Main features

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.
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Further information

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

 

img-cme-ilink-binary-illustration

To 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
From CME Globex:
  • 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

CME iLink 3 Binary Order Entry Handler SDK

Includes

The OnixS directConnect: CME iLink 3 Binary Order Entry Handler SDK includes:

  • OnixS iLink 3 SDK library including SBE encoder/decoder and FIXP protocol support
  • Programming Guide Documentation
  • Fast-start trading client reference implementation source code samples
  • CME Gateway Emulator that significantly simplifies development and facilitates reliable unit testing
Supported platforms

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

Free 30 day evaluation

Our objective is to provide you with ready to use evaluation SDK download distributions for market access solutions that are specific to your target venue and code base.

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