BME SENAF Market Data and Trading Handler

BME Senaf


SENAF (Sistema Electrónico de Negociación de Activos Financieros) is BME’s Multilateral Trading Facility (MTF) electronic trading platform for automatic order processing and dealing on the Spanish Public Debt Market and other fixed income markets.

Electronic API access to the SENAF trading system is via the Senaf Application Programming Interface Server (called “SAPI”). SAPI is a TCP/IP messaging protocol providing access to the SAPI server.

The OnixS directConnect: BME SENAF Handler SDK supports the SAPI TCP/IP messaging protocol while exposing an easy to integrate API - in SAPI terminology this is a "Component Module". This solution enables market participants to integrate applications that receive market data from, and route orders to, the SENAF platform.

The OnixS directConnect: BME SENAF Handler SDK is a C++ library that provides access to the SENAF trading platform via the SAPI API. The OnixS SENAF SDK encapsulates all low level functions of SENAF SAPI protocol allowing the user to focus on implementing trading solutions and market data processing algorithms. The OnixS SDK high-level C++ API enables quickly building applications without deep involvement in the complexities of the raw protocol specifics of SAPI.

OnixS is an authorised BME SENAF Application Provider.

Key features of the OnixS directConnect: BME SENAF Handler C++ SDK include:

  • Easy-to-use API.
  • Multi-threaded architecture.
  • Low latency, high throughput.
  • Log replay facility.
  • Maintained in sync with SENAF SAPI updates.
  • Tested and certified.