spread</marketType>
+        <marketType code="71" multicastGroup="ICE Futures Europe Oil Others">LS Gasoil/Brent Futures Crack</marketType>
+        <marketType code="72" multicastGroup="ICE Futures Europe Oil Others">NYH (RBOB) Gasoline/LS Gasoil Futures Spread</marketType>
+        <marketType code="84" multicastGroup="ICE Futures Europe Non Oil">ECX EUAA Futures</marketType>
+        <marketType code="85" multicastGroup="ICE Futures Europe Non Oil">ECX CER/EUAA Futures Spread</marketType>
+        <marketType code="86" multicastGroup="ICE Futures Europe Non Oil">ECX EUAA/EUA Futures Spread</marketType>
+        <marketType code="89" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">Soybean</marketType>
+        <marketType code="90" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">Wheat</marketType>
+        <marketType code="91" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">Corn</marketType>
+        <marketType code="97" multicastGroup="ICE Futures Europe Non Oil">CFR South China Coal Futures</marketType>
+        <marketType code="98" multicastGroup="ICE Endex" tcpServer="endex">Belgian Power Futures</marketType>
+        <marketType code="99" multicastGroup="ICE Endex" tcpServer="endex">Dutch Power Futures</marketType>
+        <marketType code="100" multicastGroup="ICE Futures Europe Non Oil">gC Newcastle/FOB Indo sub-bit Coal Futures Spread</marketType>
+        <marketType code="101" multicastGroup="ICE Futures Europe Non Oil">Richards Bay/gC Newcastle Coal Futures Spread</marketType>
+        <marketType code="104" multicastGroup="CDS - SWAP Futures">CIF US</marketType>
+        <marketType code="109" multicastGroup="ICE OTC">Financial Environmental</marketType>
+        <marketType code="111" multicastGroup="ICE Endex" tcpServer="endex">European Power Spreads</marketType>
+        <marketType code="112" multicastGroup="ICE Endex Spot" tcpServer="endex">TAQA</marketType>
+        <marketType code="113" multicastGroup="ICE Endex Spot" tcpServer="endex">Belgian ZTP Gas Spot</marketType>
+        <marketType code="114" multicastGroup="ICE Endex Spot" tcpServer="endex">Dutch TTF Gas Spot</marketType>
+        <marketType code="115" multicastGroup="ICE Endex Spot" tcpServer="endex">Dutch TTF Gas Storage</marketType>
+        <marketType code="116" multicastGroup="ICE Endex Spot" tcpServer="endex">European Gas Spot Spreads</marketType>
+        <marketType code="117" multicastGroup="ICE Endex" tcpServer="endex">Belgian ZTP Gas Futures</marketType>
+        <marketType code="119" multicastGroup="ICE Endex" tcpServer="endex">Belgian Gas Spreads</marketType>
+        <marketType code="122" multicastGroup="ICE Endex" tcpServer="endex">German Power Futures</marketType>
+        <marketType code="123" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">Atlantic Coal Futures</marketType>
+        <marketType code="124" multicastGroup="ICE OTC">Financial Olefins</marketType>
+        <marketType code="125" multicastGroup="ICE OTC">Financial Monomers</marketType>
+        <marketType code="128" multicastGroup="ICE Futures US Russell Cash Indices">Russell Cash Indices</marketType>
+        <marketType code="131" multicastGroup="IRS - SWAP Futures" tcpServer="liffe-eu">Interest Rate Futures</marketType>
+        <marketType code="136" multicastGroup="ICE Endex" tcpServer="endex">Italian Natural Gas Futures</marketType>        
+        <marketType code="137" multicastGroup="ICE Endex" tcpServer="endex">Italian Power Futures</marketType>
+        <marketType code="160" multicastGroup="ICE Futures Europe Non Oil">ICE Rotterdam/Newcastle Coal Futures Spread</marketType>
+        <marketType code="172" multicastGroup="ICE Futures US Financials" optionsMulticastGroup="ICE Futures US Financials Options">IFUS ICE Indices</marketType>
+        <marketType code="200" multicastGroup="ICE Futures Europe (Liffe) STIRS Other" optionsMulticastGroup="ICE Futures Europe (Liffe) Financial Options" tcpServer="liffe-eu">Liffe STIRs</marketType> 
+        <marketType code="202" multicastGroup="ICE Futures Europe (Liffe) Medium and Long Term IR" optionsMulticastGroup="ICE Futures Europe (Liffe) Financial Options" tcpServer="liffe-eu">Liffe Bonds</marketType>
+        <marketType code="203" multicastGroup="ICE Futures Europe (Liffe) Medium and Long Term IR" optionsMulticastGroup="ICE Futures Europe (Liffe) Financial Options" tcpServer="liffe-eu">Liffe Swapnotes</marketType>
+        <marketType code="205" multicastGroup="ICE Futures Europe (Liffe) Agricultural" optionsMulticastGroup="ICE Futures Europe Options" tcpServer="liffe-eu">Liffe Commodities</marketType>
+        <marketType code="206" multicastGroup="ICE Futures US (Liffe) Metals" optionsMulticastGroup="ICE Futures US (Liffe) Options">Metals</marketType>
+        <marketType code="207" multicastGroup="ICE Futures US (Liffe) Equity Indices" optionsMulticastGroup="ICE Futures US (Liffe) Options">IFUS Equity Indices</marketType>
+        <marketType code="208" multicastGroup="ICE Futures Europe (Liffe) GCF and Eurodollar" tcpServer="liffe-eu">GCF Repo</marketType>
+        <marketType code="209" multicastGroup="ICE Futures Europe (Liffe) Three Month Euro and EONIA" optionsMulticastGroup="ICE Futures Europe (Liffe) Financial Options" tcpServer="liffe-eu">Liffe Three Month Euro and EONIA</marketType>
+        <marketType code="210" multicastGroup="ICE Futures Europe (Liffe) GCF and Eurodollar" tcpServer="liffe-eu">Eurodollar</marketType>
+        <marketType code="211" multicastGroup="ICE Futures Europe (Liffe) Equity and Indices" optionsMulticastGroup="ICE Futures Europe (Liffe) Equity Options" tcpServer="liffe-eu">Liffe Equity Derivatives - Non-US Based</marketType>
+        <marketType code="212" multicastGroup="ICE Futures Europe (Liffe) Equity and Indices" optionsMulticastGroup="ICE Futures Europe (Liffe) Equity Options" tcpServer="liffe-eu">Liffe Equity Derivatives - US Based</marketType>
+        <marketType code="213" multicastGroup="ICE Futures Europe (Liffe) Equity and Indices" optionsMulticastGroup="ICE Futures Europe (Liffe) Index Options" tcpServer="liffe-eu">Liffe Index Options</marketType>
+        <marketType code="214" multicastGroup="ICE Futures Europe (Liffe) Equity and Indices" tcpServer="liffe-eu">Liffe Index Futures - US Restricted</marketType>
+        <marketType code="215" multicastGroup="ICE Futures Europe (Liffe) Equity and Indices" tcpServer="liffe-eu">Liffe Index Futures - Non-US Restricted</marketType>
+        <marketType code="314" multicastGroup="ICE OTC">NGX Physical Gas</marketType>
+        <marketType code="315" multicastGroup="ICE OTC">NGX Financial Power</marketType>
+        <marketType code="317" multicastGroup="ICE OTC">Financial NGL</marketType>
+        <marketType code="318" multicastGroup="ICE OTC">Olefins/Polymers</marketType>
+    </allMarketTypes>
+
+</connectivityConfiguration>
@@ -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/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/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.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/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/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;jetfix/codec/FIXArray.cpp;jetfix/common/OutFIX.cpp;jetfix/connection/AsyncReader.cpp;jetfix/connection/IConnection.cpp;jetfix/connection/SocketConnection.cpp;jetfix/gateway/CoreGateway.cpp;jetfix/gateway/JetFIXGateway.cpp;jetfix/gateway/Session.cpp;jetfix/store/FIXFileStore.cpp;jetfix/store/session_name.cpp;jetfix/tests/async_reader_tests.cpp;jetfix/tests/decoding_tests.cpp;jetfix/tests/fix_encoding_stream_tests.cpp;jetfix/tests/fix_fragment_tests.cpp;jetfix/tests/jetfix_performance_tests.cpp;jetfix/tests/sample_fix.cpp;jetfix/tests/store_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/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/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/md2_tests.cpp;md/test/synthetic_book_merge_tests.cpp;mercury/actors/IPollableActor.cpp;mercury/broker/Broker.cpp;mercury/broker/BrokerProxy.cpp;mercury/broker/ILocalBroker.cpp;mercury/broker/IRemoteBroker.cpp;mercury/common/mercury_common.cpp;mercury/events/TimerEvent.cpp;mercury/executor/Executor.cpp;mercury/topics/Topic.cpp;metrics/metrics.cpp;metrics/system_metrics.cpp;orderman/actors/AsyncFactory.cpp;orderman/actors/ExecutionGateway.cpp;orderman/actors/FillStore.cpp;orderman/actors/MDSupplementarySource.cpp;orderman/actors/OrderStore.cpp;orderman/actors/SODPosition.cpp;orderman/actors/SecuritySrc.cpp;orderman/actors/ServiceBridge.cpp;orderman/actors/order_manager/OrderBuilder.cpp;orderman/actors/order_manager/OrderManager.cpp;orderman/actors/order_manager/OrderServicesData.cpp;orderman/events/CancelRejectEvent.cpp;orderman/events/NewExecutionReportEvent.cpp;orderman/limiter/LimitStore.cpp;orderman/limiter/Limiter.cpp;orderman/limiter/ProductLimitNode.cpp;orderman/limiter/ProductLimitTree.cpp;oLine 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/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/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.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/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/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;jetfix/codec/FIXArray.cpp;jetfix/common/OutFIX.cpp;jetfix/connection/AsyncReader.cpp;jetfix/connection/IConnection.cpp;jetfix/connection/SocketConnection.cpp;jetfix/gateway/CoreGateway.cpp;jetfix/gateway/JetFIXGateway.cpp;jetfix/gateway/Session.cpp;jetfix/store/FIXFileStore.cpp;jetfix/store/session_name.cpp;jetfix/tests/async_reader_tests.cpp;jetfix/tests/decoding_tests.cpp;jetfix/tests/fix_encoding_stream_tests.cpp;jetfix/tests/fix_fragment_tests.cpp;jetfix/tests/jetfix_performance_tests.cpp;jetfix/tests/sample_fix.cpp;jetfix/tests/store_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/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/md2_tests.cpp;md/test/synthetic_book_merge_tests.cpp;mercury/actors/IPollableActor.cpp;mercury/broker/Broker.cpp;mercury/broker/BrokerProxy.cpp;mercury/broker/ILocalBroker.cpp;mercury/broker/IRemoteBroker.cpp;mercury/common/mercury_common.cpp;mercury/events/TimerEvent.cpp;mercury/executor/Executor.cpp;mercury/topics/Topic.cpp;metrics/metrics.cpp;metrics/system_metrics.cpp;orderman/actors/AsyncFactory.cpp;orderman/actors/ExecutionGateway.cpp;orderman/actors/FillStore.cpp;orderman/actors/MDSupplementarySource.cpp;orderman/actors/OrderStore.cpp;orderman/actors/SODPosition.cpp;orderman/actors/SecuritySrc.cpp;orderman/actors/ServiceBridge.cpp;orderman/actors/order_manager/OrderBuilder.cpp;orderman/actors/order_manager/OrderManager.cpp;orderman/actors/order_manager/OrderServicesData.cpp;orderman/events/CancelRejectEvent.cpp;orderman/events/NewExecutionReportEvent.cpp;orderman/limiter/LimitStore.cpp;orderman/limiter/Limiter.cpp;orderman/limiter/ProductLimitNode.cpp;orderman/limiter/PrLine truncated
@@ -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/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/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.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/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/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/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/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/md2_tests.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/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/datetime.cpp;utils/download.cpp;utils/file_utils.cpp;utils/init_spark_lib.cpp;utils/is_unittest_environment.cpp;utils/stats.cpp;utils/tests/AuthTokenTests.cpp;utils/thread_manager.cpp)
+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/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/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.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/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/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/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/md2_tests.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/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/datetime.cpp;utils/download.cpp;utils/file_utils.cpp;utils/init_spark_lib.cpp;utils/is_unittest_environment.cpp;utils/stats.cpp;utils/tests/AuthTokenTests.cpp;utils/thread_manager.cpp)
@@ -141,4 +141,4 @@ if (WIN32)
  include(${CMAKE_SOURCE_DIR}/tools/vs_filters.cmake)
 endif()

- 
+ 
@@ -40,7 +40,7 @@
 #include "lib/config_proto_files.h"
 #include "lib/config_defaults.h"

-using namespace std;
+using namespace std; 

 namespace bts {
 namespace config {
@@ -12,6 +12,7 @@ MarketDataConfig {
 PlatformMap {
    value {
        glbx_platform: "PLATFORM_MDP3ONIXS"
+        ice_platform: "PLATFORM_ICEONIXS"
    }
 }

@@ -37,6 +38,35 @@ CMEOptions {
    }
 }

+ICEPublisherOptions {
+   value { 
+      network_interface: "eth1"
+   }
+}
+
+#to make this work in dev clone the operations repo
+#go here: c:\\code\\bts\\operations\\ice\\ICE_iMpactMulticastFeed_GettingStarted-1_1_36\\bin\\easyTunnel>
+#modify the easyTunnelProxy.properties file to replace 
+#tunnel.multicast.interface=10.96.18.37 with your local ip
+#run easyTunnelProxy.bat BRENT-FI for Brent Full implied
+#you should see ice data
+
+ICEOptions {
+   value {
+      channel {
+         name: "oil" #these names are arbitrary and are for debugging
+         market_type: 5 #ICE Futures Brent, IPE Brent Futures
+         market_type: 9 #ICE Futures WTI, ICE WTI Crude Futures
+         #udp_buffer_size: 33554432 #32mb
+      }
+      channel {
+         name: "juice"
+         market_type: 23 #ICE Futures US Agricultures, FCOJ A
+      }
+      ice_config_file: "ConnectivityConfiguration.APITest.xml"      
+   }
+}
+
 MDBootDelayWindow {
    rule: "DeploymentType.type == 'dev'"
    value {
@@ -56,4 +86,4 @@ MDBootDelayWindow {
            end: "14:10"
        }
    }
-}
+}
@@ -1,37 +1,52 @@
-
-SymbolList {
-    value {
-        symbol: "HE"
-        symbol: "LE"
-        symbol: "CL"
-        symbol: "RB"
-        symbol: "HO"
-        symbol: "BZ"
-        symbol: "NG"
-        symbol: "GC"
-        symbol: "SI"
-        symbol: "HG"
-        symbol: "ZW"
-        symbol: "ZC"
-        symbol: "ZS"
-        symbol: "ZM"
-        symbol: "ZL"
-        symbol: "ZO"
-        symbol: "ZR"
-        symbol: "ZB"
-        symbol: "ZN"
-        symbol: "ZF"
-        symbol: "ZT"
-        symbol: "UB"
-    }
+SymbolLists 
+{    
+   value 
+   {
+      list
+      {
+         key: "ICE"
+         
+         # symbol: "BRN"
+         # symbol: "WBS"
+         # symbol: "OJ"
+      }
+      list
+      {
+         key: "GLBX"
+         
+         symbol: "HE"
+         symbol: "LE"
+         symbol: "CL"
+         symbol: "RB"
+         symbol: "HO"
+         symbol: "BZ"
+         symbol: "NG"
+         symbol: "GC"
+         symbol: "SI"
+         symbol: "HG"
+         symbol: "ZW"
+         symbol: "ZC"
+         symbol: "ZS"
+         symbol: "ZM"
+         symbol: "ZL"
+         symbol: "ZO"
+         symbol: "ZR"
+         symbol: "ZB"
+         symbol: "ZN"
+         symbol: "ZF"
+         symbol: "ZT"
+         symbol: "UB"      
+        symbol: "GE"
+      }      
+   }
 }

 Symbols {
    rule: "DeploymentType.type == 'DEMO' and System.platform == 'windows'"
    value {
        sim {
-            future: @SymbolList.symbol
-            spread: @SymbolList.symbol
+            future: @SymbolLists.list[GLBX].symbol
+            spread: @SymbolLists.list[GLBX].symbol
        }
    }
 }
@@ -40,8 +55,8 @@ Symbols {
    rule: "DeploymentType.type == 'PROD' and System.platform == 'windows'"
    value {
        glbx {
-            future: @SymbolList.symbol
-            spread: @SymbolList.symbol
+            future: @SymbolLists.list[GLBX].symbol
+            spread: @SymbolLists.list[GLBX].symbol
        }
    }
 }
@@ -49,12 +64,16 @@ Symbols {
 Symbols {
    value {
        glbx {
-            future: @SymbolList.symbol
-            spread: @SymbolList.symbol
+            future: @SymbolLists.list[GLBX].symbol
+            spread: @SymbolLists.list[GLBX].symbol
        }
        sim {
-            future: @SymbolList.symbol
-            spread: @SymbolList.symbol
+            future: @SymbolLists.list[GLBX].symbol
+            spread: @SymbolLists.list[GLBX].symbol
        }
+        ice {
+            future: @SymbolLists.list[ICE].symbol
+            spread: @SymbolLists.list[ICE].symbol
+        }        
    }
 }
@@ -13,6 +13,8 @@ message PlatformMap
 {
    // PLATFORM_MDP3ONIXS
   optional string glbx_platform = 1 [default = "PLATFORM_SIM"];
+   // PLATFORM_ICEONIXS
+   optional string ice_platform = 2 [default = "PLATFORM_ICEONIXS"];
 }

 // LOCAL TIME
@@ -52,6 +54,14 @@ message PublisherOptions
   optional bool skip_options = 13 [default = true];
 }

+message ICEPublisherOptions
+{
+   optional string network_interface = 3 [default = "0.0.0.0"];
+   // Supply either network_interface -or- network_interface_[a,b]
+   optional string network_interface_a = 30;
+   optional string network_interface_b = 31;
+}
+
 message PlatformConfig
 {
   required string platform = 1;
@@ -125,6 +135,49 @@ message CMEOptions
   optional bool verbose_ticker = 7 [default=false];
 }

