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LSE Native Trading Handler

OnixS directConnect: LSE Native Trading Handler provides ultra low latency access to the London Stock Exchange Native Trading Gateway (Millennium trading platform).

Main Features

  • Order handling
    • Submit an order
    • Cancel an order
    • Mass cancel orders
    • Cancel/replace an orde
  • Quote handling
    • Submit and update a quote
    • Cancel a quote
    • Mass cancel quotes
  • Low latency, low CPU load
  • Failover
  • Message recovery
  • Session maintenance (sequence numbers, heartbeats, etc)
  • Implemented as an in-process library/assembly in C++, C#, and Java
  • High level easy yet flexible API
  • Flexible logging
  • Versatile diagnostic

Supported Messages

  • Administrative messages
      • Logon
      • Logon Reply
      • Logout
      • Heartbeat
      • Missed Message Request
      • Missed Message Request Ack
      • Missed Message Report
      • Reject
      • System Status
    • Application messages
      • New Order
      • Order Cancel Request
      • Order Mass Cancel Request
      • Order Cancel/Replace Request
      • Execution Report
      • Order Cancel Reject
      • Order Mass Cancel Report
      • Quote
      • Business Message Reject