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Configuration File

Description

BL_Config.xml

Is used to specify the following:

rules for processing incoming FIX messages (including those which call java scripts storing data to database)

Code Block

language	xml
collapse	true

..........
 <Rule Description="Rule to notify java script creating Historic Request about established ICE POF FIX session">
      <Source>
        <FixSession SenderCompID=".*" TargetCompID=".*" /> 
      </Source>
      <Condition>
        <EqualField Field="35" Value="C" />
  <!-- PLACE YOUR SENDER COMP ID HERE -->
 	 <MatchMessage Value=".*147=\[NOTE\] SenderCompID:TargetCompIDSENDER_COMP_ID:ICE Established.*"/>
      </Condition>
      <Action>
    <Script Language="JavaScript" FileName="../FixEdge1FIXEdge1/conf/ICEPofHistoryReq.js"/>  
      </Action>
     </Rule>
      <Rule Description="Save ICE POF Execution Reports">
          <Source Name="ICEPOF.*" />
       <Condition>
         <EqualField Field="35" Value="8" />
       </Condition>
       <Action>
         <Script Language="JavaScript" FileName="../FixEdge1FIXEdge1/conf/ICEPofExecRpt.js" />
       </Action>
     </Rule> 
..........

description of DB tables to store data to (if applicable)

Code Block

language	xml
collapse	true

..........
<History Name="Sent_Messages_ICE_POF"
             StorageType="ODBC"
             MaxNumberOfRecords="15000"
             TableName="Sent_Messages_ICE_POF"
             ColumnSize="256"
             ConnectionString="DSN=ICE_TradesPOF;UID=ice_pof_admin;Pwd=temp_pass;">
      <KeyField ColumnName="ExecID" ColumnSize="128">17</KeyField>
      <KeyField ColumnName="Symbol" ColumnSize="128">55</KeyField>
      <KeyField ColumnName="Side" ColumnSize="128">54</KeyField>
      <KeyField ColumnName="SourceFeed" ColumnSize="128">9009</KeyField>
      <Field ColumnName="SendingTime" ColumnSize="128">52</Field>
    </History>
..........

additional_icepof.xml

Defines custom tags for ICE POF API messages

FIXEdge.properties

Is usedto specify FIX Session details

Host = **** as supplied by ICE ****
Port = **** as supplied by ICE ****
Encryption required : No
FIX Version: 4.2
Role: Initiator
SenderCompID = **** as supplied by ICE ****
SenderSubID = 1
TargetCompID = **** as supplied by ICE ****
Heartbeat Interval = 60 (recommended; value of '0' will lead to connection drops)
Reconnect Interval = 15000 (recommended)

Logon = custom logon message, see example below:

Custom ICE POF Logon

Code Block

language	xml

8=FIX.4.2_9=65_35=A_49=Sender_50=1_56=ICE_34=1_52=99990909-17:17:17_98=0_108=30_9001=1_9007=1_553=username_96=password_10=140_

Note, value of SenderSubID (50) is not supplied by ICE. User can choose any value as long as it complies with datatype of this tag.
Values for the following tags are expected to be supplied by ICE and to be specified in custom Logon:

UserType (9001) - either '1' (Trading Firm) or '2' (Clearing Firm Company)
Username (553)
Password (96)

ICEPofHistoryReq.js

Java script for generation of Historic Request (MsgType = 'UHR'). By default, request asks for order events starting from today's midnight.

ICEPofExecRpt.js

Java script used to push ICE Execution report (MsgType = '8') messages to database.
Is a part of business rules for messages processing which are defined in BL_Сonfig.xml

SQL script

Used to create database tables

Versions Compared

Old Version 35

New Version 36

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