Recently divorced detective Zhang Zili is assigned to the case; his investigation leads him to Liu Fayin, a coal truck driver.

The police track Liu and his brother to a beauty salon, but they botch the operation, resulting in the deaths of several policemen and the suspects, with Zhang himself being shot, effectively killing the case.

Encountering his former partner Xiao Wang on a stakeout, Zhang is told that two similar murders have occurred since the first - with both victims found wearing ice skates, and were romantically linked to Liang's widow Wu Zhizhen, a dry cleaners worker.

Zhang discovers a registration plate number Wang had supposedly written down, leading to him boarding a bus, before noticing the skate-slinging truck driver following him.

Forensics policemen approach Wu, wanting to test the ashes of the first murder victim; she claims that she has scattered them in the river.

Wu is arrested the following day, where she reveals the truth - she had been unable to pay back the coat's owner and was thus blackmailed into a sexual relationship.

[6] Liao Fan gained 44 pounds of weight to play the film's protagonist of an alcoholic and suspended police officer.

In an interview he explained, "Coal and ice both belong to the realm of reality, but fireworks in daylight is something fantastic; they are the two sides of the same coin."

The English name refers to the two visual clues in the film: coal as "where the body parts were found" and ice as "where the murder was committed".

[8] He further explained, "when the two are combined, the reality of this murder is constructed ... while daytime fireworks is a fantasy, it is what we use to coat ourselves from the cruel side of this real world."