+//
+// ICE Options
+//
+message ICEOptions
+{
+   enum OnixSLogMode {
+      Fatal = 0;
+      Error = 1;
+      Warning = 2;
+      Info = 3;
+      Trace = 4;
+      Debug = 5;
+   }
+   
+   //A channel is one onixs-ice thread
+   message ICEChannel {
+      required string name = 1;
+      repeated uint32 market_type = 2;
+      optional uint32 udp_buffer_size = 3 [default = 4194304]; //4mb      
+      optional uint32 heartbeat_interval = 4 [default = 36000];
+      optional uint32 sequence_gap_margin = 5 [default = 10000];
+      optional uint32 gap_timeout_in_ms = 6 [default = 10000];
+      
+      optional int32 snapshot_recovery_timeout_in_ms = 10 [default = -1];
+      optional int32 maximum_number_of_snapshot_recovery_attempts = 11 [default = -1];
+      optional int32 maximum_size_of_snapshot_message_queue = 12 [default = -1];
+      optional int32 maximum_size_of_live_message_queue = 13 [default = 200000];
+      
+      optional string processing_thread_affinity = 20 [default = ""];
+      optional bool track_top_of_the_book_only = 30 [default = false];
+      optional bool receive_product_definitions_only = 31 [default = false];
+      optional uint32 max_multicast_message_block_size = 32 [default = 1400];            
+      optional string product_definition_cache_directory = 35 [default = ""];
+
+      optional OnixSLogMode onixs_log_mode = 40 [default = Warning];
+      optional bool load_security_db = 41 [default = true];      
+   }
+   
+   optional string onixs_license = 1 [default = "{default}"];
+   optional string ice_config_file = 2 [default = "ConnectivityConfiguration.Production.xml"];
+   repeated ICEChannel channel = 3;
+}
+
 message RecordOptions {
 //    optional string output_path = 2 [default = "/home/bts/md/today"];
   optional bool enable_depth = 3 [default = false];
@@ -19,4 +19,5 @@ message SecurityExchangeList {
 message Symbols {
  optional SecurityExchangeList glbx = 10;
  optional SecurityExchangeList sim = 20;
+  optional SecurityExchangeList ice = 30;
 }
@@ -24,6 +24,8 @@ std::string descriptor(api::Security const&sec)
 {
   if (sec.has_glbx())
      return sec.glbx().security_desc();
+   else if (sec.has_ice())
+      return sec.ice().security_desc();      
   else
      return "No descriptor for non glbx exchange";
 }
@@ -101,6 +101,17 @@ message CBOECFEExchangeData {
    int32 class_key = 30;
 }
 message ICEExchangeData {
+   int64 exchange_id = 10;
+   string security_desc = 15; //contractSymbol
+   int32 deal_display_factor = 20;
+   int32 settle_display_factor = 30;
+   
+   string market_description = 100;
+   string cleared_alias = 110;
+   string product_name = 120;
+   string hub_alias = 130;
+   string strip_name = 140;
+   string mic_code = 150;
 }

 message FutureContract {
@@ -90,6 +90,13 @@ string dump_security(const FixedSecurity& security) {
   res << "'low_tick': " << security.low_tick << ", ";
   res << "'high_tick': " << security.high_tick << ", ";
   res << "'cpp': " << security.cash_per_point << ", ";
+   
+   res << "'market_description ': " << security.ice_market_description()  << ", ";
+   res << "'cleared_alias ': " << security.ice_cleared_alias() << ", ";
+   res << "'product_description ': " << security.ice_product_name() << ", ";
+   res << "'hub_alias ': " << security.ice_hub_alias() << ", ";
+   res << "'strip_name': " << security.ice_strip_name() << ", ";
+   res << "'mic_code': " << security.mic_code() << ", ";

   switch(security.type) {
      case SECURITYTYPE_STOCK: break;
@@ -61,6 +61,10 @@ void PlatformLoader::run() {
   switch (_platform) {
   case PLATFORM_MDP3ONIXS:
      break;
+   case PLATFORM_MDP3EMUMBA:
+      break;      
+   case PLATFORM_ICEONIXS:
+      break;      
   default:
      bts_assert(false);
      break;
@@ -86,8 +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() ==
-              2);
+   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) {
@@ -118,6 +121,28 @@ size_t get_system_md_symbols(api::Venue exchange, SecurityType type,
         }
      }
   }
+   
+   {
+      auto const &e = config::get<config::system_symbols::Symbols>().ice();
+      if (exchange == api::VENUE_UNSET || exchange == api::VENUE_ICE) 
+      {
+         if (type == api::SECURITYTYPE_FUTURE || type == api::SECURITYTYPE_UNSET) 
+            add_symbols_to_result(e.future(), api::VENUE_ICE, api::SECURITYTYPE_FUTURE, &result);
+         if (type == api::SECURITYTYPE_OPTION || type == api::SECURITYTYPE_UNSET) 
+            add_symbols_to_result(e.option(), api::VENUE_ICE, api::SECURITYTYPE_OPTION, &result);
+         if (type == api::SECURITYTYPE_SPREAD || type == api::SECURITYTYPE_UNSET) 
+            add_symbols_to_result(e.spread(), api::VENUE_ICE, 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));
+      }
+   }

   {
      auto const &e = config::get<config::system_symbols::Symbols>().sim();
@@ -181,10 +206,15 @@ std::set<UserSymbol> get_system_md_symbols() {
 extern "C" BTS_EXPORT Platform platform_for_exchange(Venue v) {
   const auto &pmap = config::get<PlatformMap>();
   co2::Platform platform;
-   if (v == VENUE_SIM) return PLATFORM_SIM;
-   if (co2::Platform_Parse(pmap.glbx_platform(), &platform)) {
-      return platform;
-   }
+   if (v == VENUE_SIM) 
+      return PLATFORM_SIM;
+   if (v == VENUE_ICE && co2::Platform_Parse(pmap.ice_platform(), &platform)) 
+      return platform;   
+      
+   //md2_tests.cpp depends on this fall through to yield SIM as the GLBX platform
+   if (co2::Platform_Parse(pmap.glbx_platform(), &platform)) 
+      return platform;         
+         
   return PLATFORM_UNSET;
 }

@@ -31,6 +31,8 @@ FixedSecurity::FixedSecurity() :
   cme_main_fraction(0),
   cme_sub_fraction(0),
   cme_price_display_format(0),
+   ice_deal_display_factor(0),
+   ice_settle_display_factor(0),
   _symbol(),
   _cfi_code(),
   _security_desc(),
@@ -41,6 +43,13 @@ FixedSecurity::FixedSecurity() :
   memset(_cfi_code, 0, BTS_ARRAYSIZE(_cfi_code));
   memset(_security_desc, 0, BTS_ARRAYSIZE(_security_desc));
   memset(_platform_id, 0, BTS_ARRAYSIZE(_platform_id));
+   
+   memset(_ice_market_description, 0, BTS_ARRAYSIZE(_ice_market_description));
+   memset(_ice_cleared_alias, 0, BTS_ARRAYSIZE(_ice_cleared_alias));
+   memset(_ice_product_name, 0, BTS_ARRAYSIZE(_ice_product_name));
+   memset(_ice_hub_alias, 0, BTS_ARRAYSIZE(_ice_hub_alias));
+   memset(_ice_strip_name, 0, BTS_ARRAYSIZE(_ice_strip_name));
+   memset(_mic_code, 0, BTS_ARRAYSIZE(_mic_code));
 }

 FixedSecurity::~FixedSecurity(){}
@@ -169,6 +178,19 @@ void convert_security(const FixedSecurity& source, Security* presult) {
         dest.mutable_glbx()->set_cme_symbol(source.alt_symbol());
         if (source.cme_market_segment_id != 0) dest.mutable_glbx()->set_market_segment_id(source.cme_market_segment_id);
         break;
+      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_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());
+         dest.mutable_ice()->set_product_name(source.ice_product_name());
+         dest.mutable_ice()->set_hub_alias(source.ice_hub_alias());
+         dest.mutable_ice()->set_strip_name(source.ice_strip_name());
+         dest.mutable_ice()->set_mic_code(source.mic_code());
+         break;
      case Venue::VENUE_BTS:
      break;
      default:
@@ -257,7 +279,7 @@ uint64_t exchange_id(const Security& security) {
      case Security::ExchangeDataCase::kCboe: return security.cboe().exchange_id();
      case Security::ExchangeDataCase::kGlbx: return security.glbx().exchange_id();
      case Security::ExchangeDataCase::kCfe: return security.cfe().exchange_id();
-      case Security::ExchangeDataCase::kIce: bts_assert(false);
+      case Security::ExchangeDataCase::kIce: return security.ice().exchange_id();
      // Debatable whether this should be an error or not.
      // If is possible that we might create a spread with no exchange in the future
      // and if we did this would be a runtime error.
@@ -288,7 +310,18 @@ void convert_security(const Security& src, FixedSecurity& dest, bool set_securit
         dest.cboe_class_key = src.cfe().class_key();
         break;
      case Security::ExchangeDataCase::kIce:
-         bts_assert_d(false);
+         dest.numeric_id = src.ice().exchange_id();
+         dest.security_desc(src.ice().security_desc());      
+         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());
+         dest.ice_product_name(src.ice().product_name());
+         dest.ice_hub_alias(src.ice().hub_alias());
+         dest.ice_strip_name(src.ice().strip_name());
+         dest.mic_code(src.ice().mic_code());
+         break;
      case Security::ExchangeDataCase::EXCHANGEDATA_NOT_SET:
         break;
   }
@@ -59,13 +59,29 @@ public:
   uint8_t cme_main_fraction;
   uint8_t cme_sub_fraction;
   uint8_t cme_price_display_format;
+   int8_t ice_deal_display_factor;
+   int8_t ice_settle_display_factor;
+   
+   STRING_PROPERTY(ice_market_description);   
+   STRING_PROPERTY(ice_cleared_alias);
+   STRING_PROPERTY(ice_product_name);
+   STRING_PROPERTY(ice_hub_alias);
+   STRING_PROPERTY(ice_strip_name);
+   STRING_PROPERTY(mic_code);

 private:
   char _symbol[16];  // CME defines this as a char[6] but I'm padding
   char _cfi_code[8]; // CME defines this as char[6]
-   char _security_desc[32]; // cme security desc FIX=107
+   char _security_desc[32]; // cme security desc FIX=107 //ice wants this to be 35
   char _alt_symbol[16]; // "cme symbol" or alternate symbol
   char _platform_id[64];
+   
+   char _ice_market_description[120];
+   char _ice_cleared_alias[15];
+   char _ice_product_name[62];
+   char _ice_hub_alias[80]; 
+   char _ice_strip_name[39]; 
+   char _mic_code[4];
 };

 class FixedStockSecurity : public FixedSecurity {
@@ -171,6 +187,7 @@ private:
 };

 // Stack allocate a FixedSpreadSecurity with a high number of legs then memcpy the right size to shared memory
+typedef FixedSpreadSecurity<2> FixedSpreadSecurityXS;
 typedef FixedSpreadSecurity<16> FixedSpreadSecurityS;
 typedef FixedSpreadSecurity<128> FixedSpreadSecurityL;
 typedef FixedSpreadSecurity<512> FixedSpreadSecurityXL;
@@ -163,5 +163,5 @@ const vector<CMEChannel> parse_channels(const vector<UserSymbol>& symbols) {
   return result;
 }

