ICE Trade Capture

Customer

The customer is a privately held financial institution providing Energy Trading Risk Management and Compliance solution, which is marketed to energy derivative market participants in the US.

Challenge

The customer needed a web trade capture module, integrated with ICE (Intercontinental Exchange) using appropriate FIX protocol (ICE-FIX). Module should support capturing of various asset classes groups. Module should be integrated with legacy Risk Management solution.

Newly developed solution should be continuously monitoring ICE for user-executed trades and downloading trade information to a relational database. Module should provide real-time logging, ability to tweak monitoring and connection settings through various parameters.

Solution

OB&T team of Software Engineers and QA’s developed, tested and fine-tuned a newly created web-based module with the use of custom FIX protocol of ICE. Trade capture module was able to be functioning in a service mode as well.

Results

OB&T provided full-cycle development services to the client: from mockups design and application architecture/logic implementation to performing testing, integrations and certification activities. Web module was successfully delivered and utilised within the customer legacy solution.

Technologies & Tools

Technologies & Tools: .NET Framework 4, ASP.NET, MS SQL Server 2008, Oracle 10i
Programming Languages: C#, HTML5, SQL
Frameworks & Protocols: FIX 4.4 (ICE-FIX), QuickFIX/n, HTTP/HTTPS
Integrations: ICE (Intercontinental Exchange)
Asset Classed: Futures, Futures Spreads, Options