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According to ICE Trade Capture specification, all FIX sessions in Production 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).
As for Test environment, ICE has daily maintenance times at 6:05 PM to 6:55 PM EST/EDT except Wednesday when there is an additional maintenance between 1 PM to 3 PM EST/EDT.
The schedule can be setup in ICE Trade Capture Solution by means of FIXEdge Scheduler properties or via FIXICC Scheduler functionality.
Below is the example
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on how
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the ICE schedule
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for Production environment can be setup (applicable to FIXEdge 6.0 and higher):
Code Block language bash title Snippet from FIXEdge.properties linenumbers true FIXICC.Schedules = true # Schedule for PROD ICE environment Schedules.ICEFIXSchedule.StartTime = 0 30 19 * * * Schedules.ICEFIXSchedule.TerminateTime = 0 30 18 * * * Schedules.ICEFIXSchedule.TimeZone =
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EST5EDT FixLayer.FixEngine.Session.ICESession.Schedule = ICEFIXSchedule
Below is the example on how the ICE schedule for Test environment can be setup (applicable to FIXEdge 6.0 and higher):
Code Block language bash title Snippet from FIXEdge.properties linenumbers true FIXICC.Schedules = true # Schedule for TEST ICE environment Schedules.ICEFIXSchedule.StartTime = 0 55 18 * * *; 0 0 15 * * 4 Schedules.ICEFIXSchedule.TerminateTime = 0 5 18 * * *; 0 0 13 * * 4 Schedules.ICEFIXSchedule.TimeZone = EST5EDT FixLayer.FixEngine.Session.ICESession.Schedule = ICEFIXSchedule
How to make a new field from ICE Trade Capture FIX interface stored in the database
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