22 March 2018

Solutions for ICE Direct Access are updated with support of Security Definition and Post Trade Allocation messages

B2BITS, EPAM Systems company is pleased to announce the latest updates of solutions for ICE Direct Access.

ICE Trade Capture Updates

ICE is planning to deprecate an old interface of Security Definition (35=d) message in Q1/Q2 of 2018 introducing a new one (ICE Trade Capture (FIX) Technical Specification). In response to this change the support for a new Security Definition message has been implemented in our ICE Trade Capture solution. Also the ICE Trade Capture configuration has been extended to support all the recently added fields (including MiFID II fields) of Trade Capture Report (35=AE) and Security Definition (35=d) messages.

Please refer to ICE Trade Capture Upgrade instruction for your convenience. Feel free to contact our support team in case of any questions.

Support of Post Trade Allocations

The Post Trade Allocations feature was brought with the latest ICE FIX API release to facilitate the allocation of accepted/claimed by take-up participant or its clearer via FIX API. The feature is now supported in ICE FIX Private Order Feed Drop Copy Solution and ICE FIX Trade Capture Solution allowing clients to capture real-time allocation reports with low latency.

New releases are available to download from our Client's space.

For additional information contact sales@btobits.com.

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