OnixS Homepage

News & Events : OnixS


Formal CME Certification of the OnixS CME Audit Trail Spreadsheet Generator

31 March 2016

www.onixs.biz

Formal CME Certification of the OnixS CME Audit Trail Spreadsheet Generator

OnixS offers the range of OnixS directConnect: CME Market Data, Order Entry, Drop Copy and STP API solutions for the CME markets - http://www.onixs.biz/cme

OnixS also provides a set of CME Audit Trail generator source sample implementations in C#, C++ and Java for OnixS directConnect: CME iLink Order Routing customers to satisfy the CME Audit Trail reporting requirements.

The CME updated the Globex Audit Trail reporting requirements based on CME, CBOT, NYMEX, COMEX Rule 536.B.2 that require that the electronic audit trail associated with any system that accesses the CME Globex platform through the CME iLink gateway contain a complete and accurate record of all activity through that connection.

The CME Market Regulation team have formally confirmed that the OnixS implementation is compliant with the updated requirements.

For users of the OnixS directConnect: CME iLink Order Routing solutions, OnixS have updated and the C#, C++ and Java source code sample implementations of the CME Audit Trail generators to comply with these new requirements. These are provided as source reference implementations that convert the OnixS FIX Engine logs used in the iLink connection into the required CME formats. The are provided as fast-start source code for developers to use and adapt based on firm specific contexts to meet the CME Audit Trail regulatory obligations.

The audit trail specifications require data exchanged between a trading system and CME Globex to be provided in .csv or excel format based on this CME specification:

http://www.cmegroup.com/confluence/display/EPICSANDBOX/Minimum+Acceptable+Audit+Trail+Elements+-+Data+Definitions+and+Validation+Rules

Existing OnixS customers will have seen routine Release Note alerts regarding the availability and download links for these updates.

If you require more details please contact sales@onixs.biz. 

---

Access to the updated OnixS directConnect distributions are communicated to existing OnixS customers via the OnixS Support email list service OnixS Support email list service, and release note alerts are communicated via normal Release Update communication channels online, including the RSS and Twitter feeds.

- Ends -

< Return to Main News Page