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Onix Solutions has developed interfaces for trading and data for the Chicago Mercantile Exchange (CME).

The FIX interface to iLink (order routing) is available in both .NET and C++. It handles both session and application level requirements and overcomes all issues relating to both the week long session and the audit requirements of the CME. This is pre-certified with the exchange and clients will not be required to undertake the certification process with the CME.

The CME MDP FIX/FAST market data handler is also available in both code forms and is also pre-certified with the exchange thus providing the minimal time to market. Our first client was up and running live with the FAST handler in three hours from receiving the code.

References and CME-specific trading and market data client samples are available upon request.

OnixS CME FAST Handler — real-time, low-latency CME Group FIX/FAST Market Data Feed handler

The Onix Solutions CME FAST Handler provides access to the CME Group market data via FIX/FAST protocols (FIX 5.0, FAST 1.1).

Main features

• Pre-certification with the CME.
• Easy-to-use API.
• 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 filtering.
• Multiple channels are supported simultaneously.
• Ability to handle multihomed hosts.
• Flexible logging.
• Multithreaded architecture.