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CME Drop Copy Handler

The OnixS directConnect: CME FIX iLink Drop Copy solution supports the CME Drop Copy Service for iLink that sends carbon copies of iLink execution reports, heartbeats and acknowledgement, and trade bust messages for one or many source sessions through a FIX protocol-based messaging interface.

The OnixS .NET, C++ and Java CME Drop Copy implementation features include:

  • Easy-to-use API.
  • CME Drop Copy AutoCert+ pre-certified.
  • iLink-style session-level functionality.
  • Both Convenience Gateway and Market Segment Gateway source sessions are supported.
  • Enhanced Resend Request.
  • Flexible logging.
  • Multithreaded architecture.

Supported Message Types

Trade Execution Reports including:

  • Execution Report - Fill Notice (complete and partial fills)
  • Execution Report - Trade Cancel

Order Entry Acknowledgments including:

  • Execution Report - Order Creation, Cancel, or Modify
  • Execution Report - Order Elimination
  • Order Mass Action Report (in response to Mass Order Cancel)

CME Drop Copy Handler