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OnixS directConnect Solutions:

  • CME FIX/FAST 2.0 Market Data Handler sample
  • CME Globex iLink FIX Order Routing sample
  • CME FIX iLink DropCopy solution sample
CME: Chicago Mercantile Exchange

OnixS offers a range of out-of-the-box OnixS directConnect: CME market data, trading and drop-copy solutions for the Chicago Mercantile Exchange (CME).

These include:

The OnixS directConnect: CME FIX/FAST 2.0 Market Data Handler is available in .NET, C++ and Java implementations and is pre-certified with the exchange thus providing a solid, fully maintained and quick to implement CME market data platform. Main features include:

  • CME AutoCert+ FIX/FAST 1.6 and FIX/FAST 2.0 pre-certified.
  • Easy-to-use API.
  • Flexible logging.
  • Multithreaded architecture.
  • Low latency (less than 0.0001 sec), 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 "TCP Replay" and "Market Recovery" feeds are supported).
  • Instruments 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.
  • Ability to handle multi-homed hosts.

The OnixS directConnect: CME Globex iLink FIX Order Routing solution client interface to CME iLink (FIX order routing) is available in .NET, C++ and Java implementations. This solution is pre-certified with the CME and therefore OnixS users are not required to undertake the certification process with the CME. Main 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 DropCopy 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. Main features include:

  • CME AutoCert+ Drop Copy pre-certified.
  • Easy-to-use API.
  • Flexible logging.
  • Multithreaded architecture.

 

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