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).

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+ 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.