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
Supported Application Message Types
News Messages
Request Messages
- Security Definition Request
- Trade Capture Report Request
- User Company Request
Response Messages
- Security Definition
- Trade Capture Report Request Ack
- Trade Capture Report
- User Defined Strategy
- User Company Response
ICE FIX Trade Capture Handler SDKs
The OnixS directConnect: ICE FIX Trade Capture solutions are implemented on multiple platforms including C++ on Linux (RedHat, CentOS, Ubuntu, etc.) and Windows, Microsoft .NET Framework, and Java.
The ICE Trade Capture SDKs are available for download and includes:
- Handler library
- Documentation
- Getting Started sample project