OnixS ICE iMpact Multicast Price Feed Handler C++ library 8.18.0
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API Certification Results

Onix Solutions has PASSED iMpact Multicast Conformance as a Independent Software Vendor using "OnixS ICE iMpact Multicast Price Feed Handler".

SCRIPT: iMpact Multicast Feed API Conformance, Version 17.1, January 15, 2020

DATE: 16 January 2020

Onix Solutions has successfully completed all required tests and is therefore eligible to use their software for iMpact Multicast, subject to the following restrictions:

Onix Solutions should not attempt to trade any ICE Contracts other than those they have conformed to as listed below:

  • Eurodollar;
  • GCF;
  • Repo;
  • Metals;
  • IFUS Equity Indices;
  • LIFFE Swapnotes;
  • LIFFE Commodities;
  • LIFFE STIRS;
  • Liffe Indices;
  • LIFFE Three Month Euro and EONIA;
  • LIFFE Equity Derivatives;
  • Liffe Agricultural Commodities;
  • LIFFE Bonds;
  • Calendar Spreads.

Onix Solutions must prove to ICE satisfaction that "Onix Solutions ICE iMpact Multicast Price Feed Handler" is conformant to support further ICE contracts.

ICE must be notified of changes to "Onix Solutions ICE iMpact Multicast Price Feed Handler" where they may affect ICE interface and its markets.

Operation of the user software must comply with all requirements of the Independent Software Vendor Agreement as amended from time to time.

The tested functional areas from this script were the following:

  • Additional Fields;
  • Supporting Contract Symbols;
  • Market Snapshot;
  • Live Data;
  • Implied Prices;
  • System Price Legs;
  • Options;
  • Options Settlements Prices;
  • IPL;
  • Bust;
  • Bust/Adjust;
  • Off Market Trades;
  • Terminate Tunnel Connection.

The tested market data areas from this script were the following:

  • Option Top of Book (TOB);
  • Option Top 10 Price Level;
  • Top 5 Level;
  • Full Order Depth.