September 1 , 2009  

Mandatory ICE Java API Trade Capture Customer Migration to ICE FIX Trade Capture

OVERVIEW

The Intercontinental Exchange would like to formally announce the decommission of the ICE Java API for Trade Capture, for ALL supported exchange markets on November 2, 2009.  The replacement technology for the Java Trade Capture API will be the exchange�s FIX Trade Capture (TC) implementation.  The FIX TC implementation supports v4.4 of the Financial Information Exchange (FIX) protocol (www.fixprotocol.org).  The migration of all firms to the ICE FIX Interface is a strategy that will facilitate a more streamlined, focused, and overall improvement to the exchange�s API development, testing, conformance, and customer support efforts. 

Any firm that currently uses a 3rd party software vendor for your Trade Capture System is highly encouraged to follow up with your vendor to insure that progress is being made towards this mandatory migration effort. 

The list of software vendors who have conformed to the ICE FIX Trade Capture interface can be found at https://www.theice.com/tc_vendors.jhtml.

FIX Trade Capture

ICE Supports version 4.4 of the Financial Information Exchange Protocol for trade capture.  It has been live in production since the middle of Q2 2008.  Currently there are 15 firms, many of which are the exchange�s higher volume trading firms that use the FIX Trade Capture implementation in the ICE production environment.  There are also several 3^rd party software firms that are developing to the interface. 

A copy of the latest copy of the ICE FIX Trade Capture Specification is attached to this email.  If you have further questions about it please log a case on the Integrate ticketing system (www.theice.com/integrate).

Key Benefits over the Java API based Trade Capture

-         Industry standard FIX interface

-         No more client side distribution of software

-         Real-time trade notifications with low latency

-         One Trade report for spread deals and their associated legs that eliminates the complexity of the current java API logic to link deals to the original order when there are 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 can subscribe/unsubscribe trade notifications for one or any number of its child companies

ICE API COMPARISONS

FREQUENTLY ASKED QUESTIONS

1.  I use the Java Trade Capture API to capture my company trades.  Does this migration apply to me?

Yes.

2.  What products do you support in your FIX Trade Capture implementation? 

All ICE Futures US, ICE Futures Europe, ICE Futures Canada, ECX, CCFE, NGX, and all of our OTC Cleared and bilateral contracts.  We also support all futures and bilateral options contracts.

3.  Will I need to re-conform my application when I migrate?

Yes.  You should contact [email protected] for conformance related questions.

4.  Who do I contact for support related questions?

The ICE Integrate (www.theice.com/integrate) Ticketing system is where all development and production support issues should be logged.  If you do not have a login to this system, you can email us at [email protected] to request a login id to the ticketing system.   More information about the Integrate Ticketing System is at the bottom of this email.

5.  Do you have test environments available for testing for FIX Trade Capture?

Yes, the same test environments used for the Java Trade Capture API (API test) is also available for use with the FIX Trade Capture Interface.

6.  What will happen if I am not migrated by the November 2, 2009 deadline?

You are highly encouraged to meet the cutover deadline!!  The servers that currently support the Java Trade Capture Interface will no longer be available in the ICE production environment past the deadline.  Firms that are unable to complete the migration prior to the deadline will need to revert to use of the Deal reports on the ICE webpage that are accessible to traders.

7.  Will I need new logins for FIX Trade Capture?

No.  However, it is necessary to configure a session on the exchange�s FIX Engine for trade capture account(s).  Please use the Integrate ticketing system to request that a session be created for your FIX Trade Capture session.  If you do not have a login to the Integrate ticketing system at www.theice.com/integrate, please email [email protected] to request a login.

8.  What will be my connectivity options?

Information on the ICE Connectivity Options and Connectivity Models can be found at: https://www.theice.com/connect.jhtml .

9.  Does the exchange provide a sample client for the FIX Trade Capture implementation?

No. 

10.  Can the exchange recommend a FIX engine to use?

We do not endorse any specific FIX Engine vendors.  A list of several FIX Engine providers can be found at http://www.fixprotocol.org/products/.  Additionally, there is an open source FIX Engine that is not listed on the FIX Protocol website that can be considered for use.  Information about this product can be found at http://www.quickfixengine.org/.

Reporting and Tracking Issues

First point of contact for any production environment issues. If necessary, issues will be escalated to the API Development Support Team.

• All support requests must be submitted via our support web portal at www.theice.com/integrate. When you log a ticket within Integrate it is routed directly to the respective Support Team(s) based on the ticket classification improving response times to your inquiries and issue resolution.
• You are required to have a user ID and password for submission via this web portal. In order to obtain an ID, please send an email to [email protected] requesting an ID and password. We strongly recommend that all clients establish an ICE Support Email alias on your side that we can link the login ID. This will help to insure that all members of your team are aware of issues that are being reported and resolved.

Thank you for your cooperation in supporting ICE's efforts to improve our ability to better serve our customers' support needs.

Contacts

Help & Technical Support

The ICE helpdesk is the first point of contact for any production environment issues. If necessary, issues will be escalated to the API Development Support Team.

• ICE Helpdesk
  (770)738-2101
  [email protected]
  5:30pm EST Sunday -
  6:30pm EST Friday
  (24 hours per day)

Development Support

Please include as much detail as possible when submitting problem descriptions.  All issues should be submitted using the Integrate ticketing system found at www.theice.com\integrate.