-}}//namespace
+}} //namespace
 #endif
@@ -0,0 +1,659 @@
+<?xml version="1.0" encoding="UTF-8"?>
+<!--
+  This file contains the configuration information for various
+  deployment environments. The TCP and Multicast Group addresses are pre-configured
+  so we can choose a configuration during the launch of the multicast client application
+  
+  Within the multicast tag, we have different multicast groups named as "ICE Futures US Agricultures" etc.,
+  Each of these groups, then, have information on the context for which the client might be interested in
+  subscribing to. These are under FullOrderDepth/TOP5PL tags. They, in turn, contain the live and
+  snapshot multicast group addresses.
+-->
+<connectivityConfiguration>
+    <!-- TCP Connection Information -->
+
+    <tcp>
+        <server name="default">
+            <ip>63.247.113.163</ip>
+            <port>3000</port>
+            <userName>Value from ICE Support</userName>
+            <password>Value from ICE Support</password>
+            <getStripInfoMessages>N</getStripInfoMessages>
+            <strategyPreference>Legacy</strategyPreference>
+            <localNetworkInterface></localNetworkInterface>
+        </server>
+        <server name="endex">
+            <ip>63.247.113.77</ip>
+            <port>3000</port>
+            <userName>Value from ICE Support</userName>
+            <password>Value from ICE Support</password>
+            <getStripInfoMessages>N</getStripInfoMessages>
+            <strategyPreference>Legacy</strategyPreference>
+            <localNetworkInterface></localNetworkInterface>
+        </server>
+        <server name="liffe-eu">
+            <ip>63.247.113.229</ip>
+            <port>3000</port>
+            <userName>Value from ICE Support</userName>
+            <password>Value from ICE Support</password>
+            <getStripInfoMessages>N</getStripInfoMessages>
+            <strategyPreference>Legacy</strategyPreference>
+            <localNetworkInterface></localNetworkInterface>
+        </server>
+        <settings>
+            <reconnectTimeoutInSeconds>16</reconnectTimeoutInSeconds>
+            <maximumNumberOfReconnectAttempts>0</maximumNumberOfReconnectAttempts>
+        </settings>
+    </tcp>
+
+    <!-- Multicast Groups Information -->
+
+    <multicast>
+
+        <group name="ICE Endex">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="20163"/>
+                <snapshot ip="233.156.208.232" port="20162"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="20161"/>
+                <snapshot ip="233.156.208.232" port="20160"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.232" port="21147"/>
+                <snapshot ip="233.156.208.232" port="21146"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.232" port="21145"/>
+                <snapshot ip="233.156.208.232" port="21144"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Endex Spot">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="21151"/>
+                <snapshot ip="233.156.208.232" port="21150"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="21149"/>
+                <snapshot ip="233.156.208.232" port="21148"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures US Agricultures">
+            <fullOrderDepth>
+                <live ip="233.156.208.255" port="20255"/>
+                <snapshot ip="233.156.208.254" port="20254"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.253" port="20253"/>
+                <snapshot ip="233.156.208.252" port="20252"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.215" port="20215"/>
+                <snapshot ip="233.156.208.214" port="20214"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.213" port="20213"/>
+                <snapshot ip="233.156.208.212" port="20212"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures US Financials">
+            <fullOrderDepth>
+                <live ip="233.156.208.251" port="20251"/>
+                <snapshot ip="233.156.208.250" port="20250"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.249" port="20249"/>
+                <snapshot ip="233.156.208.248" port="20248"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe Non Oil">
+            <fullOrderDepth>
+                <live ip="233.156.208.247" port="20247"/>
+                <snapshot ip="233.156.208.246" port="20246"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.245" port="20245"/>
+                <snapshot ip="233.156.208.244" port="20244"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.211" port="20211"/>
+                <snapshot ip="233.156.208.210" port="20210"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.209" port="20209"/>
+                <snapshot ip="233.156.208.208" port="20208"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE OTC">
+            <fullOrderDepth>
+                <live ip="233.156.208.243" port="20243"/>
+                <snapshot ip="233.156.208.242" port="20242"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.241" port="20241"/>
+                <snapshot ip="233.156.208.240" port="20240"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.219" port="20219"/>
+                <snapshot ip="233.156.208.218" port="20218"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.217" port="20217"/>
+                <snapshot ip="233.156.208.216" port="20216"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Canada">
+            <fullOrderDepth>
+                <live ip="233.156.208.239" port="20239"/>
+                <snapshot ip="233.156.208.238" port="20238"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.237" port="20237"/>
+                <snapshot ip="233.156.208.236" port="20236"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Brent">
+            <fullOrderDepth>
+                <live ip="233.156.208.231" port="20231"/>
+                <snapshot ip="233.156.208.230" port="20230"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.229" port="20229"/>
+                <snapshot ip="233.156.208.228" port="20228"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.207" port="20207"/>
+                <snapshot ip="233.156.208.206" port="20206"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.205" port="20205"/>
+                <snapshot ip="233.156.208.204" port="20204"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures WTI">
+            <fullOrderDepth>
+                <live ip="233.156.208.227" port="20227"/>
+                <snapshot ip="233.156.208.226" port="20226"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.225" port="20225"/>
+                <snapshot ip="233.156.208.224" port="20224"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.203" port="20203"/>
+                <snapshot ip="233.156.208.202" port="20202"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.201" port="20201"/>
+                <snapshot ip="233.156.208.200" port="20200"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe Oil Others">
+            <fullOrderDepth>
+                <live ip="233.156.208.223" port="20223"/>
+                <snapshot ip="233.156.208.222" port="20222"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.221" port="20221"/>
+                <snapshot ip="233.156.208.220" port="20220"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.199" port="20199"/>
+                <snapshot ip="233.156.208.198" port="20198"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.197" port="20197"/>
+                <snapshot ip="233.156.208.196" port="20196"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Singapore">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="21163"/>
+                <snapshot ip="233.156.208.232" port="21162"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="21161"/>
+                <snapshot ip="233.156.208.232" port="21160"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.232" port="21159"/>
+                <snapshot ip="233.156.208.232" port="21158"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.197" port="21157"/>
+                <snapshot ip="233.156.208.196" port="21156"/>
+            </top5pl>
+        </group>
+
+        <group name="CDS - SWAP Futures">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="21167"/>
+                <snapshot ip="233.156.208.232" port="21166"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="21165"/>
+                <snapshot ip="233.156.208.232" port="21164"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures US Russell Cash Indices">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="21171"/>
+                <snapshot ip="233.156.208.232" port="21170"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="21169"/>
+                <snapshot ip="233.156.208.232" port="21168"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) STIRS Other">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="21255"/>
+                <snapshot ip="233.156.208.232" port="21254"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="21253"/>
+                <snapshot ip="233.156.208.232" port="21252"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.232" port="21223"/>
+                <snapshot ip="233.156.208.232" port="21222"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.232" port="21221"/>
+                <snapshot ip="233.156.208.232" port="21220"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Equity and Indices">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="21243"/>
+                <snapshot ip="233.156.208.232" port="21242"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="21241"/>
+                <snapshot ip="233.156.208.232" port="21240"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.232" port="21211"/>
+                <snapshot ip="233.156.208.232" port="21210"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.232" port="21209"/>
+                <snapshot ip="233.156.208.232" port="21208"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Medium and Long Term IR">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="21247"/>
+                <snapshot ip="233.156.208.232" port="21246"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="21245"/>
+                <snapshot ip="233.156.208.232" port="21244"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.232" port="21215"/>
+                <snapshot ip="233.156.208.232" port="21214"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.232" port="21213"/>
+                <snapshot ip="233.156.208.232" port="21212"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Agricultural">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="21239"/>
+                <snapshot ip="233.156.208.232" port="21238"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="21237"/>
+                <snapshot ip="233.156.208.232" port="21236"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.232" port="21207"/>
+                <snapshot ip="233.156.208.232" port="21206"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.232" port="21205"/>
+                <snapshot ip="233.156.208.232" port="21204"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) GCF and Eurodollar">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="21235"/>
+                <snapshot ip="233.156.208.232" port="21234"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="21233"/>
+                <snapshot ip="233.156.208.232" port="21232"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.232" port="21203"/>
+                <snapshot ip="233.156.208.232" port="21202"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.232" port="21201"/>
+                <snapshot ip="233.156.208.232" port="21200"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Three Month Euro and EONIA">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="21251"/>
+                <snapshot ip="233.156.208.232" port="21250"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="21249"/>
+                <snapshot ip="233.156.208.232" port="21248"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.232" port="21219"/>
+                <snapshot ip="233.156.208.232" port="21218"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.232" port="21217"/>
+                <snapshot ip="233.156.208.232" port="21216"/>
+            </top5pl>
+        </group>
+
+        <group name="IRS - SWAP Futures">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="21155"/>
+                <snapshot ip="233.156.208.232" port="21154"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="21153"/>
+                <snapshot ip="233.156.208.232" port="21152"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures US (Liffe) Metals">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="21231"/>
+                <snapshot ip="233.156.208.232" port="21230"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="21229"/>
+                <snapshot ip="233.156.208.232" port="21228"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.232" port="21199"/>
+                <snapshot ip="233.156.208.232" port="21198"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.232" port="21197"/>
+                <snapshot ip="233.156.208.232" port="21196"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures US (Liffe) Equity Indices">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="21227"/>
+                <snapshot ip="233.156.208.232" port="21226"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="21225"/>
+                <snapshot ip="233.156.208.232" port="21224"/>
+            </top5pl>
+        </group>
+
+        <!-- Options -->
+
+        <group name="ICE Endex Options">
+            <top10pl>
+                <live ip="233.156.208.232" port="20151"/>
+                <snapshot ip="233.156.208.232" port="20150"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.232" port="20159"/>
+                <snapshot ip="233.156.208.232" port="20158"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures Europe Options">
+            <top10pl>
+                <live ip="233.156.208.232" port="20149"/>
+                <snapshot ip="233.156.208.232" port="20148"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.195" port="20195"/>
+                <snapshot ip="233.156.208.194" port="20194"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures Canada Options">
+            <top10pl>
+                <live ip="233.156.208.232" port="20153"/>
+                <snapshot ip="233.156.208.232" port="20152"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.185" port="20185"/>
+                <snapshot ip="233.156.208.184" port="20184"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures US Agricultures Options">
+            <top10pl>
+                <live ip="233.156.208.232" port="20147"/>
+                <snapshot ip="233.156.208.232" port="20146"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.191" port="20191"/>
+                <snapshot ip="233.156.208.190" port="20190"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures US Financials Options">
+            <top10pl>
+                <live ip="233.156.208.232" port="20145"/>
+                <snapshot ip="233.156.208.232" port="20144"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.193" port="20193"/>
+                <snapshot ip="233.156.208.192" port="20192"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE OTC Options">
+            <top10pl>
+                <live ip="233.156.208.232" port="20143"/>
+                <snapshot ip="233.156.208.232" port="20142"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.187" port="20187"/>
+                <snapshot ip="233.156.208.186" port="20186"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Financial Options">
+            <top10pl>
+                <live ip="233.156.208.232" port="21183"/>
+                <snapshot ip="233.156.208.232" port="21182"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.232" port="21181"/>
+                <snapshot ip="233.156.208.232" port="21180"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Indices Options">
+            <top10pl>
+                <live ip="233.156.208.232" port="21179"/>
+                <snapshot ip="233.156.208.232" port="21178"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.232" port="21177"/>
+                <snapshot ip="233.156.208.232" port="21176"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Equity Options">
+            <top10pl>
+                <live ip="233.156.208.232" port="21175"/>
+                <snapshot ip="233.156.208.232" port="21174"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.232" port="21173"/>
+                <snapshot ip="233.156.208.232" port="21172"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures US (Liffe) Options">
+            <top10pl>
+                <live ip="233.156.208.232" port="21187"/>
+                <snapshot ip="233.156.208.232" port="21186"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.232" port="21185"/>
+                <snapshot ip="233.156.208.232" port="21184"/>
+            </topOfBook>
+        </group>
+
+    </multicast>
+
+    <!--
+       List of all market types with their corresponding multicast groups
+       The multicast group name must match what has been specified in the multicast tag
+       More than one market type may be mapped to a multicast group channel
+       Refer to the spec document, Section Appendix C: Supported Market Types
+    -->
+
+    <allMarketTypes>
+        <marketType code="0" multicastGroup="ICE OTC" optionsMulticastGroup="ICE OTC Options">Financial Gas</marketType>
+        <marketType code="1" multicastGroup="ICE OTC">Financial Power</marketType>
+        <marketType code="2" multicastGroup="ICE OTC">Oil</marketType>
+        <marketType code="3" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">IPE Natural Gas Futures</marketType>
+        <marketType code="4" multicastGroup="ICE Futures Europe Oil Others" optionsMulticastGroup="ICE Futures Europe Options">IPE Gas Oil Futures</marketType>
+        <marketType code="5" multicastGroup="ICE Futures Brent" optionsMulticastGroup="ICE Futures Europe Options">IPE Brent Futures</marketType>
+        <marketType code="7" multicastGroup="ICE Futures Europe Non Oil">IPE UK Electricity Futures Peak</marketType>
+        <marketType code="8" multicastGroup="ICE Futures Europe Non Oil">IPE UK Electricity Futures Base</marketType>
+        <marketType code="9" multicastGroup="ICE Futures WTI" optionsMulticastGroup="ICE Futures Europe Options">ICE WTI Crude Futures</marketType>
+        <marketType code="10" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">gC Newcastle Coal Futures</marketType>
+        <marketType code="11" multicastGroup="ICE Futures Europe Oil Others">ICE Brent-WTI Futures Spread</marketType>
+        <marketType code="12" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">IPE-ECX European Emissions</marketType>
+        <marketType code="13" multicastGroup="ICE Futures Europe Oil Others" optionsMulticastGroup="ICE Futures Europe Options">ICE Heating Oil Futures</marketType>
+        <marketType code="14" multicastGroup="ICE Futures Europe Oil Others">ICE Heating Oil/WTI Futures Crack</marketType>
+        <marketType code="15" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">ICE NYH (RBOB) Gasoline Futures</marketType>
+        <marketType code="16" multicastGroup="ICE Futures Europe Non Oil">ICE NYH (RBOB) Gasoline/WTI Futures Crack</marketType>
+        <marketType code="17" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">ICE Rotterdam Coal Futures</marketType>
+        <marketType code="18" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">ICE Richards Bay Coal Futures</marketType>
+        <marketType code="19" multicastGroup="ICE Futures Europe Non Oil">ICE Rotterdam/Richards Bay Coal Futures Spread</marketType>
+        <marketType code="20" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">Cocoa</marketType>
+        <marketType code="21" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">Coffee C</marketType>
+        <marketType code="22" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">Cotton No 2</marketType>
+        <marketType code="23" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">FCOJ A</marketType>
+        <marketType code="24" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">Sugar No 11</marketType>
+        <marketType code="25" multicastGroup="ICE OTC">Heat Rate Spread</marketType>
+        <marketType code="26" multicastGroup="ICE Futures US Financials" optionsMulticastGroup="ICE Futures US Financials Options">US Dollar Index</marketType>
+        <marketType code="31" multicastGroup="ICE Futures Europe Oil Others">ICE Middle East Sour Crude Futures</marketType>
+        <marketType code="32" multicastGroup="ICE Futures Europe Oil Others">ICE Brent/Middle East Crude Futures Spread</marketType>
+        <marketType code="33" multicastGroup="ICE Futures Europe Oil Others">ICE WTI/Middle East Crude Futures Spread</marketType>
+        <marketType code="36" multicastGroup="ICE Futures Canada" optionsMulticastGroup="ICE Futures Canada Options">Canadian Oilseeds</marketType>
+        <marketType code="37" multicastGroup="ICE Futures Canada" optionsMulticastGroup="ICE Futures Canada Options">Canadian Grains</marketType>
+        <marketType code="38" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">ICE ECX CER Futures</marketType>
+        <marketType code="39" multicastGroup="ICE Futures US Financials">Foreign Exchange</marketType>
+        <marketType code="40" multicastGroup="ICE Futures US Financials">Financial Index Data</marketType>
+        <marketType code="41" multicastGroup="ICE Futures US Agricultures">Sugar No 16</marketType>
+        <marketType code="42" multicastGroup="ICE Futures Europe Non Oil">ECX EUA/CER Futures Spread</marketType>
+        <marketType code="44" multicastGroup="ICE OTC" optionsMulticastGroup="ICE OTC Options">Henry Hub</marketType>
+        <marketType code="48" multicastGroup="ICE Endex" optionsMulticastGroup="ICE Endex Options" tcpServer="endex">Dutch TTF Gas Futures</marketType>
+        <marketType code="50" multicastGroup="ICE Endex" tcpServer="endex">German Natural Gas Futures</marketType>
+        <marketType code="51" multicastGroup="ICE Endex" tcpServer="endex">European Gas Spreads</marketType>
+        <marketType code="53" multicastGroup="ICE OTC">Canadian Financial Gas</marketType>
+        <marketType code="54" multicastGroup="ICE OTC">NGX Canadian Physical Crude</marketType>
+        <marketType code="55" multicastGroup="ICE Futures Europe Non Oil">US Coal Futures</marketType>
+        <marketType code="57" multicastGroup="ICE Futures Europe Non Oil">FOB Indo sub-bit Coal Futures</marketType>
+        <marketType code="58" multicastGroup="ICE Futures Europe Oil Others">Heating Oil/Brent Futures Crack</marketType>
+        <marketType code="59" multicastGroup="ICE Futures Europe Oil Others">NYH (RBOB) Gasoline/Brent Futures Crack</marketType>
+        <marketType code="66" multicastGroup="ICE Futures Europe Non Oil">NYH (RBOB) Gasoline/Heating Oil Spread</marketType>
+        <marketType code="69" multicastGroup="ICE OTC">Physical Environmental</marketType>
+        <marketType code="70" multicastGroup="ICE Futures Europe Oil Others">Heating Oil/LS Gasoil Futures Spread</marketType>
+        <marketType code="71" multicastGroup="ICE Futures Europe Oil Others">LS Gasoil/Brent Futures Crack</marketType>
+        <marketType code="72" multicastGroup="ICE Futures Europe Oil Others">NYH (RBOB) Gasoline/LS Gasoil Futures Spread</marketType>
+        <marketType code="84" multicastGroup="ICE Futures Europe Non Oil">ECX EUAA Futures</marketType>
+        <marketType code="85" multicastGroup="ICE Futures Europe Non Oil">ECX CER/EUAA Futures Spread</marketType>
+        <marketType code="86" multicastGroup="ICE Futures Europe Non Oil">ECX EUAA/EUA Futures Spread</marketType>
+        <marketType code="89" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">Soybean</marketType>
+        <marketType code="90" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">Wheat</marketType>
+        <marketType code="91" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">Corn</marketType>
+        <marketType code="97" multicastGroup="ICE Futures Europe Non Oil">CFR South China Coal Futures</marketType>
+        <marketType code="98" multicastGroup="ICE Endex" tcpServer="endex">Belgian Power Futures</marketType>
+        <marketType code="99" multicastGroup="ICE Endex" tcpServer="endex">Dutch Power Futures</marketType>
+        <marketType code="100" multicastGroup="ICE Futures Europe Non Oil">gC Newcastle/FOB Indo sub-bit Coal Futures Spread</marketType>
+        <marketType code="101" multicastGroup="ICE Futures Europe Non Oil">Richards Bay/gC Newcastle Coal Futures Spread</marketType>
+        <marketType code="104" multicastGroup="CDS - SWAP Futures">CIF US</marketType>
+        <marketType code="109" multicastGroup="ICE OTC">Financial Environmental</marketType>
+        <marketType code="111" multicastGroup="ICE Endex" tcpServer="endex">European Power Spreads</marketType>
+        <marketType code="112" multicastGroup="ICE Endex Spot" tcpServer="endex">TAQA</marketType>
+        <marketType code="113" multicastGroup="ICE Endex Spot" tcpServer="endex">Belgian ZTP Gas Spot</marketType>
+        <marketType code="114" multicastGroup="ICE Endex Spot" tcpServer="endex">Dutch TTF Gas Spot</marketType>
+        <marketType code="115" multicastGroup="ICE Endex Spot" tcpServer="endex">Dutch TTF Gas Storage</marketType>
+        <marketType code="116" multicastGroup="ICE Endex Spot" tcpServer="endex">European Gas Spot Spreads</marketType>
+        <marketType code="117" multicastGroup="ICE Endex" tcpServer="endex">Belgian ZTP Gas Futures</marketType>
+        <marketType code="119" multicastGroup="ICE Endex" tcpServer="endex">Belgian Gas Spreads</marketType>
+        <marketType code="122" multicastGroup="ICE Endex" tcpServer="endex">German Power Futures</marketType>
+        <marketType code="123" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">Atlantic Coal Futures</marketType>
+        <marketType code="124" multicastGroup="ICE OTC">Financial Olefins</marketType>
+        <marketType code="125" multicastGroup="ICE OTC">Financial Monomers</marketType>
+        <marketType code="127" multicastGroup="ICE Endex Spot" tcpServer="endex">Endex Spot Market Indices</marketType>
+        <marketType code="128" multicastGroup="ICE Futures US Russell Cash Indices">Russell Cash Indices</marketType>
+        <marketType code="131" multicastGroup="IRS - SWAP Futures" tcpServer="liffe-eu">Interest Rate Futures</marketType>
+        <marketType code="133" multicastGroup="ICE Futures Singapore">Singapore Energy</marketType>
+        <marketType code="134" multicastGroup="ICE Futures Singapore">Singapore Financials</marketType>
+        <marketType code="135" multicastGroup="ICE Futures Singapore">Singapore Metals</marketType>
+        <marketType code="136" multicastGroup="ICE Endex" tcpServer="endex">Italian Natural Gas Futures</marketType>
+        <marketType code="137" multicastGroup="ICE Endex" tcpServer="endex">Italian Power Futures</marketType>
+        <marketType code="138" multicastGroup="ICE Futures US Agricultures">World Cotton</marketType>
+        <marketType code="160" multicastGroup="ICE Futures Europe Non Oil">ICE Rotterdam/Newcastle Coal Futures Spread</marketType>
+        <marketType code="172" multicastGroup="ICE Futures US Financials" optionsMulticastGroup="ICE Futures US Financials Options">IFUS ICE Indices</marketType>
+        <marketType code="200" multicastGroup="ICE Futures Europe (Liffe) STIRS Other" optionsMulticastGroup="ICE Futures Europe (Liffe) Financial Options" tcpServer="liffe-eu">Liffe STIRs</marketType> 
+        <marketType code="202" multicastGroup="ICE Futures Europe (Liffe) Medium and Long Term IR" optionsMulticastGroup="ICE Futures Europe (Liffe) Financial Options" tcpServer="liffe-eu">Liffe Bonds</marketType>
+        <marketType code="203" multicastGroup="ICE Futures Europe (Liffe) Medium and Long Term IR" optionsMulticastGroup="ICE Futures Europe (Liffe) Financial Options" tcpServer="liffe-eu">Liffe Swapnotes</marketType>
