The B2BITS direct access offering for ICE Exchange includes the
software with low latency market data handler, order entry and
trade capture via FIX. Customers can use this software to quickly
become a direct access user at ICE and trade in a single digit
microsecond range.

ICE iMpact Handler
EPAM B2BITS ICE iMpact Handler is a C++ library that helps feed
ICE market data directly into the user's algo-trading application.
The library is intended to work in an ICE Exchange co-location
environment with direct access to UDP Multicast and has the
following features:
- Listens to TOP5, TOB and Full Order Depth channels of the ICE
UDP iMpact Multicast interface
- Supports Direct Access User (DAU) required functionality of the
ICE Exchange
- Supports all ICE instrument types including Futures, Cracks and
Intermarket Spreads, Options, UDS
- BBO conflation
- Per-instrument subscriptions as well as 'ticker-plant' mode for
all-instrument subscription
- Built-in price book
- Low-latency design optimized for modern multi-core
processors
- Ready for use with OS kernel bypass NIC cards: Solarflare™
OpenOnload and Myricom DBL™
- 400 ns mean latency from network socket read to user
callback
- 6 microsecond wire-to-wire tick-to-trade latency when used
together with B2BITS
FIX Antenna® to support the order entry session
- Windows and Linux OS supported
Installation Package Includes:
- EPAM B2BITS ICE iMpact Handler C++ library
- Getting started console application with simple instrument
subscription
- Sample
GUI Trading Terminal with market data and order blotter
- Low latency trading application example (requires FIX
Antenna® library)
- Tick2trade test harness using PCAP input
- UDP tools for data capture and replay at different speeds
- Utility to produce the audit trail output according to ICE
Futures U.S. Electronic Audit Trail Requirements
- FIX Antenna® package is ordered separately
ICE Order Entry
FIX Antenna® library
provides a low-latency FIX order entry interface allowing direct
connection to ICE FIX Order
Entry and has the following features:
- Connects and maintains connection to the ICE FIX Order Entry
Interface via TCP/IP
- Fully supports ICE FIX Order Entry Interface workflow
- Supports ICE FIX 4.2. dictionary
- Supplied as a library (.dll/.so) with a user-friendly and
intuitive ANSI C++ / .NET / Java public interface or as a standalone
application
- High
performance/Low latency: in C++ implementation deliveries
over 350,000 messages per second on a single CPU and adds up to 0.7
microseconds' latency on 10 Gbps network without persistence and 1
microseconds' latency with persistence.
- Equipped with rich, UI simplifying configuration and
maintenance, as well as allowing monitoring session statuses and
parameters in real time on desktop app or web browser.
ICE Trade Capture
FIX Trade Capture solution
(FIXTCap) is designed to receive trade notifications and
supports all ICE Trade
Capture specifics to simplify the process of capturing
trades.
- Fully automated process of capturing trades with all
connectivity specifics completely encapsulated and hidden from the
client
- Subscription mechanism used in the Trade Capture solution is
equipped with all filters defined by ICE Trade Capture to make
trade capturing process as flexible as possible
- Supports a request for historical trades for a given set of
markets and time windows
- Recovery tool to prevent trade loss in case of failure
- FIXEdge features inheritance, allowing seamless
integration with the internal client's systems via ODBC, TIB, MQ,
JMS and other middleware.
ICE Private Order Feed
FIX Antenna® library
provides a low-latency FIX interface, allowing direct connection to
the ICE FIX Private Order Feed (POF) and has the following
features:
- Connects and maintains connection to the ICE FIX POF Interface
via TCP/IP
- Fully supports the ICE FIX POF Interface workflow features
including:
- Models available for both trading and clearing firms
- Notifications of all order actions and events
- Order cancellation and mass cancellation<
- Security definitions and RFQ messages
- Ability to historically retrieve data from an active trading
session
- Supports ICE FIX 4.2. dictionary
- Supplied as a library (.dll/.so) with a user-friendly and
intuitive ANSI C++ / .NET / Java public interface or as
a standalone application
- High
performance/Low latency
- Equipped with rich, UI simplifying configuration and
maintenance, as well as allowing monitoring session statuses
and parameters in real time on desktop app or web browser.