We explore the local volume of the Milky Way via chemical and kinematical measurements from high quality astrometric and spectroscopic data recently released by the Gaia, APOGEE and GALAH programs. We chemically select $1137$ stars up to $2.5$~kpc of the Sun and $rm{[Fe/H]} le -1.0$~dex, and find evidence of statistically significant substructures. Clustering analysis in velocity space classifies $163$ objects into eight kinematical groups, whose origin is further investigated with high resolution N-body numerical simulations of single merging events. The two retrograde groups appear associated with Gaia-Sausage-Enceladus, while the slightly prograde group could be connected to GSE or possibly Wukong. We find evidence of a new 44-member-strong prograde stream we name Icarus; to our knowledge, Icarus is the fast-rotating stream closest to the Galactic disk to date ($langle Z_{rm max} rangle lesssim 0.5$~kpc, $langle V+V_{rm{LSR}}rangle simeq 231~rm{km~s^{-1}}$). Its peculiar chemical ($langle rm{[Fe/H]}rangle simeq -1.45$, $langle rm{[Mg/Fe]}rangle simeq -0.02$) and dynamical (mean eccentricity $simeq 0.11$) properties are consistent with the accretion of debris from a dwarf galaxy progenitor with a stellar mass of $sim 10^9 M_sun$ on an initial prograde low-inclination orbit, $sim 10^circ$. The remaining prograde groups are either streams previously released by the same progenitor of Icarus (or Nyx), or remnants from different satellites accreted on initial orbits at higher inclination.
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