CME DMA solutions
All solutions are pre-certified with the Exchange thus providing solid, fully maintained and quick to implement CME direct market access solutions.
- CME FIX/FAST Market Data Handler
- CME MDP 3.0 Market Data Handler
- CME Globex iLink FIX Order Entry
- CME FIX iLink Drop Copy Handler
- CME Cleared Trades (CT) API Handler
OnixS offers a range of out-of-the-box OnixS directConnect: CME Market Data, Order Entry, Drop Copy and Cleared Trades solutions for the CME (Chicago Mercantile Exchange).
Getting ready for CME MDP 3.0? So are we with our OnixS directConnect: CME MDP 3.0 Market Data Handler .NET/ C#, C++ and Java implementations.
The OnixS directConnect: CME FIX/FAST Market Data Handler .NET / C#, C++ and Java implementations features include:
- CME AutoCert+ FIX/FAST pre-certified.
- Easy-to-use API.
- Flexible logging.
- Multithreaded architecture.
- Low latency (less than 10 usec), low CPU load.
- Incremental Book Management.
- Security Status, Security Definition, Trade and News messages are reported.
- Arbitration between A and B feeds.
- Synchronization of client systems to the latest market state.
- Recovery of missed (lost) messages (both "Market Recovery" and and "TCP Replay" feeds are supported).
- Instrument Recovery.
- Supported instrument book depth level is identified dynamically (multiple depth order books are supported).
- Per-symbol and sub-channel filtering.
- Multiple channels are supported simultaneously.
- History Replay.
- Ability to handle multi-homed hosts.
- Pre-tested and CME pre-certified – thus saving time and money in integration testing.
- Supported – service level guarantee that the implementation is production strength, and will support current and future enhancements.
- Easy-to-use and flexible API – designed for rapid integration with existing STP architectures, with a common API style for multi-venue implementations.
- Flexible logging – ability to analyse and diagnose issues and activity quickly
- Included fast-start source code reference implementations with client and benchmarking samples – designed for rapid familiarisation and to get up and running rapidly.