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 Globex iLink FIX Order Routing
- CME FIX iLink Drop Copy Handler
- CME Cleared Trades (CT) API Handler
The OnixS directConnect: CME solutions are implemented on multiple platforms including Windows C++ , Linux C++ (RedHat, CentOS, Ubuntu, etc) , .NET Framework, and Java.
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CME
OnixS offers a range of out-of-the-box OnixS directConnect: CME Market Data, Order Routing, Drop Copy and Cleared Trades solutions for the CME (Chicago Mercantile Exchange).
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 Globex iLink FIX Order Routing solution client interface to CME iLink (FIX order routing) .NET, C++ and Java implementations features include:
- CME AutoCert+ pre-certified.
- Supports both session and application level requirements
- Supports CME Globex specific features relating to both the week long session and audit requirements.
- Easy-to-use API.
- Flexible logging.
- Multithreaded architecture.
The OnixS directConnect: CME FIX iLink Drop Copy solution supports the CME Drop Copy service 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 implementation features include:
- CME AutoCert+ Drop Copy pre-certified.
- Easy-to-use API.
- Flexible logging.
- Multithreaded architecture.
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.