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).
Migrating to CME MBO? 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+ pre-certified.
CME DMA solutions
All solutions are pre-certified with the Exchange thus providing solid, fully maintained and quick to implement CME direct market access solutions.
- CME MDP 3.0 Market Data Handler
- CME Globex iLink FIX Order Entry
- CME FIX iLink Drop Copy Handler
- CME STP API Handler
- CME Audit Trail Generator