Cboe FX ECN ITCH Market Data Handler
The OnixS directConnect: Cboe FX ECN ITCH Market Data Handler is a software component (library) that provides ultra low latency access to Cboe FX ECN ITCH Market Data Feed for C++, .NET and Java applications.
- Low latency.
- High-level and easy-to-use API.
- Automatic detection and recovery from failure scenarios.
- Highly configurable logging.
- Getting Started, Benchmark and Log Replay samples – designed to get up and running rapidly.
- Light hardware and deployment requirements.
Supported Message Types
Server to Client Messages
- Login Accepted Packet
- Login Rejected Packet
- Sequenced Data Packet
- Sequenced Binary Data Packet
- Server Heartbeat Packet
- Error Notification Packet
- Instrument Directory Message
- Instrument Dictionary Message for Binary Protocol
Client to Server Messages
- Login Request Packet
- Logout Request Packet
- Client Heartbeat Packet
- Market Snapshot Request Packet
- Ticker Subscribe Request Packet
- Ticker Unsubscribe Request Packet
- Market Data Subscribe Request Packet
- Market Data Unsubscribe Request Packet
- Instrument Directory/Dictionary Request Packet
- New Order Message
- Modify Order Message
- Cancel Order Message
- Market Snapshot Message
- Ticker Message
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