+        <marketType code="205" multicastGroup="ICE Futures Europe (Liffe) Agricultural" optionsMulticastGroup="ICE Futures Europe Options" tcpServer="liffe-eu">Liffe Commodities</marketType>
+        <marketType code="206" multicastGroup="ICE Futures US (Liffe) Metals" optionsMulticastGroup="ICE Futures US (Liffe) Options">Metals</marketType>
+        <marketType code="207" multicastGroup="ICE Futures US (Liffe) Equity Indices" optionsMulticastGroup="ICE Futures US (Liffe) Options">IFUS Equity Indices</marketType>
+        <marketType code="208" multicastGroup="ICE Futures Europe (Liffe) GCF and Eurodollar" tcpServer="liffe-eu">GCF Repo</marketType>
+        <marketType code="209" multicastGroup="ICE Futures Europe (Liffe) Three Month Euro and EONIA" optionsMulticastGroup="ICE Futures Europe (Liffe) Financial Options" tcpServer="liffe-eu">Liffe Three Month Euro and EONIA</marketType>
+        <marketType code="210" multicastGroup="ICE Futures Europe (Liffe) GCF and Eurodollar" tcpServer="liffe-eu">Eurodollar</marketType>
+        <marketType code="211" multicastGroup="ICE Futures Europe (Liffe) Equity and Indices" optionsMulticastGroup="ICE Futures Europe (Liffe) Equity Options" tcpServer="liffe-eu">Liffe Equity Derivatives - Non-US Based</marketType>
+        <marketType code="212" multicastGroup="ICE Futures Europe (Liffe) Equity and Indices" optionsMulticastGroup="ICE Futures Europe (Liffe) Equity Options" tcpServer="liffe-eu">Liffe Equity Derivatives - US Based</marketType>
+        <marketType code="213" multicastGroup="ICE Futures Europe (Liffe) Equity and Indices" optionsMulticastGroup="ICE Futures Europe (Liffe) Indices Options" tcpServer="liffe-eu">Liffe Index Options</marketType>
+        <marketType code="214" multicastGroup="ICE Futures Europe (Liffe) Equity and Indices" optionsMulticastGroup="ICE Futures Europe (Liffe) Indices Options" tcpServer="liffe-eu">Liffe Index Futures - US Restricted</marketType>
+        <marketType code="215" multicastGroup="ICE Futures Europe (Liffe) Equity and Indices" optionsMulticastGroup="ICE Futures Europe (Liffe) Indices Options" tcpServer="liffe-eu">Liffe Index Futures - Non-US Restricted</marketType>
+        <marketType code="314" multicastGroup="ICE OTC">NGX Physical Gas</marketType>
+        <marketType code="315" multicastGroup="ICE OTC">NGX Financial Power</marketType>
+        <marketType code="317" multicastGroup="ICE OTC">Financial NGL</marketType>
+        <marketType code="318" multicastGroup="ICE OTC">Olefins/Polymers</marketType>
+    </allMarketTypes>
+
+</connectivityConfiguration>
@@ -0,0 +1,364 @@
+<?xml version="1.0" encoding="UTF-8"?>
+<!--
+  This file contains the configuration information for various
+  deployment environments. The TCP and Multicast Group addresses are pre-configured
+  so we can choose a configuration during the launch of the multicast client application
+  
+  Within the multicast tag, we have different multicast groups named as "ICE Futures US Agricultures" etc.,
+  Each of these groups, then, have information on the context for which the client might be interested in
+  subscribing to. These are under FullOrderDepth/TOP5PL tags. They, in turn, contain the live and
+  snapshot multicast group addresses.
+-->
+<connectivityConfiguration>
+
+    <!-- TCP Connection Information -->
+
+    <tcp>
+        <server name="default">
+            <ip>63.247.113.214</ip>
+            <port>3000</port>
+            <userName>Value from ICE Support</userName>
+            <password>Value from ICE Support</password>
+            <getStripInfoMessages>N</getStripInfoMessages>
+            <strategyPreference>Legacy</strategyPreference>
+            <localNetworkInterface></localNetworkInterface>
+        </server>
+        <settings>
+            <reconnectTimeoutInSeconds>16</reconnectTimeoutInSeconds>
+            <maximumNumberOfReconnectAttempts>0</maximumNumberOfReconnectAttempts>
+        </settings>
+    </tcp>
+
+    <!-- Multicast Groups Information -->
+
+    <multicast>
+        <group name="ICE Futures US Agricultures">
+            <fullOrderDepth>
+                <live ip="233.156.208.255" port="30255"/>
+                <snapshot ip="233.156.208.254" port="30254"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.253" port="30253"/>
+                <snapshot ip="233.156.208.252" port="30252"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.215" port="30215"/>   
+                <snapshot ip="233.156.208.214" port="30214"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.213" port="30213"/>
+                <snapshot ip="233.156.208.212" port="30212"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures US Financials">
+            <fullOrderDepth>
+                <live ip="233.156.208.251" port="30251"/>
+                <snapshot ip="233.156.208.250" port="30250"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.249" port="30249"/>
+                <snapshot ip="233.156.208.248" port="30248"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe Non Oil">
+            <fullOrderDepth>
+                <live ip="233.156.208.247" port="30247"/>
+                <snapshot ip="233.156.208.246" port="30246"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.245" port="30245"/>
+                <snapshot ip="233.156.208.244" port="30244"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE OTC">
+            <fullOrderDepth>
+                <live ip="233.156.208.243" port="30243"/>
+                <snapshot ip="233.156.208.242" port="30242"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.241" port="30241"/>
+                <snapshot ip="233.156.208.240" port="30240"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.219" port="30219"/>   
+                <snapshot ip="233.156.208.218" port="30218"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.217" port="30217"/>
+                <snapshot ip="233.156.208.216" port="30216"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Canada">
+            <fullOrderDepth>
+                <live ip="233.156.208.239" port="30239"/>
+                <snapshot ip="233.156.208.238" port="30238"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.237" port="30237"/>
+                <snapshot ip="233.156.208.236" port="30236"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Brent">
+            <fullOrderDepth>
+                <live ip="233.156.208.231" port="30231"/>
+                <snapshot ip="233.156.208.230" port="30230"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.229" port="30229"/>
+                <snapshot ip="233.156.208.228" port="30228"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.207" port="30207"/>   
+                <snapshot ip="233.156.208.206" port="30206"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.205" port="30205"/>
+                <snapshot ip="233.156.208.204" port="30204"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures WTI">
+            <fullOrderDepth>
+                <live ip="233.156.208.227" port="30227"/>
+                <snapshot ip="233.156.208.226" port="30226"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.225" port="30225"/>
+                <snapshot ip="233.156.208.224" port="30224"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.203" port="30203"/>   
+                <snapshot ip="233.156.208.202" port="30202"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.201" port="30201"/>
+                <snapshot ip="233.156.208.200" port="30200"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe Oil Others">
+            <fullOrderDepth>
+                <live ip="233.156.208.223" port="30223"/>
+                <snapshot ip="233.156.208.222" port="30222"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.221" port="30221"/>
+                <snapshot ip="233.156.208.220" port="30220"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.199" port="30199"/>
+                <snapshot ip="233.156.208.198" port="30198"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.197" port="30197"/>
+                <snapshot ip="233.156.208.196" port="30196"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Agricultural">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="31239"/>
+                <snapshot ip="233.156.208.232" port="31238"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="31237"/>
+                <snapshot ip="233.156.208.232" port="31236"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.232" port="31207"/>
+                <snapshot ip="233.156.208.232" port="31206"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.232" port="31205"/>
+                <snapshot ip="233.156.208.232" port="31204"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) GCF and Eurodollar">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="31235"/>
+                <snapshot ip="233.156.208.232" port="31234"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="31233"/>
+                <snapshot ip="233.156.208.232" port="31232"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.232" port="31203"/>
+                <snapshot ip="233.156.208.232" port="31202"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.232" port="31201"/>
+                <snapshot ip="233.156.208.232" port="31200"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures US (Liffe) Metals">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="31231"/>
+                <snapshot ip="233.156.208.232" port="31230"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="31229"/>
+                <snapshot ip="233.156.208.232" port="31228"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.232" port="31199"/>
+                <snapshot ip="233.156.208.232" port="31198"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.232" port="31197"/>
+                <snapshot ip="233.156.208.232" port="31196"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures US (Liffe) Equity Indices">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="31227"/>
+                <snapshot ip="233.156.208.232" port="31226"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="31225"/>
+                <snapshot ip="233.156.208.232" port="31224"/>
+            </top5pl>
+        </group>
+
+        <!-- Options -->
+
+        <group name="ICE Futures Europe Options">
+            <topOfBook>
+                <live ip="233.156.208.195" port="30195"/>
+                <snapshot ip="233.156.208.194" port="30194"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures US Financials Options">
+            <topOfBook>
+                <live ip="233.156.208.193" port="30193"/>
+                <snapshot ip="233.156.208.192" port="30192"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures US Agricultures Options">
+            <topOfBook>
+                <live ip="233.156.208.191" port="30191"/>
+                <snapshot ip="233.156.208.190" port="30190"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE OTC Options">
+            <topOfBook>
+                <live ip="233.156.208.187" port="30187"/>
+                <snapshot ip="233.156.208.186" port="30186"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures US (Liffe) Options">
+            <top10pl>
+                <live ip="233.156.208.232" port="31187"/>
+                <snapshot ip="233.156.208.232" port="31186"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.232" port="31185"/>
+                <snapshot ip="233.156.208.232" port="31184"/>
+            </topOfBook>
+        </group>
+
+    </multicast>
+
+    <!--
+        List of all market types with their corresponding multicast groups
+        The multicast group name must match what has been specified in the multicast tag
+        More than one market type may be mapped to a multicast group channel
+        Refer to the spec document, Section Appendix C: Supported Market Types
+    -->
+
+    <allMarketTypes>
+        <marketType code="0" multicastGroup="ICE OTC" optionsMulticastGroup="ICE OTC Options">Financial Gas</marketType>
+        <marketType code="1" multicastGroup="ICE OTC">Financial Power</marketType>
+        <marketType code="2" multicastGroup="ICE OTC">Oil</marketType>
+        <marketType code="3" multicastGroup="ICE Futures Europe Non Oil">IPE Natural Gas Futures</marketType>
+        <marketType code="4" multicastGroup="ICE Futures Europe Oil Others">IPE Gas Oil Futures</marketType>
+        <marketType code="5" multicastGroup="ICE Futures Brent">IPE Brent Futures</marketType>
+        <marketType code="7" multicastGroup="ICE Futures Europe Non Oil">IPE UK Electricity Futures Peak</marketType>
+        <marketType code="8" multicastGroup="ICE Futures Europe Non Oil">IPE UK Electricity Futures Base</marketType>
+        <marketType code="9" multicastGroup="ICE Futures WTI">ICE WTI Crude Futures</marketType>
+        <marketType code="10" multicastGroup="ICE Futures Europe Non Oil">gC Newcastle Coal Futures</marketType>
+        <marketType code="11" multicastGroup="ICE Futures Europe Oil Others">ICE Brent-WTI Futures Spread</marketType>
+        <marketType code="12" multicastGroup="ICE Futures Europe Non Oil">IPE-ECX European Emissions</marketType>
+        <marketType code="13" multicastGroup="ICE Futures Europe Oil Others">ICE Heating Oil Futures</marketType>
+        <marketType code="14" multicastGroup="ICE Futures Europe Oil Others">ICE Heating Oil/WTI Futures Crack</marketType>
+        <marketType code="15" multicastGroup="ICE Futures Europe Non Oil">ICE NYH (RBOB) Gasoline Futures</marketType>
+        <marketType code="16" multicastGroup="ICE Futures Europe Non Oil">ICE NYH (RBOB) Gasoline/WTI Futures Crack</marketType>
+        <marketType code="17" multicastGroup="ICE Futures Europe Non Oil">ICE Rotterdam Coal Futures</marketType>
+        <marketType code="18" multicastGroup="ICE Futures Europe Non Oil">ICE Richards Bay Coal Futures</marketType>
+        <marketType code="19" multicastGroup="ICE Futures Europe Non Oil">ICE Rotterdam/Richards Bay Coal Futures Spread</marketType>
+        <marketType code="20" multicastGroup="ICE Futures US Agricultures">Cocoa</marketType>
+        <marketType code="21" multicastGroup="ICE Futures US Agricultures">Coffee C</marketType>
+        <marketType code="22" multicastGroup="ICE Futures US Agricultures">Cotton No 2</marketType>
+        <marketType code="23" multicastGroup="ICE Futures US Agricultures">FCOJ A</marketType>
+        <marketType code="24" multicastGroup="ICE Futures US Agricultures">Sugar No 11</marketType>
+        <marketType code="25" multicastGroup="ICE OTC">Heat Rate Spread</marketType>
+        <marketType code="26" multicastGroup="ICE Futures US Financials">US Dollar Index</marketType>
+        <marketType code="31" multicastGroup="ICE Futures Europe Oil Others">ICE Middle East Sour Crude Futures</marketType>
+        <marketType code="32" multicastGroup="ICE Futures Europe Oil Others">ICE Brent/Middle East Crude Futures Spread</marketType>
+        <marketType code="33" multicastGroup="ICE Futures Europe Oil Others">ICE WTI/Middle East Crude Futures Spread</marketType>
+        <marketType code="36" multicastGroup="ICE Futures Canada">Canadian Oilseeds</marketType>
+        <marketType code="37" multicastGroup="ICE Futures Canada">Canadian Grains</marketType>
+        <marketType code="38" multicastGroup="ICE Futures Europe Non Oil">ICE ECX CER Futures</marketType>
+        <marketType code="39" multicastGroup="ICE Futures US Financials">Foreign Exchange</marketType>
+        <marketType code="40" multicastGroup="ICE Futures US Financials">Financial Index Data</marketType>
+        <marketType code="41" multicastGroup="ICE Futures US Agricultures">Sugar No 16</marketType>
+        <marketType code="42" multicastGroup="ICE Futures Europe Non Oil">ECX EUA/CER Futures Spread</marketType>
+        <marketType code="44" multicastGroup="ICE OTC" optionsMulticastGroup="ICE OTC Options">Henry Hub</marketType>
+        <marketType code="53" multicastGroup="ICE OTC">Canadian Financial Gas</marketType>
+        <marketType code="54" multicastGroup="ICE OTC">NGX Canadian Physical Crude</marketType>
+        <marketType code="55" multicastGroup="ICE Futures Europe Non Oil">US Coal Futures</marketType>
+        <marketType code="57" multicastGroup="ICE Futures Europe Non Oil">FOB Indo sub-bit Coal Futures</marketType>
+        <marketType code="58" multicastGroup="ICE Futures Europe Oil Others">Heating Oil/Brent Futures Crack</marketType>
+        <marketType code="59" multicastGroup="ICE Futures Europe Oil Others">NYH (RBOB) Gasoline/Brent Futures Crack</marketType>
+        <marketType code="66" multicastGroup="ICE Futures Europe Non Oil">NYH (RBOB) Gasoline/Heating Oil Spread</marketType>
+        <marketType code="69" multicastGroup="ICE OTC">Physical Environmental</marketType>
+        <marketType code="70" multicastGroup="ICE Futures Europe Oil Others">Heating Oil/LS Gasoil Futures Spread</marketType>
+        <marketType code="71" multicastGroup="ICE Futures Europe Oil Others">LS Gasoil/Brent Futures Crack</marketType>
+        <marketType code="72" multicastGroup="ICE Futures Europe Oil Others">NYH (RBOB) Gasoline/LS Gasoil Futures Spread</marketType>
+        <marketType code="84" multicastGroup="ICE Futures Europe Non Oil">ECX EUAA Futures</marketType>
+        <marketType code="85" multicastGroup="ICE Futures Europe Non Oil">ECX CER/EUAA Futures Spread</marketType>
+        <marketType code="86" multicastGroup="ICE Futures Europe Non Oil">ECX EUAA/EUA Futures Spread</marketType>
+        <marketType code="89" multicastGroup="ICE Futures US Agricultures">Soybean</marketType>
+        <marketType code="90" multicastGroup="ICE Futures US Agricultures">Wheat</marketType>
+        <marketType code="91" multicastGroup="ICE Futures US Agricultures">Corn</marketType>
+        <marketType code="97" multicastGroup="ICE Futures Europe Non Oil">CFR South China Coal Futures</marketType>
+        <marketType code="100" multicastGroup="ICE Futures Europe Non Oil">gC Newcastle/FOB Indo sub-bit Coal Futures Spread</marketType>
+        <marketType code="101" multicastGroup="ICE Futures Europe Non Oil">Richards Bay/gC Newcastle Coal Futures Spread</marketType>
+        <marketType code="109" multicastGroup="ICE OTC">Financial Environmental</marketType>
+        <marketType code="123" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">Atlantic Coal Futures</marketType>
+        <marketType code="124" multicastGroup="ICE OTC">Financial Olefins</marketType>
+        <marketType code="125" multicastGroup="ICE OTC">Financial Monomers</marketType>
+        <marketType code="160" multicastGroup="ICE Futures Europe Non Oil">ICE Rotterdam/Newcastle Coal Futures Spread</marketType>
+        <marketType code="172" multicastGroup="ICE Futures US Financials">IFUS ICE Indices</marketType>
+        <marketType code="205" multicastGroup="ICE Futures Europe (Liffe) Agricultural">Liffe Commodities</marketType>
+        <marketType code="206" multicastGroup="ICE Futures US (Liffe) Metals" optionsMulticastGroup="ICE Futures US (Liffe) Options">Metals</marketType>
+        <marketType code="207" multicastGroup="ICE Futures US (Liffe) Equity Indices" optionsMulticastGroup="ICE Futures US (Liffe) Options">IFUS Equity Indices</marketType>
+        <marketType code="208" multicastGroup="ICE Futures Europe (Liffe) GCF and Eurodollar">GCF Repo</marketType>
+        <marketType code="210" multicastGroup="ICE Futures Europe (Liffe) GCF and Eurodollar">Eurodollar</marketType>
+        <marketType code="314" multicastGroup="ICE OTC">NGX Physical Gas</marketType>
+        <marketType code="315" multicastGroup="ICE OTC">NGX Financial Power</marketType>
+        <marketType code="317" multicastGroup="ICE OTC">Financial NGL</marketType>
+        <marketType code="318" multicastGroup="ICE OTC">Olefins/Polymers</marketType>
+    </allMarketTypes>
+
+</connectivityConfiguration>
@@ -0,0 +1,677 @@
+<?xml version="1.0" encoding="utf-8"?>
+<!--
+  This file contains the configuration information for various
+  deployment environments. The TCP and Multicast Group addresses 
+  are pre-configured so we can choose a configuration during the 
+  launch of the multicast client application
+  
+  Within the multicast tag, we have different multicast groups named 
+  as "ICE Futures US Agricultures" etc., Each of these groups, then, 
+  have information on the context for which the client might be interested 
+  in subscribing to. These are under FullOrderDepth/TOP5PL tags. 
+  They, in turn, contain the live and snapshot multicast group addresses.
+-->
+<connectivityConfiguration>
+
+    <!-- TCP Connection Information -->
+
+    <tcp>
+        <server name="default">
+            <ip>63.247.112.185</ip>
+            <port>80</port>
+            <userName>Value from ICE Support</userName>
+            <password>Value from ICE Support</password>
+            <getStripInfoMessages>N</getStripInfoMessages>
+            <strategyPreference>Legacy</strategyPreference>
+            <localNetworkInterface></localNetworkInterface>
+        </server>
+        <server name="endex">
+            <ip>63.247.112.190</ip>
+            <port>80</port>
+            <userName>Value from ICE Support</userName>
+            <password>Value from ICE Support</password>
+            <getStripInfoMessages>N</getStripInfoMessages>
+            <strategyPreference>Legacy</strategyPreference>
+            <localNetworkInterface></localNetworkInterface>
+        </server>
+        <server name="liffe-eu">
+            <ip>63.247.125.185</ip>
+            <port>80</port>
+            <userName>Value from ICE Support</userName>
+            <password>Value from ICE Support</password>
+            <getStripInfoMessages>N</getStripInfoMessages>
+            <strategyPreference>Legacy</strategyPreference>
+            <localNetworkInterface></localNetworkInterface>
+        </server>
+        <settings>
+            <reconnectTimeoutInSeconds>16</reconnectTimeoutInSeconds>
+            <maximumNumberOfReconnectAttempts>0</maximumNumberOfReconnectAttempts>
+        </settings>
+    </tcp>
+
+    <!-- Multicast Groups Information -->
+
+    <multicast>
+
+        <group name="ICE Endex">
+            <fullOrderDepth>
+                <live ip="233.156.208.100" port="20100"/>
+                <snapshot ip="233.156.208.101" port="20101"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.102" port="20102"/>
+                <snapshot ip="233.156.208.103" port="20103"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="224.0.126.30" port="20030"/>
+                <snapshot ip="224.0.127.30" port="20030"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="224.0.126.31" port="20031"/>
+                <snapshot ip="224.0.127.31" port="20031"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Endex Spot">
+            <fullOrderDepth>
+                <live ip="233.156.208.162" port="20162"/>
+                <snapshot ip="233.156.208.163" port="20163"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.164" port="20164"/>
+                <snapshot ip="233.156.208.165" port="20165"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures US Agricultures">
+            <fullOrderDepth>
+                <live ip="233.156.208.0" port="20000"/>
+                <snapshot ip="233.156.208.1" port="20001"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.2" port="20002"/>
+                <snapshot ip="233.156.208.3" port="20003"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.36" port="20036"/>
+                <snapshot ip="233.156.208.37" port="20037"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.38" port="20038"/>
+                <snapshot ip="233.156.208.39" port="20039"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures US Financials">
+            <fullOrderDepth>
+                <live ip="233.156.208.4" port="20004"/>
+                <snapshot ip="233.156.208.5" port="20005"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.6" port="20006"/>
+                <snapshot ip="233.156.208.7" port="20007"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Brent">
+            <fullOrderDepth>
+                <live ip="233.156.208.52" port="20052"/>
+                <snapshot ip="233.156.208.53" port="20053"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.54" port="20054"/>
+                <snapshot ip="233.156.208.55" port="20055"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.64" port="20064"/>
+                <snapshot ip="233.156.208.65" port="20065"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.66" port="20066"/>
+                <snapshot ip="233.156.208.67" port="20067"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures WTI">
+            <fullOrderDepth>
+                <live ip="233.156.208.56" port="20056"/>
+                <snapshot ip="233.156.208.57" port="20057"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.58" port="20058"/>
+                <snapshot ip="233.156.208.59" port="20059"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.68" port="20068"/>
+                <snapshot ip="233.156.208.69" port="20069"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.70" port="20070"/>
+                <snapshot ip="233.156.208.71" port="20071"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe Oil Others">
+            <fullOrderDepth>
+                <live ip="233.156.208.60" port="20060"/>
+                <snapshot ip="233.156.208.61" port="20061"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.62" port="20062"/>
+                <snapshot ip="233.156.208.63" port="20063"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.72" port="20072"/>
+                <snapshot ip="233.156.208.73" port="20073"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.74" port="20074"/>
+                <snapshot ip="233.156.208.75" port="20075"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe Non Oil">
+            <fullOrderDepth>
+                <live ip="233.156.208.12" port="20012"/>
+                <snapshot ip="233.156.208.13" port="20013"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.14" port="20014"/>
+                <snapshot ip="233.156.208.15" port="20015"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.28" port="20028"/>
+                <snapshot ip="233.156.208.29" port="20029"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.30" port="20030"/>
+                <snapshot ip="233.156.208.31" port="20031"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE OTC">
+            <fullOrderDepth>
+                <live ip="233.156.208.16" port="20016"/>
+                <snapshot ip="233.156.208.17" port="20017"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.18" port="20018"/>
+                <snapshot ip="233.156.208.19" port="20019"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.32" port="20032"/>
+                <snapshot ip="233.156.208.33" port="20033"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.34" port="20034"/>
+                <snapshot ip="233.156.208.35" port="20035"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Canada">
+            <fullOrderDepth>
+                <live ip="233.156.208.20" port="20020"/>
+                <snapshot ip="233.156.208.21" port="20021"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.22" port="20022"/>
+                <snapshot ip="233.156.208.23" port="20023"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Singapore">
+            <fullOrderDepth>
+                <live ip="224.0.126.28" port="20028"/>
+                <snapshot ip="224.0.127.28" port="20028"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="224.0.126.29" port="20029"/>
+                <snapshot ip="224.0.127.29" port="20029"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="224.0.126.26" port="20026"/>
+                <snapshot ip="224.0.127.26" port="20026"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="224.0.126.27" port="20027"/>
+                <snapshot ip="224.0.127.27" port="20027"/>
+            </top5pl>
+        </group>
+
+        <group name="CDS - SWAP Futures">
+            <fullOrderDepth>
+                <live ip="224.0.126.24" port="20024"/>
