Versions Compared

Key

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

Table of Contents

...

  1. Unpack new version of ICE Trade Capture solution to the separate folder;
  2. Take the details from you current installation and adjust the configuration following the step 3 from ICE Trade Capture FAQ # How to deploy the package and make it work;
  3. In case several ICE Handler components should be used to connect to multiple ICE Trade Capture feeds:
    1. Create copies of the ICE Handler from the new package (libICEHandler-gcc44-MD-x64.so in Linux package and ICEHandler-vc10-MD-x64.dll in Windows package), give them names according to your specifics and put to the /bin folder;
    2. Adjust configuration accordingly;
  4. Copy your FIXEdge license into the license file path;
  5. Stop your current FIXEdge instance;
  6. Stop your current FIXICC-agent instance;
  7. Uninstall your current FIXEdge and FIXICC Agent instances (means deregister these services from the system):
    1. For Windows: run FIXEdge1.uninstall.cmd from /bin directory and uninstallService.FIXEdge1.bat from fixicc-agent\bat directory
    2. For Linux: run uninstallDaemon.sh from fixicc-agent\bat directory
  8. Remove all the files except servers.xml from FIXICC's working dir .fixicc/dev normally placed in C:\Users\%USER%\AppData\Roaming directory;
  9. Upgrade the Database scheme with the new one provided in the package in DB_script directory;
  10. Execute 'MSSQL_ICETrdCapt.sql', 'MSSQL_ICESecDef.sql', and 'MSSQL_ICEStrategies.sql' scripts against the database to create or upgrade stored procedures (adjust change the database name if necessary
  11. Install new FIXEdge and FIXICC Agent instances (means register these services in the system):
    1. For Windows: run FIXEdge1.install.cmd from /bin directory and installService.FIXEdge1.bat from fixicc-agent\bat directory
    2. For Linux: run installDaemon.sh from fixicc-agent\bat directory
  12. Start the new FIXICC-agent instance;
  13. Start FIXEdge via FIX Integrated Control Center (FIXICC)

...

  1. Upgrade FIXEdge:
    1. For Windows version:
      Replace* all the files in <bin> directory with new binaries from the package;
    2. For Linux version:
      Replace* files in  <bin> directory with new binaries from the package - all except *.sh files;

      Note
      In case you have several ICE Handlers in <bin> directory, update all of them. To do that you need to create copies of the ICE Handler from the new package, give them names according to your specifics and replace your current binaries with new ones.
  2. Upgrade FIXICC:
    1. Replace* the whole <fixicc-agent> directory with new one from the package;
    2. Replace* the whole <fixicc> directory with new one from the package;

    Note

    "Replace" in this context means that files should be deleted from the current FIXEdge directory and new files from the package should be added there. This clarification is made in order to avoid the situation when two (or more) same libraries with different versions appear in the directory as it may cause issues.

  3. Replace <jre> directory with new one from the package;
  4. Update all the files in the FIXEdge /conf directory with files from the new package except the following ones which should be preserved from your current installation:
    1. FIXEdge.properties
    2. ICEProperties.properties
    3. BL_Config.xml
  5. Update database stored procedures, using 'MSSQL_ICETrdCapt.sql', 'MSSQL_ICESecDef.sql', and 'MSSQL_ICEStrategies.sql' scripts (adjust change the database name if necessary
  6. Start the FIXICC-agent instance;
  7. Start the FIXEdge via FIX Integrated Control Center (FIXICC)

...

  • New interface of Security Definition (35=d) messages has been fully supported and enabled by default;
  • SQL Stored Procedures are used instead of JavaScripts for data processing and saving to DB. The performance of Security Definition (35=d) message processing is increased;
  • Defined Strategy (35=UDS) messages has been fully supported and enabled by default;
  • Subscribed to security definitions and UDS real-time published over the session has been added.

This section contains a list of changes that need to be made to update the ICE Trade Capture Solution configuration. The upgrade process is similar to the process described in this section Upgrade of the existing ICE Trade Capture setup. But, no migration of existing data from the current database to the new upgraded database takes place (means new clean Database from the package to be setup).

ICE Trade Capture configuration update (instead of Upgrade of the existing ICE Trade Capture setup, step 4)

Update all the files in the FIXEdge /conf directory with files from the new package except the following ones which should be preserved from your current installation:

  1. engine.properties
  2. FIXEdge.properties
  3. ICEProperties.properties
  4. BL_Config.xml

Adjust ICE Trade Capture configuration (typically located here ‘C:/B2BITS/FIXEdge/FIXEdge1/conf/’). Make a backup copy of your current configuration before. 

