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CMECME Group

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.
The OnixS directConnect: CME iLink FIX Order Entry  libraries in C++, .NET and Java provide ultra-low latency access to CME Globex FIX Gateway.

The OnixS directConnect: CME FIX iLink Drop Copy Handler provides access to the CME Drop Copy Service for iLink.

 
The OnixS directConnect: CME Cleared Trades (CT) API is a solution designed to allow CME participants to connect to the Exchange via the CME CT API for retrieval of FIXML 4.4 messages containing NYMEX, COMEX and DME Division cleared trade information. Features include:
  • 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.