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ICE FIX Trade Handler

The OnixS directConnect: ICE FIX Trade Handler is a software component, which provide ultra-low latency to ICE FIX Order Server (FIX OS) for real-time order information.

Main features:

  • Pre-certified with ICE
  • Easy-to-use and flexible API
  • Security definitions and user-defined strategies
  • Real time order notifications
  • Order cancellation
  • Built-in SSL encryption
  • Session Maintenance (Logon Request, Logon Response, Session Level Reject, Sequence gaps fill process, Test Requests and Heartbeats)
  • Connectivity Management (detection of network failures and automated reconnect)
  • Built-in Scheduler (Session Reset every trading day during maintenance window, Logon and Logout, etc.)
  • Multiple Sessions could be supported simultaneously
  • Up-to-date ICE Trading FIX 4.2 dialect (interface specific interpretation of the FIX Protocol)
  • Based on low latency OnixS FIX Engine
  • Comprehensive Getting Started sample

OnixS ICE FIX Trade Handler

Supported Application Message Types

Request Messages

  • Security Definition Request
  • New Order — Single
  • New Order — List
  • New Order — Cross
  • Order Cancel/Replace Request
  • Order Cancel Request
  • Allocation
  • Mass Quote
  • Quote Cancel
  • Business Message Reject
  • Trader Login
  • Trader Logout

Response Messages

  • Security Definition
  • Execution Report
  • Allocation Ack
  • Quote Acknowledgment
  • Business Message Reject
  • News
  • Trader Login Response
  • Trader Logout Response
  • User Defined Strategy

Supported Order Types

  • Market
  • Fill and Kill (Immediate or Cancel)
  • Fill or Kill
  • Stop Limit
  • Stop Market (with Protection)
  • Reserve Quantity (Iceberg orders)
  • Day
  • GTC (Good 'Til Cancel)
  • GTD (Good 'Til Date)