Federal Agencies have no jurisdiction to order State agencies what to do. ICE, being a Federal Agency, can not order ANY state authorities what to do, the best they can do is make a request and any request can be responded to with a Yes or No answer as it is State Government's choice whether to spend money helping the Federal government.

If the Federal Government could order that your state MUST hold all undocumented immigrants than the Federal Government could order that your state MUST hold all people arrested with marijuana, or for jaywalking, or for speeding(since all speeding tickets can actually be classified as reckless endangerment and could be processed as a felony, just like Marijuana)

The moment the Federal Government can order your state government what laws to enforce is the moment we've lost what it even means to be a State. We'd be entering a new dangerous territory where the Federal Government controls the country.