+                <snapshot ip="224.0.127.24" port="20024"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="224.0.126.25" port="20025"/>
+                <snapshot ip="224.0.127.25" port="20025"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures US Russell Cash Indices">
+            <fullOrderDepth>
+                <live ip="233.156.208.8" port="20008"/>
+                <snapshot ip="233.156.208.9" port="20009"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.10" port="20010"/>
+                <snapshot ip="233.156.208.11" port="20011"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) STIRS Other">
+            <fullOrderDepth>
+                <live ip="224.0.126.0" port="20000"/>
+                <snapshot ip="224.0.127.0" port="20000"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="224.0.126.1" port="20001"/>
+                <snapshot ip="224.0.127.1" port="20001"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="224.0.126.8" port="20008"/>
+                <snapshot ip="224.0.127.8" port="20008"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="224.0.126.9" port="20009"/>
+                <snapshot ip="224.0.127.9" port="20009"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Equity and Indices">
+            <fullOrderDepth>
+                <live ip="224.0.126.6" port="20006"/>
+                <snapshot ip="224.0.127.6" port="20006"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="224.0.126.7" port="20007"/>
+                <snapshot ip="224.0.127.7" port="20007"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="224.0.126.14" port="20014"/>
+                <snapshot ip="224.0.127.14" port="20014"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="224.0.126.15" port="20015"/>
+                <snapshot ip="224.0.127.15" port="20015"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Medium and Long Term IR">
+            <fullOrderDepth>
+                <live ip="224.0.126.4" port="20004"/>
+                <snapshot ip="224.0.127.4" port="20004"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="224.0.126.5" port="20005"/>
+                <snapshot ip="224.0.127.5" port="20005"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="224.0.126.12" port="20012"/>
+                <snapshot ip="224.0.127.12" port="20012"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="224.0.126.13" port="20013"/>
+                <snapshot ip="224.0.127.13" port="20013"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Equity and Indices">
+            <fullOrderDepth>
+                <live ip="233.156.208.232" port="21243"/>
+                <snapshot ip="233.156.208.232" port="21242"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.232" port="21241"/>
+                <snapshot ip="233.156.208.232" port="21240"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="224.0.126.14" port="20014"/>
+                <snapshot ip="224.0.127.14" port="20014"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="224.0.126.15" port="20015"/>
+                <snapshot ip="224.0.127.15" port="20015"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Agricultural">
+            <fullOrderDepth>
+                <live ip="233.156.208.138" port="20138"/>
+                <snapshot ip="233.156.208.139" port="20139"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.140" port="20138"/>
+                <snapshot ip="233.156.208.141" port="20139"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.146" port="20146"/>
+                <snapshot ip="233.156.208.147" port="20147"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.148" port="20148"/>
+                <snapshot ip="233.156.208.149" port="20149"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) GCF and Eurodollar">
+            <fullOrderDepth>
+                <live ip="233.156.208.142" port="20142"/>
+                <snapshot ip="233.156.208.143" port="20143"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.144" port="20144"/>
+                <snapshot ip="233.156.208.145" port="20145"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.150" port="20150"/>
+                <snapshot ip="233.156.208.151" port="20151"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.152" port="20152"/>
+                <snapshot ip="233.156.208.153" port="20153"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Three Month Euro and EONIA">
+            <fullOrderDepth>
+                <live ip="224.0.126.2" port="20002"/>
+                <snapshot ip="224.0.127.2" port="20002"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="224.0.126.3" port="20003"/>
+                <snapshot ip="224.0.127.3" port="20003"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="224.0.126.10" port="20010"/>
+                <snapshot ip="224.0.127.10" port="20010"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="224.0.126.11" port="20011"/>
+                <snapshot ip="224.0.127.11" port="20011"/>
+            </top5pl>
+        </group>
+
+        <group name="IRS - SWAP Futures">
+            <fullOrderDepth>
+                <live ip="224.0.126.22" port="20022"/>
+                <snapshot ip="224.0.127.22" port="20022"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="224.0.126.23" port="20023"/>
+                <snapshot ip="224.0.127.23" port="20023"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures US (Liffe) Metals">
+            <fullOrderDepth>
+                <live ip="233.156.208.118" port="20118"/>
+                <snapshot ip="233.156.208.119" port="20119"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.120" port="20120"/>
+                <snapshot ip="233.156.208.121" port="20121"/>
+            </top5pl>
+
+            <fullOrderDepth implied="true">
+                <live ip="233.156.208.126" port="20126"/>
+                <snapshot ip="233.156.208.127" port="20127"/>
+            </fullOrderDepth>
+            <top5pl implied="true">
+                <live ip="233.156.208.128" port="20128"/>
+                <snapshot ip="233.156.208.129" port="20129"/>
+            </top5pl>
+        </group>
+
+        <group name="ICE Futures US (Liffe) Equity Indices">
+            <fullOrderDepth>
+                <live ip="233.156.208.122" port="20122"/>
+                <snapshot ip="233.156.208.123" port="20123"/>
+            </fullOrderDepth>
+            <top5pl>
+                <live ip="233.156.208.124" port="20124"/>
+                <snapshot ip="233.156.208.125" port="20125"/>
+            </top5pl>
+        </group>
+
+        <!-- Options -->
+
+        <group name="ICE Endex Options">
+            <top10pl>
+                <live ip="233.156.208.116" port="20116"/>
+                <snapshot ip="233.156.208.117" port="20117"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.104" port="20104"/>
+                <snapshot ip="233.156.208.105" port="20105"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures Europe Options">
+            <top10pl>
+                <live ip="233.156.208.110" port="20110"/>
+                <snapshot ip="233.156.208.111" port="20111"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.40" port="20040"/>
+                <snapshot ip="233.156.208.41" port="20041"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures Canada Options">
+            <top10pl>
+                <live ip="233.156.208.112" port="20112"/>
+                <snapshot ip="233.156.208.113" port="20113"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.46" port="20046"/>
+                <snapshot ip="233.156.208.47" port="20046"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures US Agricultures Options">
+            <top10pl>
+                <live ip="233.156.208.106" port="20106"/>
+                <snapshot ip="233.156.208.107" port="20107"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.42" port="20042"/>
+                <snapshot ip="233.156.208.43" port="20043"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures US Financials Options">
+            <top10pl>
+                <live ip="233.156.208.108" port="20108"/>
+                <snapshot ip="233.156.208.109" port="20109"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.44" port="20044"/>
+                <snapshot ip="233.156.208.45" port="20045"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE OTC Options">
+            <top10pl>
+                <live ip="233.156.208.114" port="20114"/>
+                <snapshot ip="233.156.208.115" port="20115"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.78" port="20078"/>
+                <snapshot ip="233.156.208.79" port="20079"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Financial Options">
+            <top10pl>
+                <live ip="224.0.126.17" port="20017"/>
+                <snapshot ip="224.0.127.17" port="20017"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="224.0.126.16" port="20016"/>
+                <snapshot ip="224.0.127.16" port="20016"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Index Options">
+            <top10pl>
+                <live ip="224.0.126.19" port="20019"/>
+                <snapshot ip="224.0.127.19" port="20019"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="224.0.126.18" port="20018"/>
+                <snapshot ip="224.0.127.18" port="20018"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures Europe (Liffe) Equity Options">
+            <top10pl>
+                <live ip="224.0.126.21" port="20021"/>
+                <snapshot ip="224.0.127.21" port="20021"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="224.0.126.20" port="20020"/>
+                <snapshot ip="224.0.127.20" port="20020"/>
+            </topOfBook>
+        </group>
+
+        <group name="ICE Futures US (Liffe) Options">
+            <top10pl>
+                <live ip="233.156.208.134" port="20134"/>
+                <snapshot ip="233.156.208.135" port="20135"/>
+            </top10pl>
+            <topOfBook>
+                <live ip="233.156.208.136" port="20136"/>
+                <snapshot ip="233.156.208.137" port="20137"/>
+            </topOfBook>
+        </group>
+
+    </multicast>
+
+    <!--
+        List of all market types with their corresponding multicast groups
+        The multicast group name must match what has been specified in the multicast tag
+        More than one market type may be mapped to a multicast group channel
+        Refer to the spec document, Section Appendix C: Supported Market Types
+    -->
+
+    <allMarketTypes>
+        <marketType code="0" multicastGroup="ICE OTC" optionsMulticastGroup="ICE OTC Options">Financial Gas</marketType>
+        <marketType code="1" multicastGroup="ICE OTC">Financial Power</marketType>
+        <marketType code="2" multicastGroup="ICE OTC">Oil</marketType>
+        <marketType code="3" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">IPE Natural Gas Futures</marketType>
+        <marketType code="4" multicastGroup="ICE Futures Europe Oil Others" optionsMulticastGroup="ICE Futures Europe Options">IPE Gas Oil Futures</marketType>
+        <marketType code="5" multicastGroup="ICE Futures Brent" optionsMulticastGroup="ICE Futures Europe Options">IPE Brent Futures</marketType>
+        <marketType code="7" multicastGroup="ICE Futures Europe Non Oil">IPE UK Electricity Futures Peak</marketType>
+        <marketType code="8" multicastGroup="ICE Futures Europe Non Oil">IPE UK Electricity Futures Base</marketType>
+        <marketType code="9" multicastGroup="ICE Futures WTI" optionsMulticastGroup="ICE Futures Europe Options">ICE WTI Crude Futures</marketType>
+        <marketType code="10" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">gC Newcastle Coal Futures</marketType>
+        <marketType code="11" multicastGroup="ICE Futures Europe Oil Others">ICE Brent-WTI Futures Spread</marketType>
+        <marketType code="12" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">IPE-ECX European Emissions</marketType>
+        <marketType code="13" multicastGroup="ICE Futures Europe Oil Others" optionsMulticastGroup="ICE Futures Europe Options">ICE Heating Oil Futures</marketType>
+        <marketType code="14" multicastGroup="ICE Futures Europe Oil Others">ICE Heating Oil/WTI Futures Crack</marketType>
+        <marketType code="15" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">ICE NYH (RBOB) Gasoline Futures</marketType>
+        <marketType code="16" multicastGroup="ICE Futures Europe Non Oil">ICE NYH (RBOB) Gasoline/WTI Futures Crack</marketType>
+        <marketType code="17" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">ICE Rotterdam Coal Futures</marketType>
+        <marketType code="18" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">ICE Richards Bay Coal Futures</marketType>
+        <marketType code="19" multicastGroup="ICE Futures Europe Non Oil">ICE Rotterdam/Richards Bay Coal Futures Spread</marketType>
+        <marketType code="20" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">Cocoa</marketType>
+        <marketType code="21" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">Coffee C</marketType>
+        <marketType code="22" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">Cotton No 2</marketType>
+        <marketType code="23" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">FCOJ A</marketType>
+        <marketType code="24" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">Sugar No 11</marketType>
+        <marketType code="25" multicastGroup="ICE OTC">Heat Rate Spread</marketType>
+        <marketType code="26" multicastGroup="ICE Futures US Financials" optionsMulticastGroup="ICE Futures US Financials Options">US Dollar Index</marketType>
+        <marketType code="31" multicastGroup="ICE Futures Europe Oil Others">ICE Middle East Sour Crude Futures</marketType>
+        <marketType code="32" multicastGroup="ICE Futures Europe Oil Others">ICE Brent/Middle East Crude Futures Spread</marketType>
+        <marketType code="33" multicastGroup="ICE Futures Europe Oil Others">ICE WTI/Middle East Crude Futures Spread</marketType>
+        <marketType code="36" multicastGroup="ICE Futures Canada" optionsMulticastGroup="ICE Futures Canada Options">Canadian Oilseeds</marketType>
+        <marketType code="37" multicastGroup="ICE Futures Canada" optionsMulticastGroup="ICE Futures Canada Options">Canadian Grains</marketType>
+        <marketType code="38" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">ICE ECX CER Futures</marketType>
+        <marketType code="39" multicastGroup="ICE Futures US Financials">Foreign Exchange</marketType>
+        <marketType code="40" multicastGroup="ICE Futures US Financials">Financial Index Data</marketType>
+        <marketType code="41" multicastGroup="ICE Futures US Agricultures">Sugar No 16</marketType>
+        <marketType code="42" multicastGroup="ICE Futures Europe Non Oil">ECX EUA/CER Futures Spread</marketType>
+        <marketType code="44" multicastGroup="ICE OTC" optionsMulticastGroup="ICE OTC Options">Henry Hub</marketType>
+        <marketType code="48" multicastGroup="ICE Endex" optionsMulticastGroup="ICE Endex Options" tcpServer="endex">Dutch TTF Gas Futures</marketType>
+        <marketType code="50" multicastGroup="ICE Endex" tcpServer="endex">German Natural Gas Futures</marketType>
+        <marketType code="51" multicastGroup="ICE Endex" tcpServer="endex">European Gas Spreads</marketType>
+        <marketType code="53" multicastGroup="ICE OTC">Canadian Financial Gas</marketType>
+        <marketType code="54" multicastGroup="ICE OTC">NGX Canadian Physical Crude</marketType>
+        <marketType code="55" multicastGroup="ICE Futures Europe Non Oil">US Coal Futures</marketType>
+        <marketType code="57" multicastGroup="ICE Futures Europe Non Oil">FOB Indo sub-bit Coal Futures</marketType>
+        <marketType code="58" multicastGroup="ICE Futures Europe Oil Others">Heating Oil/Brent Futures Crack</marketType>
+        <marketType code="59" multicastGroup="ICE Futures Europe Oil Others">NYH (RBOB) Gasoline/Brent Futures Crack</marketType>
+        <marketType code="66" multicastGroup="ICE Futures Europe Non Oil">NYH (RBOB) Gasoline/Heating Oil Spread</marketType>
+        <marketType code="69" multicastGroup="ICE OTC">Physical Environmental</marketType>
+        <marketType code="70" multicastGroup="ICE Futures Europe Oil Others">Heating Oil/LS Gasoil Futures Spread</marketType>
+        <marketType code="71" multicastGroup="ICE Futures Europe Oil Others">LS Gasoil/Brent Futures Crack</marketType>
+        <marketType code="72" multicastGroup="ICE Futures Europe Oil Others">NYH (RBOB) Gasoline/LS Gasoil Futures Spread</marketType>
+        <marketType code="84" multicastGroup="ICE Futures Europe Non Oil">ECX EUAA Futures</marketType>
+        <marketType code="85" multicastGroup="ICE Futures Europe Non Oil">ECX CER/EUAA Futures Spread</marketType>
+        <marketType code="86" multicastGroup="ICE Futures Europe Non Oil">ECX EUAA/EUA Futures Spread</marketType>
+        <marketType code="89" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">Soybean</marketType>
+        <marketType code="90" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">Wheat</marketType>
+        <marketType code="91" multicastGroup="ICE Futures US Agricultures" optionsMulticastGroup="ICE Futures US Agricultures Options">Corn</marketType>
+        <marketType code="97" multicastGroup="ICE Futures Europe Non Oil">CFR South China Coal Futures</marketType>
+        <marketType code="98" multicastGroup="ICE Endex" tcpServer="endex">Belgian Power Futures</marketType>
+        <marketType code="99" multicastGroup="ICE Endex" tcpServer="endex">Dutch Power Futures</marketType>
+        <marketType code="100" multicastGroup="ICE Futures Europe Non Oil">gC Newcastle/FOB Indo sub-bit Coal Futures Spread</marketType>
+        <marketType code="101" multicastGroup="ICE Futures Europe Non Oil">Richards Bay/gC Newcastle Coal Futures Spread</marketType>
+        <marketType code="104" multicastGroup="CDS - SWAP Futures">CIF US</marketType>
+        <marketType code="109" multicastGroup="ICE OTC">Financial Environmental</marketType>
+        <marketType code="111" multicastGroup="ICE Endex" tcpServer="endex">European Power Spreads</marketType>
+        <marketType code="112" multicastGroup="ICE Endex Spot" tcpServer="endex">TAQA</marketType>
+        <marketType code="113" multicastGroup="ICE Endex Spot" tcpServer="endex">Belgian ZTP Gas Spot</marketType>
+        <marketType code="114" multicastGroup="ICE Endex Spot" tcpServer="endex">Dutch TTF Gas Spot</marketType>
+        <marketType code="115" multicastGroup="ICE Endex Spot" tcpServer="endex">Dutch TTF Gas Storage</marketType>
+        <marketType code="116" multicastGroup="ICE Endex Spot" tcpServer="endex">European Gas Spot Spreads</marketType>
+        <marketType code="117" multicastGroup="ICE Endex" tcpServer="endex">Belgian ZTP Gas Futures</marketType>
+        <marketType code="119" multicastGroup="ICE Endex" tcpServer="endex">Belgian Gas Spreads</marketType>
+        <marketType code="122" multicastGroup="ICE Endex" tcpServer="endex">German Power Futures</marketType>
+        <marketType code="123" multicastGroup="ICE Futures Europe Non Oil" optionsMulticastGroup="ICE Futures Europe Options">Atlantic Coal Futures</marketType>
+        <marketType code="124" multicastGroup="ICE OTC">Financial Olefins</marketType>
+        <marketType code="125" multicastGroup="ICE OTC">Financial Monomers</marketType>
+        <marketType code="128" multicastGroup="ICE Futures US Russell Cash Indices">Russell Cash Indices</marketType>
+        <marketType code="131" multicastGroup="IRS - SWAP Futures" tcpServer="liffe-eu">Interest Rate Futures</marketType>
+        <marketType code="136" multicastGroup="ICE Endex" tcpServer="endex">Italian Natural Gas Futures</marketType>        
+        <marketType code="137" multicastGroup="ICE Endex" tcpServer="endex">Italian Power Futures</marketType>
+        <marketType code="160" multicastGroup="ICE Futures Europe Non Oil">ICE Rotterdam/Newcastle Coal Futures Spread</marketType>
+        <marketType code="172" multicastGroup="ICE Futures US Financials" optionsMulticastGroup="ICE Futures US Financials Options">IFUS ICE Indices</marketType>
+        <marketType code="200" multicastGroup="ICE Futures Europe (Liffe) STIRS Other" optionsMulticastGroup="ICE Futures Europe (Liffe) Financial Options" tcpServer="liffe-eu">Liffe STIRs</marketType> 
+        <marketType code="202" multicastGroup="ICE Futures Europe (Liffe) Medium and Long Term IR" optionsMulticastGroup="ICE Futures Europe (Liffe) Financial Options" tcpServer="liffe-eu">Liffe Bonds</marketType>
+        <marketType code="203" multicastGroup="ICE Futures Europe (Liffe) Medium and Long Term IR" optionsMulticastGroup="ICE Futures Europe (Liffe) Financial Options" tcpServer="liffe-eu">Liffe Swapnotes</marketType>
+        <marketType code="205" multicastGroup="ICE Futures Europe (Liffe) Agricultural" optionsMulticastGroup="ICE Futures Europe Options" tcpServer="liffe-eu">Liffe Commodities</marketType>
+        <marketType code="206" multicastGroup="ICE Futures US (Liffe) Metals" optionsMulticastGroup="ICE Futures US (Liffe) Options">Metals</marketType>
+        <marketType code="207" multicastGroup="ICE Futures US (Liffe) Equity Indices" optionsMulticastGroup="ICE Futures US (Liffe) Options">IFUS Equity Indices</marketType>
+        <marketType code="208" multicastGroup="ICE Futures Europe (Liffe) GCF and Eurodollar" tcpServer="liffe-eu">GCF Repo</marketType>
+        <marketType code="209" multicastGroup="ICE Futures Europe (Liffe) Three Month Euro and EONIA" optionsMulticastGroup="ICE Futures Europe (Liffe) Financial Options" tcpServer="liffe-eu">Liffe Three Month Euro and EONIA</marketType>
+        <marketType code="210" multicastGroup="ICE Futures Europe (Liffe) GCF and Eurodollar" tcpServer="liffe-eu">Eurodollar</marketType>
+        <marketType code="211" multicastGroup="ICE Futures Europe (Liffe) Equity and Indices" optionsMulticastGroup="ICE Futures Europe (Liffe) Equity Options" tcpServer="liffe-eu">Liffe Equity Derivatives - Non-US Based</marketType>
+        <marketType code="212" multicastGroup="ICE Futures Europe (Liffe) Equity and Indices" optionsMulticastGroup="ICE Futures Europe (Liffe) Equity Options" tcpServer="liffe-eu">Liffe Equity Derivatives - US Based</marketType>
+        <marketType code="213" multicastGroup="ICE Futures Europe (Liffe) Equity and Indices" optionsMulticastGroup="ICE Futures Europe (Liffe) Index Options" tcpServer="liffe-eu">Liffe Index Options</marketType>
+        <marketType code="214" multicastGroup="ICE Futures Europe (Liffe) Equity and Indices" tcpServer="liffe-eu">Liffe Index Futures - US Restricted</marketType>
+        <marketType code="215" multicastGroup="ICE Futures Europe (Liffe) Equity and Indices" tcpServer="liffe-eu">Liffe Index Futures - Non-US Restricted</marketType>
+        <marketType code="314" multicastGroup="ICE OTC">NGX Physical Gas</marketType>
+        <marketType code="315" multicastGroup="ICE OTC">NGX Financial Power</marketType>
+        <marketType code="317" multicastGroup="ICE OTC">Financial NGL</marketType>
+        <marketType code="318" multicastGroup="ICE OTC">Olefins/Polymers</marketType>
+    </allMarketTypes>
+
+</connectivityConfiguration>
@@ -0,0 +1,126 @@
+#ifndef _WIN32
+#include "ICEUtils.h"
+
+#include "lib/config/config.h"
+#include "lib/utils/datetime.h"
+#include "lib/utils/bts_chrono.h"
+#include "lib/utils/download.h"
+#include "lib/logging/logging.h"
+#include "lib/md/get_symbols.h"
+
+#include "lib/config/protos/MarketData.pb.h"
+#include "lib/config/protos/system.pb.h"
+
+#include <boost/filesystem.hpp>
+#include <pugixml/pugixml.hpp>
+
+
+using namespace std;
+using namespace bts::api;
+
+namespace bts {
+namespace md {
+namespace ice {
+   
+std::string ICEChannel::to_string() const
+{
+   std::string mt = name;
+   for(const auto& x : market_types)
+      mt += " " + x;   
+   return mt;
+}
+
+//We are sort of punting on symbols here because there is no symbol -> channel mapping supplied by ice
+//therefore we must 1) enumerate the channels we want in config, and smash them together with the list of 
+//symbols we care about.  This has the unfortunate side effect of not knowing what channel should heartbeat what symbol
+//but Eric says this is ok
+const vector<ICEChannel> parse_ice_channels(const vector<UserSymbol>& symbols) 
+{
+   vector<ICEChannel> result;
+   const auto& ice_options = config::get<bts::md::ICEOptions>();
+   for(const auto& x : ice_options.channel())
+   {
+      md::ice::ICEChannel chan;
+      chan.name = x.name();
+      chan.symbols.insert(symbols.begin(), symbols.end());
+      for(const auto& xx : x.market_type())
+         chan.market_types.push_back(xx); 
+      result.push_back(chan);            
+   }
+   return result;
+}
+ 
+
+string ice_data_path() {
+   auto p = config::get<config::System>().data_path() + "onixs_ice/";
+#ifdef _WIN32
+   // OnixS requires win32 paths to look like Win32 paths - everyone else in the world is ok with '/'
+   os::normalize_path(p, '\\');
+#else
+   os::normalize_path(p);
+#endif
+   return p;
+}
+const string ice_config_file() { return config::get<bts::md::ICEOptions>().ice_config_file(); }
+const string ice_config_path() { return ice_data_path() + "/" + ice_config_file(); }
+
+const std::string ice_log_path() {return log:: log_path().string() + "/onix_ice";}
+
+bool ice_check_file_exists_with_instructions(const string& filename, const string& url, bool log) {
+   // if (!boost::filesystem::exists(filename)) {
+   //    download_file(url.c_str(), filename.c_str());
+   // }
+   if (!boost::filesystem::exists(filename)) {
+      if (log) {
+         LOG(md,Error,
+             "File {} is not present on this system.  "
+             "Please download it from the ICE web site. "
+             "I will wait until the file is present.\n$ curl {} > {} ",
+             filename, url, filename);
+      }
+      return false;
+   }
+   return true;
+}
+
+// For exponential backoff on logging this return true if x is a power of 2 or 0
+bool is_pow_two_or_0(uint32_t x) { return (x & (~x + 1)) == x; }
+
+void await_ice_config() {
+   std::string config_url;  
+
+   if (config::get<config::DeploymentType>().type() != "dev") {
+      config_url = "https://drive.google.com/open?id=13_eyF2pKtn3F7chgsa_75ftUdf7emMbp";
+   }
+   else {
+      config_url = "https://community.theice.com/docs/DOC-19989";
+   }
+
+   boost::filesystem::create_directories(ice_data_path());
+   boost::filesystem::create_directories(ice_log_path());
+
+   // Check config is present and give instructions for downloading it if not
+   // If the file is not present log an error and wait a second. Continue to log the error ever power of 2 seconds until the file appears or the process is killed.
+   auto configpath = ice_config_path();
+   uint32_t count = 0;
+   while(!ice_check_file_exists_with_instructions(configpath, config_url, is_pow_two_or_0(count))) {
+      ++count;
+      std::this_thread::sleep_for(1s);
+   }
+   // If we waited for someone to download the file give it a second to be finished downloading
+   if (count > 0) {
+      std::this_thread::sleep_for(1s);
+   }
+}
+
+
+const std::vector<ICEChannel> get_configured_ice_channels() {
+   std::vector<UserSymbol> symbols;
+   // Get all ice symbols
+   get_system_md_symbols(api::VENUE_ICE, api::SECURITYTYPE_UNSET, &symbols);
+   return parse_ice_channels(symbols);
+}
+
+
+}}} //namespace
+#endif
@@ -0,0 +1,29 @@
+#pragma once
+
+#include "lib/md/coconut2.h"
+#include <string>
+#include <set>
+#include <vector>
+
+namespace bts {
+namespace md {
+namespace ice {   
+
+struct ICEChannel 
+{
+   std::string name;
+   std::vector<uint32_t> market_types;
+   std::set<UserSymbol> symbols;
+   std::string to_string() const;
+};
+
+void await_ice_config();
+const std::vector<ICEChannel> get_configured_ice_channels();
+const std::vector<ICEChannel> parse_ice_channels(const std::vector<UserSymbol>& symbols);
+
+const std::string ice_config_path();
+const std::string ice_log_path();
+
+
+}}} //namespace
+
@@ -11,6 +11,7 @@ enum Platform {
    PLATFORM_MDP3ONIXS = 10;
    PLATFORM_CELOXICA = 13;
    PLATFORM_MDP3EMUMBA = 14;
+    PLATFORM_ICEONIXS = 15;
 }

