CME iLink 3 Binary Order Entry Handler SDK

The CME Globex iLink 3 API is the order entry protocol for trading futures, options, and BrokerTec products on the CME Globex platform.

The OnixS directConnect: CME iLink 3 Binary Order Entry Handler SDK supports order routing to the CME Globex platform CME exchanges, and other partner markets, over iLink 3 Market Segment Gateway (MSGW) sessions. The OnixS SDK uses authentication credentials to establish and manage the bi-directional message stream between client systems and CME Globex.

The OnixS directConnect: CME iLink 3 Binary Order Entry Handler SDK implementations are available in C++, .NET, and Java providing ultra-low latency access to the CME Globex platform. Main features include:

  • Ultra-low latency access to CME MSGW Gateways.
  • Easy-to-use API.
  • Pre-certified.
  • Message Gap Detection and Retransmission Handling.
  • Automated downloading of GTC and GTD Orders.
  • Session Scheduler.
  • Fault Tolerance.
  • Flexible threading models (dedicated threads, thread pool)
  • Supports Solarflare Onload Application Accelerator Extensions APIs to ensure the lowest possible latency and minimal jitter.
  • Session Security/Authentication.
  • FIX Simple Binary Encoding (SBE), delivering faster encoding/decoding.
  • Supports all features of the FIX Performance (FIXP) session layer protocol.
  • Complies with CME Audit Trail requirements.

The OnixS iLink 3 SDK includes a CME Gateway Emulator that significantly simplifies development and facilitates reliable unit testing.

Supported CME iLink 3 Message Types include:

To CME Globex: From CME Globex:
New Order - Single
Order Cancel Replace Request
Order Cancel Request
Mass Quote
Quote Cancel
Order Status Request
Order Mass Status Request
Order Mass Action Request
New Order Cross
Request for Quote
Security Definition Request
Party Details Definition Request
Party Details List Request


Business Reject
Execution Report - New Order
Execution Report - Modify
Execution Report - Cancel
Execution Report - Status
Execution Report - Trade Outright
Execution Report - Trade Spread
Execution Report - Trade Spread Leg
Execution Report - Elimination
Execution Report - Reject
Execution Report - Addendum Outright
Execution Report - Addendum Spread
Execution Report - Addendum Spread
Order Cancel Reject
Order Cancel Replace Reject
Security Definition Response
Mass Quote Acknowledgment
Request for Quote Acknowledgment
Quote Cancel Acknowledgment
Order Mass Action Report
Party Details Definition Request Ack
Party Details List Report