OnixS offers a range of out-of-the-box OnixS directConnect: CME Market Data, Order Entry, Drop Copy and STP solutions for the CME (Chicago Mercantile Exchange).
Migrating to CME MDP3? Get up and running quickly with OnixS directConnect: CME MDP3 Market Data Handler .NET/ C#, C++ and Java implementations.
The OnixS directConnect: CME MDP3 Market Data Handler .NET/ C#, C++ and Java implementations features include:
- Easy-to-use API.
- Low latency and 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 (for backtesting)
- Ability to handle multi-homed hosts.
- Multithreaded architecture.
- Flexible logging.
- CME AutoCert+ pre-certified.
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 MDP 3.0 Market Data Handler
- CME Globex iLink FIX Order Entry
- CME FIX iLink Drop Copy Handler
- CME STP API Handler