ICE iMpact Multicast Price Feed Handler 
OnixS directConnect: ICE iMpact Multicast Price Feed Handler is a low-latency library for C++, .NET and Java designed for performance and ease of use. The Handler enables streaming the ICE Exchange UDP multicast real-time market data feed directly to the users application and trading strategy logic. Key Features include:
- ICE pre-calibrated and pre-certified
- Full support of required Direct Access User (DAU) functionality
- Low latency, high throughput
- Thread processing affinity feature for performance tuning
- Support for OS kernel bypass network stacks - SolarFlare OpenOnload®
- High-level and easy-to-use API that enables you to quickly integrate ICE market data without deep involvement in the specific protocol
- Maintaining books and states for subscribed markets and products
- Incremental Book Management
- Automatic detection and recovery from failure scenarios
- Flexible per-security filtering
- Multiple feeds are supported simultaneously
- Getting Started, Benchmark, Log Replay and Local Book Verifications samples are designed to get up and running rapidly
- Light hardware and deployment requirements
- Multithreaded architecture
- Flexible logging
| Subscription types | ICE instruments | ICE book depths |
|---|---|---|
|
|
|
Supported ICE messages
| Common messages | Messages for Full Order Depth Only (Furures/OTC) | Messages for Price Level Only |
|---|---|---|
|
|
|
ICE iMpact Multicast Market Data Feed Handler
The OnixS directConnect: ICE iMpact Multicast Market Data Feed Handler SDK solutions are implemented on multiple platforms including C ++ on Windows and Linux (RedHat, CentOS, Ubuntu, etc) , Microsoft .NET Framework, and Java.
The SDKs are available for download and include:
- Feed Handler library
- Documentation
- Sample projects (Getting Started, Benchmark, Log Replay)