ICE selectively offers market participants and ISVs Application Programming Interfaces (APIs) to create custom applications and services around the ICE platform to suit specific needs, including customized algorithmic trading, risk management, data services and straight through processing
- ICE conducts conformance testing and member dress rehearsals during API development to safeguard the integrity of its marketplace
- Participants are required to use conforming software and demonstrate the highest level of technical and operational readiness for market entry
- Accordingly, ICE provides a range of services to assist in gaining software certification access to its live production environment
- Prior approval is required for development and production access to order routing and market data APIs
To get started please contact: ICE Sponsorship
APIs for Direct Access Customers and ISVs
- ICE Supports version 4.2 of the Financial Information Exchange (FIX) Protocol for Order Routing.
- ICE futures markets are supported via ICE's FIX implementation.
- All access to the exchange's Order Routing API requires prior approval.
- For an available list of certified third party applications, please visit Independent Software Vendors
Market DataThe ICE iMpact data feed is the primary API for market data dissemination. ICE supports TCP-based feeds as well as multicast data feeds.
The iMpact TCP Data Feed
- A socket-based protocol delivering real-time market data messages in a fast, lightweight, easy-to-use and platform-independent fixed format.
- No API libraries are required on the client side.
- Client-feed handlers can be written in any language.
The iMpact Multicast Data Feed
- Supports multicast of live update messages and snapshots for client startup and recovery.
- TCP can be used for obtaining product definitions and historical replays if needed.
- Multicast groups are defined based on criteria such as exchange, product and book depth.
Key benefits of multicast iMpact feeds versus TCP feeds include:
- Reduced bandwidth requirements for clients who currently have multiple TCP session.
- Lower latency.
- Price levels support where orders are aggregated for top five price levels.
- All messages are assigned a sequence number.
- Historical replay of messages.
ICE markets are supported via both the TCP and multicast versions of the ICE iMpact data feed.
Contact: Price Feed Support
ICE offers a FIX-based interface for real-time deal capture. This interface enables trading participants to receive real-time notifications for all trades executed by participants in the same firm. It also supports a request to query historical trades for a given set of markets and time windows.
Key Features of the FIX Trade Capture interface include:
- Real-time trade notifications with low latency
- One-trade report for spread deals and associated legs, eliminating the complexity of Java API logic to link deals to the original order for multiple partial executions
- Ease of reconciliation with orders sent using the ICE FIX Interface
- Multiple options to subscribe/unsubscribe for trade notifications
- Parent company users may subscribe/unsubscribe trade notifications for one or any number of its child companies
- For an available list of certified third party applications, please visit Trade Capture Vendors.
All ICE markets are supported in the FIX Trade Capture interface.
Contact: ICE FIX Support
Post Trade Processing
ICE offers a FIXML interface supporting real-time post-trade processing functionality. This bi-directional, real-time trade capture reporting process enables clearing firms to receive captured trade information for ICE Futures U.S. markets as it is recorded in the system. The interface also provides the ability for clearing firms to apply corrections and allocations against reported trades.
Contact : FIXML Support
How to Connect
ICE's production trading systems are located in Chicago (Primary) and Atlanta (Disaster Recovery). For information on connecting to ICE, please visit ICE connectivity.
Conformance testing is vital for determining whether an ISV or member-produced software application will interact correctly with ICE markets prior to accessing the live production environment.
Testing is carried out in test environments for all new applications and for major upgrades of the trading interfaces. The primary aim of the exchange is to protect the integrity of ICE markets for trading members and to provide a basic level of testing that minimizes the possibility of product failure. While the exchange offers a basic conformance test, all firms integrating to the platform are expected to thoroughly test their applications independent of the conformance process. For any conformance related queries and to book conformance slots for developed applications:
Contact: ICE Conformance