Main features

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”)

Free 30 day evaluation

Further information

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
  • Documentation
  • Sample projects (Getting Started, Benchmark, Log Replay)

Cboe © logo and associated terms are Copyright © Chicago Board Options Exchange.

Free 30 day evaluation

Our objective is to provide you with ready to use evaluation SDK download distributions for market access solutions that are specific to your target venue and code base.

Start here