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.
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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

 

CME iLink FIX DropCopy Handler SDK

All solutions are pre-certified with the Exchange

Includes

The OnixS directConnect: CME iLink FIX DropCopy Handler SDK includes:

  • Handler library
  • Documentation
  • Sample project
Platforms supported

Implemented and supported on multiple platforms including Windows C++ , Linux C++ (RedHat, CentOS, Ubuntu, etc) , .NET Framework, .NET Core and Java.