The OnixS directConnect: CME Market Data Handler implementations have been updated to support CME MDP Market By Price (MBP) and Market By Order (MBO).
OnixS have released the OnixS directConnect: CME Market Data Handler C++ implementations with Market By Price (MBP) and Market By Order (MBO) support to enable firms to expedite the development and testing of MBO in the CME New Release and Production environment.
Network bandwidth utilisation - with the introduction of MBO overall incremental feed bandwidth is expected to increase 30-40%. During peak times the number of incremental feed packets per millisecond may increase up to 40-50%.
CME standard policy is that all firms wishing to support MBO need to complete CME AutoCert+. OnixS have completed the CME MBO AutoCert+ tests, but in the specific case the CME request that all firms also complete this certification. OnixS have provided access to the OnixS AutoCert+ test cases as reference to aid this process.
Please contact OnixS Support (email@example.com) or use the OnixS JIRA if you have any specific questions or issues.
Access to the updated OnixS software distributions are communicated to existing OnixS customers via the OnixS Support email list service OnixS Support email list service, and release note alerts are communicated via normal Release Update communication channels online, including the RSS and Twitter feeds.