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What is the ICE session schedule and how to setup it in ICE Trade Capture Solution
According to the ICE ICE Trade Capture specification, all FIX sessions will be reset by the ICE FIX host after every 24 hours, i.e. at the beginning of the next trading day (during maintenance window between 6:30 PM to 7:30 PM EST/EDT).
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FIXICC.Schedules = true
Schedules.ICEFIXSchedule.StartTime = 0 30 19 * * *
Schedules.ICEFIXSchedule.TerminateTime = 0 30 18 * * *
Schedules.ICEFIXSchedule.TimeZone = EST
FixLayer.FixEngine.Session.ICESession.Schedule = ICEFIXSchedule |
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