The OnixS directConnect: ICE FIX Trade Capture Handler SDK provides easy and reliable access to ICE's FIX Protocol based ICE FIX Trade Capture (TC) interface for real-time deal capture. This interface enables trading participants to receive real-time notifications for all trades executed by participants in the same firm. It also supports a request to query historical trades for a given set of markets and time windows.

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

• News

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