CME iLink 2 FIX Order Entry Handler SDK

The OnixS directConnect: CME iLink 2 FIX Order Entry Handler SDK implementations are available in C++, .NET, and Java providing ultra-low latency access to the CME Globex iLink FIX Gateway.

Main features include:

  • CME AutoCert+ certified.
  • Based on ultra-low latency OnixS FIX Engine.
  • The week long sessions.
  • CME Enhanced Resend Logic.
  • Ultra-low latency access to CME MSGW and CGW Gateways.
  • CME Globex Secure API Logon.
  • Session scheduler.
  • Complies with CME Audit Trail requirements.
  • Easy-to-use API.
  • Flexible logging.
  • Multithreaded architecture.
  • Supports Solarflare Onload Application Accelerator Extensions APIs to ensure the lowest possible latency and minimal jitter.

Supported application-level messages:

  • New Order
  • Order Cancel Request
  • Order Cancel/Replace Request
  • Order Status Request
  • Quote Request
  • Security Definition Request
  • New Order Cross
  • Mass Quote
  • Quote Cancel
  • Execution Report
  • Order Cancel Reject
  • Security Definition
  • Quote Acknowledgment
  • Quote Cancel Acknowledgment

 

For updates to the new CME Globex iLink 3 Binary Order Entry API for MSGW, see the OnixS directConnect: CME iLink 3 Binary Order Entry SDK.