Versions Compared

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.

Table of Contents

Is B2BITS ICE Trade Capture Solution certified by ICE

...

  1. Install FIXEdge using these instructions: https://kb.b2bits.com/display/B2BITS/FIXEdge+Installation+Guide

  2. Create a database for ICE trades storing:
    1. Create a database itself. ‘ICE_Trades’ is suggested as the default name.

      Note
      Make sure that the parameter Server authentication of the SQL Server Database Engine is set to SQL Server and Windows Authentication mode.
      Change it, if necessary. For more information please refer to SQL Server technical manual.
    2. Create database tables using the ‘ICE_database.sql’ script – adjust it if necessary (database name, user, etc)
    3. Add ODBC data source for the database on the server with installed FIXEdge

  3. Adjust FIXEdge configuration (typically located here ‘C:/B2BITS/FIXEdge/FIXEdge1/conf/’)
    1. ICE Handler property file (ICEProperties.properties)
      1.  Specify SenderCompID for:
        1.  The ICESession property so that its final format is: SenderCompID[SOH]TargetCompID
        2. The ICESession.SenderCompID property
      2. Add security definitions subscriptions to the necessary markets using provided examples in the "Security Definition Subscriptions" section: 
        1. Add a security definition subscription name to the list in the ICESession.SecurityDefinitionSubscriptions property
        2. Specify SecurityID and CFICode for added security definition subscription as described in the property file comments or in the instruction below
        Codes of ICE markets can be found at: https://www.theice.com/publicdocs/technology/Supported_Market_Types_on_ICE_API.pdf
      3. Specify an appropriate value of the ICESession.SecurityDefinitionSubscriptions.RequestMode property 
        1. If you wish to receive SecurityDefinitions from p.ii only once a day, set ICESession.SecurityDefinitionSubscriptions.RequestMode = OnceADay
        2. If you wish to receive SecurityDefinitions from p.ii at each logon, set ICESession.SecurityDefinitionSubscriptions.RequestMode = EachLogon
      4. Specify a correct path in the ICESession.StorageFileName property.
    2. Make changes to the ‘FIXEdge.properties’ configuration file:
      1. For ‘ICESession’ specify SenderCompID, your ICE Username and Password. By default the parameters are filled with dummy values / not filled
    3. ‘BL_Config.xml’
      1. Make sure that all <History> entities point to the correct DSN, also adjust username and password if they are wrong
      2. Specify correct SenderCompID in the rule "Launch ICE Handler" at the line: <MatchMessage Value=".*PLACE YOUR SENDER COMP ID HERE.*" />
        E.g., if your SenderCompID is 1234, the rule will look like: <MatchMessage Value=".*1234.*" />

  4. Start FIXEdge via FIX Integrated Control Center (FIXICC)

...