OnixS directConnect

CME iLink FIX Drop Copy Handler SDK

The CME Drop Copy 4.0 service allows real-time copies of trade and order messages sent by the market participant via iLink order entry sessions to CME Globex.

Main features

The OnixS directConnect: CME iLink FIX DropCopy Handler SDK supports the CME Drop Copy Service for iLink that sends carbon copies of iLink execution reports, heartbeats and acknowledgement, and trade bust messages for one or many source sessions through a FIX protocol-based messaging interface.

The OnixS directConnect: CME iLink FIX DropCopy Handler SDK .NET, C++ and Java CME Drop Copy implementation features include:

Easy-to-use API.
CME Drop Copy AutoCert+ certified.
iLink-style session-level functionality.
Both Convenience Gateway and Market Segment Gateway source sessions are supported.

CME Globex Secure API Logon
Enhanced Resend Request.
Flexible logging.
Multithreaded architecture.

Free 30 day evaluation

Supported Message Types

Trade Execution Reports including:

Execution Report - Fill Notice (complete and partial fills)
Execution Report - Trade Cancel

Order Entry Acknowledgments including:

Execution Report - Order Creation, Cancel, or Modify
Execution Report - Order Elimination
Order Mass Action Report (in response to Mass Order Cancel)

The copies of CME Globex Execution Report and Acknowledgment messages are sent as a payload encapsulated within an XML non-FIX message (35=n). The encapsulated message types are:

Execution Reports – these messages include all fills and any trade cancel messages generated by the Source iLink session(s). These messages are used to determine the market participant's filled position.
Acknowledgments – these messages include all confirmation and elimination messages generated by the Source iLink session(s). These messages are used to determine the market participant’s open order position.

CME iLink FIX Drop Copy Handler