...

  • Update the FIXEdge.properties file
      • Update the Version parameter for ICESession as further described:
        • FixLayer.FixEngine.Session.ICESession.Version = FIX44ICETC;
      • Add the AsyncProcessing and QueueSizeLimit parameters for ICESession as further described:
        • FixLayer.FixEngine.Session.ICESession.AsyncProcessing = true;
        • FixLayer.FixEngine.Session.ICESession.AsyncProcessing.QueueSizeLimit = -1
      • Remove ICEProxySender and ICEProxyReceiver sessions (if specified)
        • Exclude them from the FixLayer.FixEngine.Sessions parameter value list
        • Remove the description of the sessions. Remove all settings, starting with
          • FixLayer.FixEngine.Session.ICEProxySender.
          • FixLayer.FixEngine.Session.ICEProxyReceiver.
      • Add the Username and Password parameters for ICESession as further described:
        • FixLayer.FixEngine.Session.ICESession.Username = <ICEUserName>
        • FixLayer.FixEngine.Session.ICESession.Password = <ICEUserPassword>
Info

See Configuring FIX Sessionsalso

...

  • Update the ICEProperties.properties file for UDS messages handling (if you want to receive UDS messages)
      • Add Define Strategy subscriptions to the necessary markets using provided examples in the "Security Definition Subscriptions" section:
        • Add a security definition subscription name to the list in the ICESession.UDSSubscriptions property
        • Specify SecurityID  for added defined strategy subscription as described in the instruction below:
          • ICESession.UDSSubscriptions.<Subscription_Name>.SecurityID = ice_market_type_i
Warning

Parameter values SecurityDefinitionSubscriptions and UDSSubscriptions must be unique. Names of subscriptions should not be the same for receiving Security Definition response (35=d) and Defined Strategies (35=UDS) messages.

Info

See Defined Strategies Subscriptions also

...

      • Remove Routing Rules descriptions for ICESession:
        • «forward to loopback»
        • «ICEProxySender»
        • «Save ICE Trade Capture Reports»
        • «Save ICE Security Definitions»
      • Add "Register messages in ICEHandler" rule descriptions as further described

        Code Block
        languagexml
        titleBL_Config.xml
              <Rule Description="Register messages in ICEHandler" >
                          <Source Name=".*ICESession"/>
                          <Condition>
                                      <EqualField Field="35">
                                                  <Val>d</Val>
                                                  <Val>AE</Val>
                                                  <Val>UDS</Val>
                                      </EqualField>
                          </Condition>
                          <Action>
                                      <HandlerAction Name="ICEHandler"/>
                          </Action>
              </Rule>
      • Add "Save ICE Trade Capture Report data and register trade in ICEHandler" rule descriptions as further described

        Code Block
        languagexml
        titleBL_Config.xml
              <Rule Description="Save ICE Trade Capture Report data and register trade in ICEHandler">
                          <Source Name=".*ICESession" />
                          <Condition>
                                      <EqualField Field="35" Value="AE" />
                          </Condition>
                          <Action>
                                      <HandlerAction Name="FMXMLHandler" EntryIndex="true" />
                                      <SaveToHistory Name="ICEReports" />
                          </Action>
              </Rule>
      • Add "Save ICE Security Definition data and register secdef in ICEHandler" rule descriptions as further described

        Code Block
        languagexml
        titleBL_Config.xml
         	<Rule Description="Save ICE Security Definition data and register secdef in ICEHandler">
                     	    <Source Name=".*ICESession" />
                            <Condition>
                                      <EqualField Field="35" Value="d" />
                            </Condition>
                            <Action>
                                      <HandlerAction Name="FMXMLHandler" EntryIndex="true" />
                                      <SaveToHistory Name="ICESecurityDefinitions" />
                            </Action>
                </Rule>
      • Add "Save ICE UDS data" rule descriptions as further described

        Code Block
        languagexml
        titleBL_Config.xml
            	<Rule Description="Save ICE UDS data">       
        		    <Source Name=".*ICESession" />
                            <Condition>
                                      <EqualField Field="35" Value="UDS" />
                            </Condition>
                            <Action>
                                       <HandlerAction Name="FMXMLHandler" EntryIndex="true" />
                                       <SaveToHistory Name="ICEDefinedStrategy" />
                            </Action>
                </Rule>

...