OnixS Homepage

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 C+, .NET / C#, and Java implementations features include:

  • CME AutoCert+ FIX/FAST pre-certified.
  • Easy-to-use API.
  • Flexible logging.
  • Multithreaded architecture.
  • Ultra low latency (single digit microseconds), 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 STP (Straight-Through Processing) Handler provides access to CME STP real-time trade flow.