 enum TradingStatus {
@@ -376,6 +376,14 @@ public:
               google::protobuf::MapPair<uint32_t,std::string> v(h.handle.key(), security.glbx().security_desc());
               x->insert(v);
            }
+            else if (security.ExchangeData_case() == Security::kIce) {
+               google::protobuf::MapPair<uint32_t,std::string> v(h.handle.key(), security.ice().security_desc());
+               x->insert(v);
+            }    
+            else
+            {
+               LOG(md,Error, "Invalid ExchangeData_case {}", security.ExchangeData_case());
+            }
         }
      }
   }
@@ -33,7 +33,7 @@ public:
      for (auto& h : _hedgers)
         if(h.is_free())
            return h;
-      LOG(OrderMan, Error, "HedgerManager::get_hedger allocating new hedger {} ",
+      LOG(OrderMan, Info, "HedgerManager::get_hedger allocating new hedger {} ",
                           _hedgers.size());
      _hedgers.emplace_back(_spreader_manager,
                           _leg_property_data,
@@ -17,6 +17,7 @@ void init_spark_lib()

 void finit_spark_lib()
 {
+   LOG(Gen, Info, "finit_spark_lib");
   if (poller) {
      delete poller;
   }
@@ -1 +1 @@
-set(sources algo/AlgoDefinitionServiceServer.cpp;algo/AlgoServiceServer.cpp;cmds/AdminReport.cpp;cmds/AutoCert.cpp;cmds/Benchmark.cpp;cmds/CmdRegistry.cpp;cmds/ConfigCheck.cpp;cmds/Help.cpp;cmds/Md.cpp;cmds/PrintHedgeOrders.cpp;cmds/QuickTest.cpp;cmds/Run.cpp;cmds/RunSim.cpp;cmds/Span.cpp;cmds/Test.cpp;cmds/TestCeloxica.cpp;cmds/Web.cpp;dspark/mirage/quick_queue/quick_queue.cpp;exchange_sim/ExchangeSim.cpp;exchange_sim/ExchangeSimApplication.cpp;exchange_sim/book/Book.cpp;exchange_sim/book/ExchangeSim.proto;exchange_sim/book/Order.cpp;exchange_sim/book/OrderMatcher.cpp;exchange_sim/book/book_transform.cpp;exchange_sim/tests/test_book_transform.cpp;http/ApiGateway.cpp;http/WebServer.cpp;main.cpp;md/ChannelVolume.cpp;md/MarketDataAuxiliaryServiceServer.cpp;md/VolumeAtPriceState.cpp;md/platforms/celoxica/CXListener.cpp;md/platforms/celoxica/CXMain.cpp;md/platforms/celoxica/tests/cx_tests.cpp;md/platforms/mdp3_onixs/MDP3Listener.cpp;md/platforms/mdp3_onixs/MDP3Main.cpp;md/platforms/mdp3_onixs/tests/mdp3_tests.cpp;md/run_md.cpp;position/IMarginObserver.cpp;position/IPositionObserver.cpp;position/MarginServiceCore.cpp;position/PositionServiceCore.cpp;position/PositionServiceServer.cpp;position/tests/PositionTests.cpp;support/ErrorReportService.cpp;support/ShellLatencyServer.cpp;user/AdminServiceServer.cpp;user/AuthServiceServer.cpp;user/tests/admin_service_tests.cpp)
+set(sources algo/AlgoDefinitionServiceServer.cpp;algo/AlgoServiceServer.cpp;cmds/AdminReport.cpp;cmds/AutoCert.cpp;cmds/Benchmark.cpp;cmds/CmdRegistry.cpp;cmds/ConfigCheck.cpp;cmds/Help.cpp;cmds/Md.cpp;cmds/PrintHedgeOrders.cpp;cmds/QuickTest.cpp;cmds/Run.cpp;cmds/RunSim.cpp;cmds/Span.cpp;cmds/Test.cpp;cmds/TestCeloxica.cpp;cmds/Web.cpp;dspark/mirage/quick_queue/quick_queue.cpp;exchange_sim/ExchangeSim.cpp;exchange_sim/ExchangeSimApplication.cpp;exchange_sim/book/Book.cpp;exchange_sim/book/ExchangeSim.proto;exchange_sim/book/Order.cpp;exchange_sim/book/OrderMatcher.cpp;exchange_sim/book/book_transform.cpp;exchange_sim/tests/test_book_transform.cpp;http/ApiGateway.cpp;http/WebServer.cpp;main.cpp;md/ChannelVolume.cpp;md/MarketDataAuxiliaryServiceServer.cpp;md/VolumeAtPriceState.cpp;md/platforms/IMDPlatform.cpp;md/platforms/celoxica/CXListener.cpp;md/platforms/celoxica/CXMain.cpp;md/platforms/celoxica/tests/cx_tests.cpp;md/platforms/ice_onixs/ICEListener.cpp;md/platforms/ice_onixs/ICEMain.cpp;md/platforms/ice_onixs/tests/ice_tests.cpp;md/platforms/mdp3_onixs/MDP3Listener.cpp;md/platforms/mdp3_onixs/MDP3Main.cpp;md/platforms/mdp3_onixs/tests/mdp3_tests.cpp;md/run_md.cpp;position/IMarginObserver.cpp;position/IPositionObserver.cpp;position/MarginServiceCore.cpp;position/PositionServiceCore.cpp;position/PositionServiceServer.cpp;position/tests/PositionTests.cpp;support/ErrorReportService.cpp;support/ShellLatencyServer.cpp;user/AdminServiceServer.cpp;user/AuthServiceServer.cpp;user/tests/admin_service_tests.cpp)
@@ -26,6 +26,8 @@ target_link_libraries( sparkd
  cryptopp
  tbb
  onixs-cmemdh-all-4.8.0
+  OnixS.IceImpactMulticastPriceFeedHandlerCpp
+  ACE
  quickfix
  benchmark
  lttng-ust
@@ -107,11 +107,14 @@ struct MDPlayer : md::IRelayWriter
               obs.on_depth(*sec_ptr, bids, asks, nullptr, nullptr);
            }

