Cboe Futures Exchange (CFE) Trading Privilege Holders (“TPH”s) use a subset of the FIX 4.2 protocol for FIX order entry and drop-copies (FIX Drop).
In addition to FIX Order Entry, the CFE support two types of FIX Drop ports:
- Standard FIX Drop for execution reports where ExecType (150) is Partially Filled (1) or Filled (2).
- Order by Order FIX Drop where all order message types are supported including Acknowledgements (150=”0”), Partially Filled (150=”1”), Filled (150=”2”), Cancelled (150=”4”), Replaced (150=”5”), Rejected (150=”8”), Order Cancel Rejects (35=”9”) and optionally Trade Breaks (35=”UCC”)
The OnixS directConnect: Cboe CFE FIX Order Entry and FIX Drop Handler is a C++ software component (library) that provides low latency direct trading access to the Cboe Futures Exchange trading platform.
- Supports latest BATS Technology FIX Order Routing and FIX Drop specifications.
- Pre-tested – saves time and money in integration testing.
- Supported – service level guarantee that the implementations are production strength, and will support current and future enhancements.
- Ultra low latency, high through-put, and low CPU load – designed for high-frequency, lowest latency usage.
- Easy-to-use and flexible API – designed for rapid integration within trade and post-trade architectures.
- Flexible logging – ability to analyze and diagnose issues and activity quickly.
- Included fast-start source code reference implementations with client and latency benchmarking samples – designed for rapid familiarization and to get users up and running rapidly.
Cboe DMA solutions
A low-latency Cboe CFE FIX Order Entry and FIX Drop Direct Market Access solution for automated trading frameworks
The OnixS Cboe CFE FIX Order Entry and FIX Drop Handler SDKs include:
- Handler library
- Sample projects (Getting Started, Benchmark, Log Replay)