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 TCPDirect ultra-low latency network stack API 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.