-            if (cr.has_misc()) {
-               if (cr.misc().has_settlement()) {
-                  const auto& s = cr.misc().settlement();
-                  obs.on_settlement(*sec_ptr, { s.mantissa(), (int8_t)s.exponent() });
-               }
+            if (cr.has_misc()) {               
+               const auto& s = cr.misc();
+               obs.on_high(*sec_ptr, s.session_high());
+               obs.on_low(*sec_ptr, s.session_low());
+               obs.on_open(*sec_ptr, s.open_price());
+               obs.on_close(*sec_ptr, s.close_price());
+               if (cr.misc().has_settlement()) 
+                  obs.on_settlement(*sec_ptr, { s.settlement().mantissa(), (int8_t)s.settlement().exponent() });               
            }
         }
   }
@@ -483,10 +483,11 @@ void ExchangeSimApplication::update_md(std::string const &sec_desc) {
      for (auto &t : new_trades)
         handle.add_trade(
             utils::TimeStamp::now(),
-             md::PriceSize_from_double<7>(t.price.value() * price_factor,
-                                           t.quantity.value()),
+             md::PriceSize_from_double<ex_sim::precision>(t.price.value() * price_factor,t.quantity.value()),
             datetime::ll_now(),
-             co2::AGGRESSOR_SIDE_NONE);
+             t.bid_aggressor ? co2::AGGRESSOR_SIDE_BUY 
+               : ( t.ask_aggressor ? co2::AGGRESSOR_SIDE_SELL 
+                  : co2::AGGRESSOR_SIDE_NONE) );
   }
 }

@@ -540,6 +541,42 @@ void ExchangeSimApplication::on_settlement(md::Security const& sec, md::IntPrice
   }
 }

+void ExchangeSimApplication::on_high(md::Security const& sec, md::Price price) {
+   auto sec_desc = get_sim_sec_desc(sec);
+   auto iter = me->md_producer_handles.find(sec_desc);
+   if (iter != me->md_producer_handles.end()) {
+      auto &handle = iter->second;
+      handle.update_session_high(utils::TimeStamp::now(), price);
+   }
+}
+
+void ExchangeSimApplication::on_low(md::Security const& sec, md::Price price) {
+   auto sec_desc = get_sim_sec_desc(sec);
+   auto iter = me->md_producer_handles.find(sec_desc);
+   if (iter != me->md_producer_handles.end()) {
+      auto &handle = iter->second;
+      handle.update_session_low(utils::TimeStamp::now(), price);
+   }
+}
+
+void ExchangeSimApplication::on_open(md::Security const& sec, md::Price price) {
+   auto sec_desc = get_sim_sec_desc(sec);
+   auto iter = me->md_producer_handles.find(sec_desc);
+   if (iter != me->md_producer_handles.end()) {
+      auto &handle = iter->second;
+      handle.update_opening(utils::TimeStamp::now(), price, datetime::today());
+   }
+}
+
+void ExchangeSimApplication::on_close(md::Security const& sec, md::Price price) {
+   auto sec_desc = get_sim_sec_desc(sec);
+   auto iter = me->md_producer_handles.find(sec_desc);
+   if (iter != me->md_producer_handles.end()) {
+      auto &handle = iter->second;
+      handle.update_closing(utils::TimeStamp::now(), price, datetime::today());
+   }
+}
+
 void ExchangeSimApplication::on_depth(
    md::Security const &sec, 
    md::PriceSize bids[md::COCONUT_MAX_DEPTH],
@@ -100,7 +100,11 @@ public:
   void persist_book(OrderBook const &b);

   void on_new_security(md::Security const&) override;
-   void on_settlement(md::Security const&, md::IntPrice) override;
+   void on_high(md::Security const& sec, md::Price price) override;
+   void on_low(md::Security const& sec, md::Price price) override;
+   void on_open(md::Security const& sec, md::Price price) override;
+   void on_close(md::Security const& sec, md::Price price) override;
+   void on_settlement(md::Security const&, md::IntPrice) override;   
   void on_depth(md::Security const&s, 
                 md::PriceSize bids[md::COCONUT_MAX_DEPTH],
                 md::PriceSize asks[md::COCONUT_MAX_DEPTH],
@@ -9,7 +9,11 @@ namespace sim {

 struct IMDPlayerObserver {
   virtual void on_new_security(md::Security const&) = 0;
-   virtual void on_settlement(const md::Security&, md::IntPrice) = 0;
+   virtual void on_high(const md::Security&, md::Price) = 0;
+   virtual void on_low(const md::Security&, md::Price) = 0;
+   virtual void on_open(const md::Security&, md::Price) = 0;   
+   virtual void on_close(const md::Security&, md::Price) = 0;   
+   virtual void on_settlement(const md::Security&, md::IntPrice) = 0;   
   virtual void on_depth(md::Security const&s, 
                         md::PriceSize bids[md::COCONUT_MAX_DEPTH],
                         md::PriceSize asks[md::COCONUT_MAX_DEPTH],
@@ -195,12 +195,18 @@ void OrderMatcher::match(std::vector<Order> *out) {

 void OrderMatcher::match(Order *bid, Order *ask) {
   Price price(0);
-   
+   bool bid_aggressor = false, ask_aggressor = false;
   if (utils::pb::greater(bid->last_update_time(), ask->last_update_time()))
+   {
      price = Price(ask->price());
+      bid_aggressor = true;
+   }
   else
+   {
      price = Price(bid->price());
-      
+      if(utils::pb::smaller(bid->last_update_time(), ask->last_update_time()))
+         ask_aggressor = true; 
+   }
   Quantity quantity;

   if (bid->open_quantity() > ask->open_quantity())
@@ -208,7 +214,7 @@ void OrderMatcher::match(Order *bid, Order *ask) {
   else
      quantity = Quantity(bid->open_quantity());

-   me->pending_trades.push_back(Trade{price, quantity});
+   me->pending_trades.push_back(Trade{price, quantity, bid_aggressor, ask_aggressor});
   execute(bid, price, quantity);
   execute(ask, price, quantity);
 }
@@ -38,7 +38,8 @@ class OrderMatcher {

