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CBOE Streaming Market (CSM)CBOE

OnixS directConnect: CBOE Streaming Market (CSM) Data Handler is a C++/Java/.NET library that provides ultra-low latency access to CBOE Streaming Market (CSM) Data via multicast UDP interfaces.

Key Features

  • Low latency, high throughput.
  • High-level and easy-to-use API that enable quick integration of CBOE Streaming Market (CSM) Data without deep involvement in the specific protocols.
  • Order Books building.
  • Automatic detection and recovery from failure scenarios.
  • Highly configurable logging.
  • Getting Started, Benchmark and Log Replay samples designed to get up and running rapidly.
  • Light hardware and deployment requirements.
  • Full support of all the messages types.

CBOE Streaming Market (CSM) Data Feed Handler by OnixS

Supported Message Types

OnixS CBOE Streaming Market (CSM) Data Handler supports the following message types:

CSM Market DataStreaming Current Market:

  • Security Definition
  • Current Market Refresh
  • Current Market Update
  • Ticker
  • EOP (Expected Opening Price and Size)

CSM Level 2 Book Depth Market Data:

  • Security Definition
  • Snapshot Full Refresh
  • Incremental Refresh
  • Security Status