CME cme

OnixS offers a range of out-of-the-box OnixS directConnect: CME Market Data, Order Entry, Audit Trail Generator, Drop Copy and STP solutions for the CME (Chicago Mercantile Exchange).

Get up and running quickly with OnixS directConnect: CME MDP3 Market Data Handler C++, .NET/ C#, and Java implementations.

The OnixS directConnect: CME MDP3 Market Data Handler C++, .NET/ C#, and Java implementations features include:

  • Support for CME MDP Market By Price (MBP) and Market By Order (MBO)
  • Easy-to-use API.
  • Low latency and low CPU load.
  • Incremental Book Management.
  • Security Status, Security Definition, Trade and News messages are reported.
  • Arbitration between A and B feeds.
  • Synchronization of client systems to the latest market state.
  • Recovery of missed (lost) messages (both "Market Recovery" and "TCP Replay" feeds are supported).
  • Instrument Recovery.
  • Supported instrument book depth level is identified dynamically (multiple depth order books are supported).
  • Per-symbol and sub-channel filtering.
  • Multiple channels are supported simultaneously.
  • History Replay (for backtesting)
  • Ability to handle multi-homed hosts.
  • Multithreaded architecture.
  • Flexible logging.
  • CME AutoCert+ certified.
The OnixS directConnect: CME SBE Streamlined Market Data Handler SDK implementation provides an easy-to-use API to quickly integrate and process CME SBE Streamlined Market Data for Block Trades.
The OnixS directConnect: CME iLink FIX Order Entry libraries in C++, .NET and Java provide ultra-low latency access to CME Globex FIX Gateway.

The OnixS directConnect: CME FIX iLink Drop Copy Handler provides access to the CME Drop Copy Service for iLink.

The OnixS directConnect: CME STP (Straight-Through Processing) Handler provides access to CME STP real-time trade flow.

The OnixS directConnect: CME Audit Trail Generator allows to maintain the electronic audit trail in accordance with CME Globex Front-End Audit Trail Requirements.