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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.

Key Features

  • 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.

OnixS Hotspot ITCH Market Data Handler

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

Book Protocol

  • New Order Message
  • Modify Order Message
  • Cancel Order Message
  • Market Snapshot Message
  • Ticker Message

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