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OnixS CME Market Data Handler C++ implementations updated for MBO

31 October 2016

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OnixS directConnect: CME Market Data Handler implementations updated for MBO

The OnixS directConnect: CME Market Data Handler implementations have been updated to support CME MDP Market By Price (MBP) and Market By Order (MBO).

The OnixS directConnect: CME Market Data Handler C++ implementations have successfully passed the CME AutoCert+ MBO related tests.

Many firms are tracking the CME MDP Market By Order (MBO) changes and are keen to review and support these changes.

OnixS have released a PREVIEW release version 3.9.0.0 of the OnixS directConnect: CME Market Data Handler C++ implementations with Market By Order (MBO) support to enable firms to expedite the development and testing of MBO in the CME New Release environment.

This preview release should *NOT* be used in the current live CME Production environment.

It is also important to note that deployments of the OnixS directConnect: CME Market Data Handler C++ implementations for MBP and MBO support may require updates based on prior versions. In summary this means that:

  • OnixS directConnect: CME Market Data Handler C++ version 3.7.0.0 will not work correctly when the CME starts publishing MBO data.
  • OnixS directConnect: CME Market Data Handler C++ version 3.8.0.0 will work correctly when the CME starts publishing MBO data, but will support MBP data only.
  • OnixS directConnect: CME Market Data Handler C++ version 3.9.0.0 will support both MBP and MBO data.

It is also recommended to track the CME published phased rollout schedule 

Note the CME guidelines related to network bandwidth utilisation - with the introduction of MBO overall incremental feed bandwidth is expected to increase 30-40%. During peak times the number of incremental feed packets per millisecond may increase up to 40-50%.

Please contact OnixS Support (support@onixs.biz) or use the OnixS JIRA if you have any specific questions or issues.

 

Access to the updated OnixS software 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.

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