OnixS directConnect

ICE FIX Order Entry (ICE OS) Handler SDK

The OnixS directConnect: ICE FIX Order Entry Handler SDK provides 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

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ICE FIX Order Entry (ICE OS) 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)

ICE FIX Order Entry (ICE OS) Handler SDK

The OnixS directConnect: ICE FIX Order Entry Handler SDK includes:

OnixS FIX Engine library
ICE venue specific FIX Dictionary dialect variant
Documentation
Fast-start reference implementation source code sample client application