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ICE Trade Capture

The OnixS directConnect: ICE FIX Trade Capture handler provides easy and reliable access to ICE's FIX Protocol based Trade Capture Gateway for real-time deal capture and historical trades.

Main features:

  • Pre-certified with ICE
  • Easy-to-use and flexible API
  • Security definitions
  • Real time trade notifications
  • Historical trades
  • 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 Trade Capture FIX 4.4 dialect (interface specific interpretation of the FIX Protocol)
  • Based on low latency OnixS FIX Engine
  • Comprehensive Getting Started sample
  • Available in .NET/C#, C++ and Java

OnixS ICE FIX Trade Capture Solution

Supported Application Message Types

News Messages

Request Messages

Response Messages