OnixS ICE iMpact Multicast Price Feed Handler C++ library  3.12.1
API documentation
Conformance Testing

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 6.0, February 26, 2014

DATE: 2 October 2014

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:

  1. Eurodollar
  2. GCF
  3. Repo
  4. Metals
  5. IFUS Equity Indices
  6. LIFFE Swapnotes
  7. LIFFE Commodities
  8. LIFFE STIRS
  9. Liffe Indices
  10. LIFFE Three Month Euro and EONIA
  11. LIFFE Equity Derivatives
  12. Liffe Agricultural Commodities
  13. LIFFE Bonds
  14. 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:

  1. Additional Fields
  2. Supporting Contract Symbols
  3. Market Snapshot
  4. Live Data
  5. Implied Prices
  6. System Price Legs
  7. Options
  8. Options Settlements Prices
  9. IPL
  10. Bust
  11. Bust/Adjust
  12. Off Market Trades
  13. Terminate Tunnel Connection

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

  1. Option Top of Book (TOB)
  2. Option Top 10 Price Level
  3. Top 5 Level
  4. Full Order Depth

Conformance Script Questions

Have you coded to the ICE Multicast Feed Message Spec (Section 2.2)?
Yes.

Can you handle dynamic LegBodyLength?
Yes.