   struct Trade {
      Price price;
-      Quantity quantity;
+      Quantity quantity;      
+      bool bid_aggressor, ask_aggressor;
   };
   std::vector<Trade> get_new_trades();
   std::tuple<size_t,size_t,size_t> size() const;
@@ -0,0 +1,8 @@
+#include "IMDPlatform.h"
+
+namespace bts {
+namespace md {
+
+void IMDPlatform::send_heartbeats() {}
+
+}}
@@ -0,0 +1,12 @@
+#pragma once
+
+namespace bts {
+namespace md {
+
+class IMDPlatform
+{
+public:
+   virtual void send_heartbeats();
+};
+
+}}
@@ -0,0 +1,393 @@
+#include "ICEListener.h"
+#include "lib/utils/datetime.h"
+#include <vector>
+#include "lib/utils/helper_macros.h"
+#include "lib/config/protos/MarketData.pb.h"
+#include "lib/md/protos/co2.pb.h"
+
+using namespace std;
+using namespace bts::co2;
+using namespace bts::md::ice;
+
+namespace bts {
+namespace md {
+namespace ice {
+   
+template <>
+double double_of_price<onixs_ice::Rational>(const onixs_ice::Rational& price, int8_t display_factor) 
+{
+   UNUSED(display_factor);
+   double dbl = price.convertTo<double>();
+   return dbl;
+}   
+
+
+ICEListener::ICEListener(ICESecurityIndex& index, MDProducer& producer, const std::vector<MDProducerChannel> channels) :
+   _index(index),
+   _producer(producer),
+   _symbol_filter(),
+   _channels(channels),
+   _concurrency_monitor(0)
+{
+}
+
+ICEListener::~ICEListener() {}
+
+std::string ICEListener::parse_contract_symbol(const std::string& sym)
+{
+   const auto&& res = sym.substr(0, sym.find(' '));
+   return res;
+}
+
+//   
+//State change
+void ICEListener::onHandlerStateChange(const onixs_ice::HandlerStateChange& ) 
+{
+   //TODO
+}
+   
+void ICEListener::onMarketStateChange(const onixs_ice::MarketStateChange& , const onixs_ice::MessageInfo& )
+{
+   //TODO
+}
+
+//
+// Warnings/Errors
+void ICEListener::onError(const onixs_ice::Error& error) 
+{
+   std::string error_desc(error.description());
+   tracepoint (bts_trace,trace_order,(char*) "onError", 0, (uint16_t) 0, 0);
+   LOG(md,Warn, "OnixS ICE Error: {} - {}", error.toString(), error_desc );
+}
+void ICEListener::onFeedError(onixs_ice::FeedId feedid, onixs_ice::ErrorCode code, const std::string& desc)
+{
+   tracepoint (bts_trace,trace_order,(char*) "onFeedError", 0, (uint16_t) 0, 0);
+   LOG(md,Warn, "OnixS ICE FeedError: {} - {}", feedid, desc, code);   
+}
+void ICEListener::onWarning(const onixs_ice::Warning& warning) 
+{
+   tracepoint (bts_trace,trace_order,(char*) "onWarning", 0, (uint16_t) 0, 0);
+   LOG(md,Warn, "OnixS ICE Warn: {} - {}", warning.toString(), std::string(warning.description()) );
+}
+
+//
+// Security discovery
+void ICEListener::onFuturesProductDefinition(const onixs_ice::FuturesProductDefinition& msg, bool& is_interested) 
+{
+   tracepoint (bts_trace,trace_order,(char*) "onFuturesProductDefinition", 0, (uint16_t) 0, 0);
+   if(msg.isSpread)
+      on_future_strip(msg, is_interested);
+   else
+      on_future(msg, is_interested);
+}
+
+void ICEListener::onNewExpiry(const onixs_ice::NewExpiry& msg, bool& is_interested, const onixs_ice::MessageInfo& msg_info) 
+{   
+   tracepoint (bts_trace,trace_order,(char*) "onNewExpiry", (uint32_t)msg_info.sequenceNumber, (uint16_t) msg_info.sequenceNumber, 0);
+   on_future(msg, is_interested);
+}
+
+void ICEListener::onFuturesStrategyDefinition(const onixs_ice::FuturesStrategyDefinition& def, bool& is_interested) 
+{
+   tracepoint (bts_trace,trace_order,(char*) "onFuturesStrategyDefinition", 0, (uint16_t) 0, 0);
+   //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& msg_info)
+{
+   tracepoint (bts_trace,trace_order,(char*) "onFuturesStrategyDefinition", (uint32_t)msg_info.sequenceNumber, (uint16_t) msg_info.sequenceNumber, 0);
+   //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) 
+{ 
+   UNUSED(msg);
+   UNUSED(is_interested);
+}
+void ICEListener::onNewOptionsMarketDefinition(const onixs_ice::NewOptionsMarketDefinition& msg, bool& is_interested, const onixs_ice::MessageInfo& msg_info)  
+{ 
+   UNUSED(msg);
+   UNUSED(is_interested);
+   UNUSED(msg_info);
+}
+void ICEListener::onOptionsStrategyDefinition(const onixs_ice::OptionsStrategyDefinition& msg, bool& is_interested) 
+{
+   UNUSED(msg);
+   UNUSED(is_interested);
+}
+void ICEListener::onNewOptionsStrategyDefinition(const onixs_ice::NewOptionsStrategyDefinition& msg, bool& is_interested, const onixs_ice::MessageInfo& msg_info) 
+{
+   UNUSED(msg);
+   UNUSED(is_interested);
+   UNUSED(msg_info);
+}
+
+//
+// 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);
+}
+
+void ICEListener::onMarketSnapshotOrder(const onixs_ice::MarketSnapshotOrder& msg, const onixs_ice::MessageInfo& msg_info) 
+{
+   UNUSED(msg);
+   UNUSED(msg_info);
+}
+
+void ICEListener::onMarketSnapshotPriceLevel(const onixs_ice::MarketSnapshotPriceLevel& msg, const onixs_ice::MessageInfo& msg_info) 
+{
+   UNUSED(msg);
+   UNUSED(msg_info);
+}
+
+//
+// Book
+void ICEListener::onOrderBookUpdated(const onixs_ice::OrderBook& onixs_book, const onixs_ice::MessageInfo& msg_info) 
+{
+   tracepoint (bts_trace,trace_order,(char*) "onBookUpdate", (uint32_t)msg_info.sequenceNumber, (uint16_t) msg_info.sequenceNumber, 0);
+      
+   auto data = _index.get_security(onixs_book.marketId());
+   if (data == nullptr) 
+      return;
+   bts_assert(data->id == onixs_book.marketId());
+   auto display_factor = data->handle.security().display_factor;
+
+   // Overwrite all entries every time
+   size_t bids_size = onixs_book.bids().size();
+   size_t asks_size = onixs_book.offers().size();
+   if (!data->handle.has_depth()) 
+   {
+      bids_size = std::min(bids_size, size_t { 1 });
+      asks_size = std::min(asks_size, size_t { 1 });
+   }
+   std::array<PriceSize,COCONUT_MAX_DEPTH> dbids; dbids.fill(NO_MARKET);
+   std::array<PriceSize,COCONUT_MAX_IMPLIED_DEPTH> ibids; ibids.fill(NO_MARKET);
+   std::array<PriceSize,COCONUT_MAX_DEPTH> dasks; dasks.fill(NO_MARKET);
+   std::array<PriceSize,COCONUT_MAX_IMPLIED_DEPTH> iasks;  iasks.fill(NO_MARKET);
+   for (size_t x = 0; x < bids_size; ++x) 
+   {
+      auto& bid = onixs_book.bids()[x];
+      if(x < COCONUT_MAX_DEPTH)
+         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, 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, display_factor, ask.quantity - ask.impliedQuantity);
+      if(x < COCONUT_MAX_IMPLIED_DEPTH)
+         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
+AggressorSide map_aggressor(onixs_ice::AggressorSide::Enum agside) 
+{
+   switch(agside) {
+      default:
+      case onixs_ice::AggressorSide::NoAggressor:
+         return AGGRESSOR_SIDE_NONE;
+      case onixs_ice::AggressorSide::Buy:
+         return AGGRESSOR_SIDE_BUY;
+      case onixs_ice::AggressorSide::Sell:
+         return AGGRESSOR_SIDE_SELL;
+   }
+}
+
+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().display_factor, size);
+   auto date = ll_of_timestamp(onixs_date);
+   data->handle.add_trade(ts, ps, date, map_aggressor(agside), size);
+}
+
+void ICEListener::onTrade(const onixs_ice::Trade& msg, const onixs_ice::MessageInfo& msg_info) 
+{
+   tracepoint (bts_trace,trace_order,(char*) "onTrade", (uint32_t)msg_info.sequenceNumber, (uint16_t) msg_info.sequenceNumber, 0);
+   auto* data = _index.get_security(msg.marketId);
+   if (data != NULL) 
+   {
+      bts_assert(data->id == msg.marketId);
+      auto size = msg.quantity;
+      auto price = msg.price;
+      onixs_ice::AggressorSide::Enum agside = msg.aggressorSide;
+      on_trade(data, price, size, agside, msg.transactDateTime);
+   }   
+}
+
+//
+// RFQ
+void ICEListener::onRfq(const onixs_ice::Rfq& msg, const onixs_ice::MessageInfo& msg_info) 
+{
+   tracepoint (bts_trace,trace_order,(char*) "onRfq", (uint32_t)msg_info.sequenceNumber, (uint16_t) msg_info.sequenceNumber, 0);
+   auto* data = _index.get_security(msg.marketId);
+   if (data != nullptr) 
+   {
+      bts_assert(data->id == msg.marketId);
+      auto ts = utils::TimeStamp::now();
+      co2::QuoteRequestMessage message;
+      message.set_key(data->handle.key());
+
+      auto time = ll_of_timestamp(msg.messageTimestamp);
+      message.set_time(time);
+
+      long long rfqid = msg.rfqSystemId;
+      message.set_request_id(std::to_string(rfqid));
+
+      //https://ref.onixs.biz/cpp-ice-impact-handler-guide/struct_onix_s_1_1_i_c_e_1_1i_mpact_1_1_market_data_1_1_side.html#a8150b7776c2a1749101acf22e868d091
+      switch(msg.side) 
+      {
+         case ' ':
+            message.set_side(co2::QuoteRequestMessage::UNDEFINED);
+            break;
+         case '1':
+            message.set_side(co2::QuoteRequestMessage::BUY);
+            break;
+         case '2':
+            message.set_side(co2::QuoteRequestMessage::SELL);
+            break;
+      }
+      message.set_size(msg.quantity);
+      data->handle.add_rfq(ts, message);
+   }   
+}
+
+//
+// Misc
+void ICEListener::onSettlementPrice(const onixs_ice::SettlementPrice& msg, const onixs_ice::MessageInfo& msg_info) 
+{   
+   tracepoint (bts_trace,trace_order,(char*) "onSettlementPrice", (uint32_t)msg_info.sequenceNumber, (uint16_t) msg_info.sequenceNumber, 0);
+   auto* data = _index.get_security(msg.marketId);
+   if (data != nullptr) 
+   {
+      bts_assert(data->id == msg.marketId);
+      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));
+   }   
+}
+
+void ICEListener::onOpenInterest(const onixs_ice::OpenInterest &msg, const onixs_ice::MessageInfo &msg_info) 
+{
+   UNUSED(msg);
+   UNUSED(msg_info);
+}
+
+void ICEListener::onOpenPrice(const onixs_ice::OpenPrice& msg, const onixs_ice::MessageInfo& msg_info) 
+{
+   tracepoint (bts_trace,trace_order,(char*) "onOpenPrice", (uint32_t)msg_info.sequenceNumber, (uint16_t) msg_info.sequenceNumber, 0);
+   auto* data = _index.get_security(msg.marketId);
+   if (data != nullptr) 
+   {
+      bts_assert(data->id == msg.marketId);
+      onixs_ice::Price price = msg.openPrice;
+      onixs_ice::DateTime time = msg.dateTime;
+      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));
+   }   
+}
+
+void ICEListener::onClosePrice(const onixs_ice::ClosePrice& msg, const onixs_ice::MessageInfo& msg_info) 
+{
+   tracepoint (bts_trace,trace_order,(char*) "onClosePrice", (uint32_t)msg_info.sequenceNumber, (uint16_t) msg_info.sequenceNumber, 0);
+   auto* data = _index.get_security(msg.marketId);
+   if (data != nullptr) 
+   {
+      bts_assert(data->id == msg.marketId);
+      onixs_ice::Price price = msg.closePrice;
+      onixs_ice::DateTime time = msg.dateTime;
+      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));
+   }     
+}
+
+void ICEListener::onEndOfDayMarketSummary(const onixs_ice::EndOfDayMarketSummary& msg, const onixs_ice::MessageInfo& msg_info) 
+{
+   tracepoint (bts_trace,trace_order,(char*) "onEndOfDayMarketSummary", (uint32_t)msg_info.sequenceNumber, (uint16_t) msg_info.sequenceNumber, 0);
+   auto* data = _index.get_security(msg.marketId);
+   if (data != nullptr) 
+   {
+      bts_assert(data->id == msg.marketId);
+      onixs_ice::DateTime time = msg.dateTime;
+      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) );
+   }        
+}
+
+//
+// Feed
+void ICEListener::onMulticastMessageBlockBegin(onixs_ice::FeedId feedId, const onixs_ice::MessageInfo& msg_info) 
+{
+   UNUSED(feedId);
+   tracepoint (bts_trace,trace_order,(char*) "onMulticastMessageBlockBegin", (uint32_t)msg_info.sequenceNumber, (uint16_t) msg_info.sequenceNumber, 0);
+}
+
+void ICEListener::onMulticastMessageBlockEnd(onixs_ice::FeedId feedId, const onixs_ice::MarketIds& marketIds) 
+{
+   UNUSED(feedId);
+   UNUSED(marketIds);
+   tracepoint (bts_trace,trace_order,(char*) "onMulticastMessageBlockEnd.begin",  0, (uint16_t) 0, 0);
+   tracepoint (bts_trace,trace_order,(char*) "onMulticastMessageBlockEnd.end", 0, (uint16_t) 0, 0);
+}
+
+void ICEListener::onFeedStarted(onixs_ice::FeedId, const onixs_ice::MarketIds&) 
+{}
+
+void ICEListener::onFeedStopped(onixs_ice::FeedId) 
+{}
+
+void ICEListener::onSessionNumberChange(onixs_ice::FeedId , short , short )
+{}
+
+
+//
+// Non-onixs calls
+void ICEListener::add_filter_symbol(const std::string& symbol) 
+{
+   _symbol_filter.insert(symbol);
+}
+
+void ICEListener::heartbeat() 
+{
+   for (auto& c : _channels) { c.heartbeat(); }
+}
+
+//
+// Private functions
+void ICEListener::add_security(const FixedSecurity& security) 
+{
+   // Set up the shared memory for this security
+   auto handle = _producer.add_security(security);
+   bts_assert(security.numeric_id != 0);
+   // Add it to the index so it can receive messages
+   _index.add_security(security.numeric_id, handle);
+}
+
+void ICEListener::update_all_status(CoconutSecurityStatus status) 
+{
+   _index.walk_security_list([=](ICESecurityData& data) 
+   {
+      data.handle.set_status(status);
+   });
+}
+
+}}} //namespace
+
+
@@ -0,0 +1,239 @@
+#pragma once
+
+#include "lib/utils/bts_no_copy.h"
+#include "lib/md/coconut2.h"
+#include "ICESecurityIndex.h"
+#include "lib/tracing/bts_trace.h"
+
+#include "ICEListenerHelpers.h"
+#include "onixs.h"
+
+#include <tbb/concurrent_queue.h>
+#include <vector>
+#include <atomic>
+#include <array>  
+#include <utility>
+
+namespace bts {
+namespace md {
+namespace ice {
+   
+class ICEListener :
+   public onixs_ice::ExchangeListener, //One Thread
+   public onixs_ice::HandlerStateChangeListener, //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
+   
+{
+   typedef uint32_t BookType;
+   static constexpr BookType book_type_direct=1;
+   static constexpr BookType book_type_implied=2;
+   static constexpr BookType book_type_both=(book_type_direct|book_type_implied);
+
+public:
+   ICEListener(ICESecurityIndex& index, MDProducer&, const std::vector<MDProducerChannel>);
+   virtual ~ICEListener();
+
+   //   
+   //State change
+   void onHandlerStateChange(const onixs_ice::HandlerStateChange& change) override;
+   void onMarketStateChange(const onixs_ice::MarketStateChange& msg, const onixs_ice::MessageInfo& msgInfo) override;
+
+   // Warnings/Errors/Info
+   void onError(const onixs_ice::Error&) override;
+   void onFeedError(onixs_ice::FeedId feedid, onixs_ice::ErrorCode code, const std::string& desc) override;
+   void onWarning(const onixs_ice::Warning& warning) override;
+
+   //
+   // Security discovery
+   void onFuturesProductDefinition(const onixs_ice::FuturesProductDefinition& def, bool& is_interested) override;   
+   void process_strip(int stripid);
+
+   void onNewExpiry(const onixs_ice::NewExpiry& msg, bool& is_interested, const onixs_ice::MessageInfo& msg_info) override;
+   void onFuturesStrategyDefinition(const onixs_ice::FuturesStrategyDefinition& def, bool& is_interested) override;
+   void onNewFuturesStrategyDefinition(const onixs_ice::NewFuturesStrategyDefinition& msg, bool& is_interested, const onixs_ice::MessageInfo& msg_info) override;
+      
+   void onOptionsProductDefinition(const onixs_ice::OptionsProductDefinition& def, bool& is_interested) override;
+   void onNewOptionsMarketDefinition(const onixs_ice::NewOptionsMarketDefinition& msg, bool& is_interested, const onixs_ice::MessageInfo& msg_info) override;
+   void onOptionsStrategyDefinition(const onixs_ice::OptionsStrategyDefinition& def, bool& is_interested) override;
+   void onNewOptionsStrategyDefinition(const onixs_ice::NewOptionsStrategyDefinition& msg, bool& is_interested, const onixs_ice::MessageInfo& msg_info) override;
+
+   //
+   // Gap Recovery
+   void onMarketSnapshot(const onixs_ice::MarketSnapshot& msg, const onixs_ice::MessageInfo& msgInfo) override;
+   void onMarketSnapshotOrder(const onixs_ice::MarketSnapshotOrder& msg, const onixs_ice::MessageInfo& msgInfo) override;
+   void onMarketSnapshotPriceLevel(const onixs_ice::MarketSnapshotPriceLevel& msg, const onixs_ice::MessageInfo& msgInfo) override;
+   
+   //
+   // Book
+   void onOrderBookUpdated(const onixs_ice::OrderBook& book, const onixs_ice::MessageInfo& msgInfo) override;
+
+   //
+   // Trades
+   void onTrade (const onixs_ice::Trade& msg, const onixs_ice::MessageInfo& msgInfo) override;
+
+   //
+   // RFQ
+   void onRfq (const onixs_ice::Rfq& msg, const onixs_ice::MessageInfo& msgInfo) override;
+
+   //
+   // Misc
+   void onSettlementPrice(const onixs_ice::SettlementPrice& msg, const onixs_ice::MessageInfo& msgInfo) override;
+   void onOpenInterest(const onixs_ice::OpenInterest &msg, const onixs_ice::MessageInfo &msgInfo) override;
+   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;
+
+   // Feed   
+   void onMulticastMessageBlockBegin(onixs_ice::FeedId feedId, const onixs_ice::MessageInfo& msgInfo) override;
+   void onMulticastMessageBlockEnd(onixs_ice::FeedId feedId, const onixs_ice::MarketIds& marketIds) override;
+   void onFeedStarted(onixs_ice::FeedId feedId, const onixs_ice::MarketIds& ids) override;
+   void onFeedStopped(onixs_ice::FeedId feedId) override;
+   void onSessionNumberChange(onixs_ice::FeedId feedId, short oldSessionNumber, short newSessionNumber) override;
+
+   //
+   // Discover securities
+   void add_filter_symbol(const std::string& symbol);
+   void heartbeat();
+
+   // Add a new security to the index
+   void add_security(const FixedSecurity& security);
+private:
+   template<typename Definition>
+   void set_security_common(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);
+   template<typename Definition>
+   void on_future_strip(const Definition& def, bool& is_interested);
+   template <size_t MAX_DEPTH, typename TBook>
+   void on_book(const TBook& onixs_book, BookType booktype);
+
+private:
+   enum SecurityFilterAction { ADD, SKIP, DELETE };
+   
+   std::string parse_contract_symbol(const std::string& sym);
+      
+   template<typename Definition>
+   SecurityFilterAction filter_security(int exchange_id, const Definition& def) 
+   {
+      if (_index.has_security(exchange_id)) 
+         return SKIP;
+      // if(_symbol_filter.count("*") > 0)
+      //    return ADD;
+      return _symbol_filter.count( parse_contract_symbol(def.contractSymbol) ) > 0 ? ADD : SKIP;
+   }
+   void flush_books();
+   void update_all_status(co2::CoconutSecurityStatus status);
+   
+   ICESecurityIndex& _index;
+   MDProducer& _producer;
+   std::set<std::string> _symbol_filter;
+   std::vector<MDProducerChannel> _channels;
+   std::atomic<int> _concurrency_monitor;
+};
+
+template<typename Definition>
+void ICEListener::set_security_common(const Definition& def, FixedSecurity& fsec) 
+{
+   fsec.numeric_id = def.marketId;
+   std::string sym = parse_contract_symbol(def.contractSymbol);
+   fsec.symbol( sym );
+   //fsec.security_desc(def.marketDesc);
+   fsec.security_desc(def.contractSymbol);
+   fsec.exchange = api::Venue::VENUE_ICE;
+   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);
+   fsec.ice_product_name(def.productName);
+   fsec.ice_hub_alias(def.hubAlias);
+   fsec.ice_strip_name(def.stripName);
+   fsec.mic_code(def.micCode); 
+}
+
+template<typename Definition>
+void ICEListener::on_future(const Definition& def, bool& is_interested)
+{
+   is_interested = false;   
+   auto exchange_id = def.marketId;
+   if (filter_security(exchange_id, def) != ADD) return;   
+
+   FixedFutureSecurity fsec;
+   set_security_common(def, fsec);   
+   //fsec.cash_per_point = double_of_price(def.tickValue, fsec.display_factor);
+
+   fsec.expiration_year = def.maturityYear;
+   fsec.expiration_month = def.maturityMonth;
+   fsec.expiration_day = def.maturityDay;
+   add_security(fsec);   
+   is_interested = true;   
+}
+
+template<typename Definition>
+void ICEListener::on_uds_future_spread(const Definition& def, bool& is_interested)
+{
+   is_interested = false;   
+   auto exchange_id = def.marketId;
+   if (filter_security(exchange_id, def) != ADD) return;   
+   // // Filter out any already expired spreads
+   // auto expiration = date_of_maturity(sec);
+   // if (expiration < datetime::today()) return;
+
+   FixedSpreadSecurityL fsec;
+   set_security_common(def, fsec);
+   fsec.alt_symbol(def.strategySymbol);      
+   
+   const auto& legs = def.legs;
+   fsec.set_leg_count(legs.size());
+   for(size_t x = 0; x < fsec.leg_count(); ++x) 
+   {
+      const auto& leg = legs[x];
+      if(leg.ratioPriceNumerator)
+         fsec.legs[x].leg_price = double_of_price(leg.ratioPriceNumerator.value(), leg.ratioPriceDenominator.value());
+
+      if(leg.ratioQtyNumerator && leg.ratioQtyDenominator)
+         fsec.legs[x].leg_delta = double_of_price(leg.ratioQtyNumerator.value(), leg.ratioQtyDenominator.value());
+      
+      fsec.legs[x].leg_quantity = leg.ratio;
+      fsec.legs[x].leg_side = leg.side == onixs_ice::Side::Bid ? api::SIDE_BUY : api::SIDE_SELL;
+      fsec.legs[x].exchange_key = ExchangeKey(leg.marketId);
+      fsec.legs[x].key = invalid_security_key;
+   }
+   add_security(fsec);
+   is_interested = true;            
+}
+
+
+template<typename FutureDefinition>
+void ICEListener::on_future_strip(const FutureDefinition& def, bool& is_interested)
+{
+   is_interested = false;
+   auto exchange_id = def.marketId;
+   if (filter_security(exchange_id, def) != ADD) return;   
+
+   FixedSpreadSecurityXS fsec;
+   set_security_common(def, fsec);
+   fsec.alt_symbol(def.stripName);      
+   
+   fsec.set_leg_count(2);
+   for(size_t x = 0; x < fsec.leg_count(); ++x) 
+   {      
+      fsec.legs[x].leg_quantity = 1.0;
+      fsec.legs[x].leg_side = (x == 0) ? api::SIDE_BUY : api::SIDE_SELL;
+      fsec.legs[x].exchange_key = ExchangeKey((x == 0) ? def.primaryMarketId : def.secondaryMarketId);
+      fsec.legs[x].key = invalid_security_key;
+   }
+   add_security(fsec);
+   is_interested = true;
+}
+
+}}} //namespace
@@ -0,0 +1,55 @@
+#pragma once 
+
+#include "lib/utils/bts_assert.h"
+#include "lib/utils/helper_macros.h"
+#include "lib/md/ice/ICEUtils.h"
+#include "lib/md/coconut2.h"
+
+#include "onixs.h"
+
+#include <vector>
+#include <atomic>
+#include <array>  
+
+namespace bts {
+namespace md {
+namespace ice {
+   
+template <typename OnixPrice>
+double double_of_price(const OnixPrice& price, int8_t display_factor) 
+{
+   double dbl = price / pow10(display_factor);
+   return dbl;
+}
+
+template <typename OnixsPrice>
+IntPrice convert_price(const OnixsPrice& price, int8_t display_factor) 
+{
+   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 display_factor, Size size) 
+{
+   auto intpx = convert_price<OnixsPrice>(price, display_factor);
+   PriceSize result({intpx.mantissa(), (int8_t)(intpx.exponent())}, size);
+   return result;
+}
+
+inline datetime::LLDateTime ll_of_timestamp(const onixs_ice::DateTime& dt) 
+{
+   return datetime::ll_from_unix_epoch_ms(dt);
+}
+
+inline datetime::Date date_of_timestamp(const onixs_ice::DateTime& dt)
+{
+   auto ll = ll_of_timestamp(dt);
+   return datetime::ll_to_date(ll);
+}
+
+
+
+}}} //namespace
@@ -0,0 +1,237 @@
+#include "ICEMain.h"
+
+#include "lib/md/ice/ICEUtils.h"
+#include "lib/config/config.h"
+#include "lib/md/coconut2.h"
+#include "lib/md/SecurityDB.h"
+#include "lib/os/os.h"
+#include "lib/utils/helper_macros.h"
+#include "lib/utils/Dispatcher.h"
+#include "lib/utils/proto_helper.h"
+#include "lib/utils/bts_chrono.h"
+#include "lib/md/protos/co2.pb.h"
+
+#include "lib/config/protos/MarketData.pb.h"
+#include "lib/config/protos/system.pb.h"
+#include "lib/utils/thread_manager.h"
+
+
+#include <memory>
+#include <boost/filesystem.hpp>
+#include <set>
+
+void recursive_copy(const boost::filesystem::path &src, const boost::filesystem::path &dst)
+{
+  if (boost::filesystem::exists(dst))
+    throw std::runtime_error(dst.generic_string() + " exists");
+  if (boost::filesystem::is_directory(src)) 
+  {
+    boost::filesystem::create_directories(dst);
+    for (boost::filesystem::directory_entry& item : boost::filesystem::directory_iterator(src)) 
+      recursive_copy(item.path(), dst/item.path().filename());    
+  } 
+  else if (boost::filesystem::is_regular_file(src)) 
+    boost::filesystem::copy(src, dst);  
+  else 
+    throw std::runtime_error(dst.generic_string() + " not dir or file");  
+}
+
+using namespace std;
+using namespace bts::co2;
+using std::size_t;
+
+namespace bts {
+namespace md {
+namespace ice {
+
+ICEMain::ICEMain() :
+   _index(),
+   _recorder ({ utils::Dispatcher::current(), [=](ExchangeKey k) { return SecurityKey(_index.get_key(k.value())); } }),
+   _producer(PLATFORM_ICEONIXS, _recorder ),
+   _handlers(),
+   _listeners()
+{
+}
+
+ICEMain::~ICEMain() {}
+
+const ICEOptions::ICEChannel channel_settings_for(const ICEChannel& channel) 
+{
+   const auto& config = config::get<ICEOptions>();
+   for (const auto& ch : config.channel()) 
+   {
+      if(ch.name() == channel.name)
+         return ch;
+   }
+   return ICEOptions::ICEChannel();
+}
+
+
+onixs_ice::MarketSubscriptions market_subcription_for_channel(const ICEChannel& chan) 
+{
+   onixs_ice::MarketSubscriptions subs;
+   for(const auto& x : chan.market_types)
+   {
+      //onixs_ice::MarketSubType::NonImplied
+      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);
+   }
+   return subs;
+}
+
+
+void ICEMain::start(std::vector<UserSymbol>& symbols) 
+{
+   // License path and config file   
+   auto license_location = os::bts_data_path() + "/licenses/";
+   if (!boost::filesystem::is_directory(license_location))  
+   {
+      auto license_path =os::sparkd_wd() + "/data_files/Onixs.BTS.lic" ;
+      boost::filesystem::create_directories(license_location);
+      boost::filesystem::copy_file(license_path,license_location+"/Onixs.BTS.lic");
+   }
+   auto ice_conf_location = os::bts_data_path() + "/onixs_ice/";
+   if (!boost::filesystem::is_directory(ice_conf_location))  
+   {
+      auto conf_path = os::sparkd_wd() + "/data_files/onixs_ice/" ;
+      recursive_copy(boost::filesystem::path(conf_path), boost::filesystem::path(ice_conf_location));
+   }
+      
+   await_ice_config();
+   const auto& channels = parse_ice_channels(symbols);
+   for (const auto& channel : channels) 
+   {
+      unique_ptr<onixs_ice::Handler> phandler = prepare_handler(channel);            
+      _listeners.push_back(prepare_listener(*phandler, channel));
+      _handlers.push_back(std::make_pair(channel, move(phandler)));      
+                  
+      std::stringstream symstr;      
+      for (const auto& sym : channel.symbols) 
+         symstr << sym.symbol() << "-" << SecurityType_Name(sym.type()) << " "; 
+      LOG(md,Info, "ICE: Initialized channel {} ({})", channel.to_string(), symstr.str());
+   }
+
+   for (auto& pair : _handlers) 
+   {            
+      LOG(md,Info, "ICE: Init Handler {}", pair.first.to_string());
+      sleep_for(16s);      
+      onixs_ice::MarketSubscriptions subs = market_subcription_for_channel(pair.first);      
+      pair.second->start(subs);
+   }
+   LOG(md,Info, "** ICE Publisher started **");
+}
+
+void ICEMain::send_heartbeats()
+{
+   for (const auto& listener: _listeners) 
+      listener->heartbeat();
+}
+
+// //
+// Initialize HandlerSettings and allocate the channel Handler
+unique_ptr<onixs_ice::Handler> ICEMain::prepare_handler(const ICEChannel& channel) 
+{
+   const auto& ice_options = config::get<ICEOptions>();
+   auto license = ice_options.onixs_license();
+   if (license == "{default}") 
+      license = os::bts_data_path() + "/licenses/";
+         
+   const auto& options = channel_settings_for(channel);
+   LOG(md,Info,"Loaded channel options for channel {}:\n{}", channel.to_string(), options.DebugString());
+
+   onixs_ice::HandlerSettings settings; 
+   settings.licenseDirectory = license;   
+   //
+   // Logging
+   settings.logLevel = (onixs_ice::LogLevels::Enum) options.onixs_log_mode();
+   settings.logDirectory = ice_log_path();
+   
+   //
+   // Config file   
+   settings.connectivityConfiguration = ice_config_path();
+
+   // 
+   // Network settings
+   const auto& pub_options = config::get<ICEPublisherOptions>();
+   if (pub_options.has_network_interface()) 
+      settings.networkInterface = pub_options.network_interface();
+   else 
+   {
+      std::string inter;
+      if (pub_options.has_network_interface_a() && !pub_options.has_network_interface_b()) 
+         inter = pub_options.network_interface_a();
+      if (!pub_options.has_network_interface_a() && pub_options.has_network_interface_b()) 
+         inter = pub_options.network_interface_b();
+      if (pub_options.has_network_interface_a() && pub_options.has_network_interface_b()) 
+         inter = pub_options.network_interface_b() + ":" + pub_options.network_interface_b();
+      settings.networkInterface = inter;
+   }   
+   settings.udpBufferSize = options.udp_buffer_size();
+   settings.heartbeatInterval = options.heartbeat_interval();
+   settings.sequenceGapMargin = options.sequence_gap_margin();
+   settings.gapTimeoutInMilliseconds = options.gap_timeout_in_ms();
+   
+   //
+   // Snapshot recovery options
+   settings.snapshotRecoveryOptions.snapshotRecoveryTimeoutInMilliseconds = options.snapshot_recovery_timeout_in_ms();
+   settings.snapshotRecoveryOptions.maximumNumberOfSnaphotRecoveryAttempts = options.maximum_number_of_snapshot_recovery_attempts();
+   settings.snapshotRecoveryOptions.maximumSizeOfSnapshotMessageQueue = options.maximum_size_of_snapshot_message_queue();
+   settings.snapshotRecoveryOptions.maximumSizeOfLiveMessageQueue = options.maximum_size_of_live_message_queue();   
+
+   //
+   // Misc settings   
+   if(options.processing_thread_affinity() != "" )
+      settings.processingThreadAffinity = onixs_ice::ThreadAffinity::deserialize(options.processing_thread_affinity());
+   // if(options.has_track_top_of_the_book_only()
+   //    settings.trackTopOfTheBookOnly = options.track_top_of_the_book_only();
+   if(options.has_receive_product_definitions_only())
+      settings.receiveProductDefinitionsOnly = options.receive_product_definitions_only();
+   if(options.has_max_multicast_message_block_size() && options.max_multicast_message_block_size() > 0)
+      settings.maxMulticastMessageBlockSize = options.max_multicast_message_block_size();
+   if(options.product_definition_cache_directory() != "" )
+      settings.productDefinitionCacheDirectory = options.product_definition_cache_directory();
+   
+   //
+   // return feed handler
+   try 
+   {
+      auto handler = unique_ptr<onixs_ice::Handler>(new onixs_ice::Handler(settings));
+      return handler;
+   }
+   catch (std::exception& e) {
+      LOG(md,Error,"ONIXSERROR{}", std::string(e.what()));
+      throw;
+   }
+}
+
+//
+// Create a listener for this channel and register callbacks
+unique_ptr<ICEListener> ICEMain::prepare_listener(onixs_ice::Handler& handler, const ICEChannel& 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()));
+   }
+
+   const auto& options = channel_settings_for(channel);
+   unique_ptr<ICEListener> listener(new ICEListener(_index, _producer, /*_settlement_recorder,*/ producer_channels));
+   for (auto& symbol : channel.symbols) 
+      listener->add_filter_symbol(symbol.symbol());   
+
+   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;
+}
+
+
+}}} //namespace
+
@@ -0,0 +1,51 @@
+#pragma once
+
+#include "lib/utils/bts_no_copy.h"
+#include "lib/md/coconut2.h"
+#include "ICEListener.h"
+#include "ICESecurityIndex.h"
+#include "server/sparkd/md/platforms/IMDPlatform.h"
+#include "onixs.h"
+
+#include <memory>
+#include <vector>
+#include <map>
+
+namespace bts {
+namespace md {
+namespace ice {
+
+// void run_onixs_ice_server(UserSymbol* sym, size_t symcount);
+
+struct ICEChannel;
+
+/*
+ * The ICE provider is very simple
+ * Control starts in ICEMain which gets a list of all the symbols we need and starts the onixs handlers
+ * There is a single listener for all callbacks which maps the exchange id to the MDProducerHandle and writes 
+ * the data to it.
+ */
+class ICEMain : public IMDPlatform
+{
+public:
+   ICEMain();
+   ~ICEMain();
+
+   void start(std::vector<UserSymbol>&);
+   void send_heartbeats() override;
+   
+   std::unique_ptr<onixs_ice::Handler> prepare_handler(const ICEChannel& channel);
+   std::unique_ptr<ICEListener> prepare_listener(onixs_ice::Handler& handler, const ICEChannel& channel);
+
+private:
+   BTS_NO_COPY(ICEMain);
+
+   ICESecurityIndex _index;
+   SecurityIDRecorder _recorder;
+   MDProducer _producer;
+   std::vector< std::pair<ICEChannel, std::unique_ptr<onixs_ice::Handler>> > _handlers;
+   std::vector< std::unique_ptr<ICEListener> > _listeners;
+};
+
+}}} //namespace
+
Author	SHA1	Message	Date
Pedro Pinto	f871dfe142	Merged.	2019-04-01 14:48:40 -04:00
Pedro Pinto	d44de204ee	Merge remote-tracking branch 'origin/ice_md'	2019-04-01 14:34:32 -04:00
Pedro Pinto	04beea61eb	Updated release notes.	2019-04-01 14:34:03 -04:00
Pedro Pinto	2181b92970	Merged	2019-04-01 14:25:48 -04:00
Pedro Pinto	693c730f51	Update release notes.	2019-04-01 14:24:44 -04:00
Kevin Darby	0ccba5bb0b	Merged in fix_sim (pull request #202 ) RTM: Fix ladder highlighting and aggressor marking in sim Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>	2019-04-01 18:24:09 +00:00
Pedro Pinto	3458be59d7	Merge branch 'master' of bitbucket.org:bluetradesys/spark	2019-04-01 14:17:52 -04:00
Pedro Pinto	7dc9aa0710	Uppdate release notes.	2019-04-01 14:17:02 -04:00
Pedro Pinto	88d6dd0f00	Merge remote-tracking branch 'origin/SPARK-2162-notificationservice-cleanup'	2019-04-01 14:11:34 -04:00
Eric Harding	ce4c46da04	Add some logging to spark shell shutdown sequence	2019-04-01 14:03:09 -04:00
Pedro Pinto	59c1f6a511	Updated release notes	2019-04-01 12:58:44 -04:00
Pedro Pinto	938caf9a4f	Updated release notes.	2019-04-01 12:55:51 -04:00
Pedro Pinto	df4f061b6c	Merged	2019-04-01 12:47:38 -04:00
Jake Norbut	8afee21df7	hooking up the yes/no filter to the column	2019-04-01 11:21:02 -05:00
Pedro Pinto	f34014eb25	Merged SPARK-2198 again	2019-04-01 12:11:58 -04:00
Jake Norbut	b07eec08b4	Yes No formatting in row	2019-04-01 10:36:25 -05:00
Pedro Pinto	964274f5c4	Updated release notes.	2019-04-01 10:02:45 -04:00
Pedro Pinto	c16941977c	Merge remote-tracking branch 'origin/SPARK-2189'	2019-04-01 09:55:38 -04:00
Pedro Pinto	6b19119ab2	Updated release notes	2019-04-01 09:54:11 -04:00
Pedro Pinto	ea42086e96	Merge branch 'SPARK-2198' of bitbucket.org:bluetradesys/spark	2019-04-01 09:39:05 -04:00
Pedro Pinto	292873b189	Update release notes.	2019-04-01 09:37:01 -04:00
Pedro Pinto	8545a5ef38	Merge branch 'SPARK-2150'	2019-04-01 09:30:03 -04:00
Pedro Pinto	6a52fff3d5	Updated release notes.	2019-04-01 09:28:33 -04:00
John Colvin	4ec6fafbc2	Merged in SPARK-2160-shell-windows-offscreen (pull request #195 ) RTM: SPARK-2160 shell windows come up off screen sometimes Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>	2019-04-01 13:11:20 +00:00
Pedro Pinto	b08e2c2ee6	Updated release notes.	2019-04-01 09:08:58 -04:00
Pedro Pinto	8bdd033501	Merge branch 'Documentation'	2019-04-01 09:04:51 -04:00
Taha Afzal	76466e83f0	changing hedger addiiton log from error to info	2019-03-29 17:26:36 -04:00
Kevin Darby	2540dc0510	ops notes	2019-03-29 15:20:35 -04:00
Kevin Darby	f0132c84b6	Merge branch 'master' of bitbucket.org:bluetradesys/spark into fix_sim	2019-03-29 12:57:37 -04:00
Jake Norbut	57ca9596c8	changing column name	2019-03-29 11:05:15 -05:00
Jake Norbut	bf4953f6dc	adding TradedToday column to pnl	2019-03-29 09:45:32 -05:00
Jake Norbut	c277fcd503	adding has_day_trades property	2019-03-29 09:44:55 -05:00
Jake Norbut	dff57a43dd	Adding TradedToday to Column enum	2019-03-29 09:43:53 -05:00
Jake Norbut	39c71d0c16	adding has day trades field to pnl's FilterState proto	2019-03-29 09:39:21 -05:00
Jake Norbut	009e72953c	adding SecurityType default fitler; technical_debt++	2019-03-28 15:31:56 -05:00
Jake Norbut	635163c895	hiding exch, start pnl, total net pos, and total net pnl by default	2019-03-28 15:03:54 -05:00
Jake Norbut	95e96a6afc	remove pnl rows from which there is no net pos or day pos	2019-03-28 13:52:29 -05:00
Kevin Darby	c7f0e2dd58	Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_md	2019-03-26 18:43:38 -04:00
Jake Norbut	f5e79a65a3	relocating comment after PR edit	2019-03-26 11:17:37 -05:00
Jake Norbut	c958f4bf1a	PR suggestion - making row_vm -> communication a bit more flexibile	2019-03-26 11:15:15 -05:00
Eric Harding	95939a5534	SPARK-2087 add GE to default symbol list	2019-03-25 10:22:52 -04:00
Kevin Darby	9a7164b42b	Merge branch 'ice_md' of bitbucket.org:bluetradesys/spark into ice_md	2019-03-25 10:10:04 -04:00
Kevin Darby	f347fda47f	PR details	2019-03-25 10:09:37 -04:00
Kevin Darby	d75ab3a63f	default to no ice symbols	2019-03-22 23:12:24 -04:00
Kevin Darby	b30f59227e	note to reference jetfix on the precision	2019-03-22 23:11:01 -04:00
Kevin Darby	ef60d4200a	Fix ladder highlighting and aggressor marking in sim	2019-03-22 17:56:19 -04:00
Jake Norbut	ed6f0b8bdb	Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-2150	2019-03-22 15:17:21 -05:00
Jake Norbut	766116eac4	adding confirmation to OB cancel buys and cancel sells	2019-03-22 09:33:49 -05:00
Jake Norbut	8d49de3f61	simplying boolean comparison	2019-03-21 14:31:59 -05:00
Jake Norbut	16cf4554c5	refactoring into a much simpler implementation	2019-03-21 14:24:32 -05:00
Jake Norbut	6b17efee60	Converting cancel all command to new SparkConfirmationCommandParamObserver	2019-03-21 13:44:17 -05:00
Jake Norbut	5d64213455	Adding new SparkConfirmationCommandParamObserver, which adds a confirmation func to SparkCommandParamObserver	2019-03-21 13:40:21 -05:00
John Colvin	0ef44e92aa	SPARK-2160 pr edit: refer to 'source_window_rect' for width/height params instead of window (easy way to avoid extra dp lookups)	2019-03-20 10:46:47 -05:00
Kevin Darby	ee2f76553b	tests pass	2019-03-19 17:54:37 -04:00
Kevin Darby	c1887b9786	launch.json	2019-03-19 15:28:11 -04:00
Kevin Darby	1fd5e51b9e	reenabled cme, now we can get both ice and cme	2019-03-19 15:23:40 -04:00
John Colvin	56d3a27e7f	SPARK-2162 / SPARK-2164 INotificationService - remove fake strongly typed 'link<T>' extension method	2019-03-19 13:12:04 -05:00
John Colvin	1c65b1d87a	rename generic type arg 'TPredicateBuilder' -> 'TPredicateData'	2019-03-19 13:00:25 -05:00
John Colvin	693910f093	SPARK-2162 / SPARK-2163 GridSettingsManager/VM - replace IPredicateBuilder dependency with predicate-data factory(delegate)	2019-03-19 12:58:02 -05:00
Kevin Darby	498b38ebcb	Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_md	2019-03-18 16:00:59 -04:00
John Colvin	fb91206e0f	pr edit: get window dimensions with window.ActualWidth/Height	2019-03-18 13:56:17 -05:00
John Colvin	91f4de00f8	pr edit: should not have changed while-loop to if-condition	2019-03-18 13:54:01 -05:00
John Colvin	28980f10ae	SPARK-2160 shell windows come up off screen sometimes	2019-03-18 13:41:29 -05:00
Michael Harding	04e006b812	Add new Spreader and Algo studio videos to the manual	2019-03-15 10:44:58 -04:00
Jake Norbut	5b959ca5bd	OB window command update when selected row's row vm changes	2019-03-12 14:39:25 -05:00
Kevin Darby	7ac54242e0	Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_md	2019-03-08 16:19:04 -05:00
Kevin Darby	1ebf8219c2	ice descriptions in mview	2019-03-08 16:17:53 -05:00
Kevin Darby	f0b14cb8dc	forgot to init new string fields	2019-03-08 16:10:02 -05:00
Kevin Darby	7259f81ab5	forgot to init new string fields	2019-03-08 16:03:49 -05:00
Kevin Darby	3b902b61dd	ice spreads	2019-03-08 15:55:10 -05:00
Kevin Darby	6cfef51e3d	subrepo	2019-03-07 18:12:39 -05:00
Kevin Darby	76edb94905	ticks....	2019-03-07 18:10:11 -05:00
Kevin Darby	e4bf9fc747	ice market data	2019-03-07 17:56:28 -05:00
Kevin Darby	d488ff23ba	I misunderstood how onixs wants to do the ice threading. fixed	2019-03-07 11:38:38 -05:00
Kevin Darby	6b6fd9c40a	more ice	2019-03-06 14:58:09 -05:00
Kevin Darby	f7265740e7	ICE securities, from the actual ICE	2019-03-05 18:08:20 -05:00
Kevin Darby	724da31316	adding data files	2019-02-28 17:50:46 -05:00
Kevin Darby	2ae5b50445	ice builds with .so	2019-02-28 15:01:35 -05:00
Kevin Darby	dfcf38289f	move externals up for ice .so	2019-02-28 14:44:13 -05:00
Kevin Darby	1c54b0140b	ready to test, but we need to solve a link issue	2019-02-27 16:41:38 -05:00
Kevin Darby	e034fd2623	Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_md	2019-02-26 18:23:23 -05:00
Kevin Darby	a3b8d579a1	hooked up all ice callbacks except books	2019-02-26 18:20:22 -05:00
Kevin Darby	9d2cdb702d	getting somewhere	2019-02-26 16:00:26 -05:00
Kevin Darby	d0784feddd	more ice	2019-02-25 10:34:58 -05:00
Kevin Darby	4a64e45d36	translated onixs::Handler settings to our config.	2019-02-15 18:08:26 -05:00
Kevin Darby	97f09768bb	got the boilerplate up, now just need to get the right ice handlers and options in there	2019-02-14 17:55:34 -05:00
Kevin Darby	2b4add85a2	kinda copy / pastey stuff from cme	2019-02-12 13:00:47 -05:00
Kevin Darby	4c798f6db4	initial push	2019-02-11 16:14:41 -05:00
Kevin Darby	b2e275124f	update externals with onixs ice docs	2019-02-11 13:35:14 -05:00
Kevin Darby	36e4f62a53	moved externals pointer forward to capture onixs ice addition	2019-02-11 12:38:00 -05:00