Documentation Library

Contents

• General
• Technical Articles
• FIX Engine
• FIX Dictionary
• BME SENAF
• CBOE
• CME
  • Audit Trail Generator
  • Drop Copy
  • iLink 3 Binary Order Entry
  • MDP3
  • STP
  • Streamlined
  • MDP Conflated TCP
  • MDP Conflated UDP
• Eurex
• EuroTLX
• ICE
  • iMpact
• MTS
• NASDAQ
  • eSpeed
  • OMX
• Tradeweb
• Xetra MDI

General

• Product versioning

Technical Articles

• FIX Repeating Group
• FIXML Tutorial
• Garbage Collection Load Testing using built-in .NET API
• How long does it take to send One Million FIX messages using .NET?
• Lost multicast packets troubleshooting

OnixS FIX Engine

• .NET FIX Engine Programming Guide
• .NET Core FIX Engine Programming Guide
• C++ FIX Engine Programming Guide
• Java Engine Programming Guide

OnixS FIX Dictionary

• FIX Dictionary

BME SENAF

• C++ BME SEANF Handler Programming Guide

CBOE

• C++ CBOE Streaming Market Data (CSM) Handler Programming Guide
• C++ CBOE CFE Binary Order Entry (BOE) Handler Programming Guide
• C++ CBOE CFE Multicast PITCH Market Data Handler Programming Guide

CME

MDP3

• C++ CME MDP3 Market Data Handler Programming Guide
• .NET CME MDP3 Market Data Handler Programming Guide
• .NET Core CME MDP3 Market Data Handler Programming Guide
• Java CME MDP3 Market Data Handler Programming Guide

Streamlined

• C++ CME Streamlined Market Data Handler Programming Guide

MDP Conflated TCP

• OnixS C++ CME MDP Conflated TCP Handler Programming Guide

MDP Conflated UDP

• OnixS C++ CME MDP Conflated UDP Handler Programming Guide

Drop Copy

• C++ CME Drop Copy Handler Programming Guide
• .NET CME Drop Copy Handler Programming Guide
• .NET Core CME Drop Copy Handler Programming Guide
• Java CME Drop Copy Handler Programming Guide

STP

• .NET CME STP (Straight Through Processing) Handler Programming Guide
• .NET Core CME STP (Straight Through Processing) Handler Programming Guide
• Java CME STP (Straight Through Processing) Handler Programming Guide

Audit Trail Generator

• C++ CME Audit Trail Generator Programming Guide
• .NET CME Audit Trail Generator Programming Guide
• Java CME Audit Trail Generator Programming Guide

iLink 3 Binary Order Entry

• C++ CME iLink 3 Binary Order Entry Programming Guide
• Java CME iLink 3 Binary Order Entry Programming Guide

Eurex

EMDI

• C++ Eurex T7 Enhanced Market Data Interface [EMDI], Enhanced Order Book Interface [EOBI], and Reference Data Interface [RDI] Multicast Feed Handler Programming Guide

ETI

• C++ Eurex T7 ETI Trading Handler Programming Guide
• Java Eurex T7 ETI Trading Handler Programming Guide

EuroTLX

• C++ EuroTLX MITCH Market Data Handler
• C++ EuroTLX GTP Market Data Handler Programming Guide

ICE

iMpact

• ICE iMpact Wireshark Dissector
• .NET / C# ICE iMpact Multicast Price Feed Handler Programming Guide
• Java ICE iMpact Multicast Price Feed Handler Programming Guide
• C++ ICE iMpact Multicast Price Feed Handler Programming Guide

MTS

• C++ OnixS MTS Cash/SDP Handler Programming Guide
• C++ OnixS MTS Repo/SDP Handler Programming Guide

NASDAQ

eSpeed

• C++ eSpeed ITCH Multicast Market Data Handler Programming Guide

OMX

• С++ NASDAQ OMX Genium INET Handler Programming Guide

Tradeweb

• C++ Tradeweb Approved Publication Arrangement (APA) Handler Programming Guide

Xetra MDI

• C++ OnixS Xetra MDI Market Data Handler Programming Guide