Introduction
OnixS CBOE CMi2 Trading Handler is a C++ library that provides an access to the CBOE CMi2 service. The CBOE CMi2 is a system that provides the necessary functionality to effectively trade and post markets with CBOE trading systems and provides users with the basic information suitable for formulating trading decisions. The CBOE CMi2 API allows third parties to develop their own applications that use the CBOE system.
Below are the key features of the CBOE CMi2 Trading Handler for C++:
- Pre-tested - thus saving time and money in integration testing.
- Supported - service level guarantee that the implementations are production strength, and will support current and future enhancements.
- Ultra low latency, high through-put, and low CPU load - designed for high-frequency, lowest latency usage.
- Management of the CBOE CMi2 session-oriented interface via a socket connection over TCP transport.
- Automated gateway failover.
- Automated reconnect.
- Easy-to-use and flexible API - designed for rapid integration within trading strategy architectures, with a common API style for multi-venue implementations.
- Flexible logging - ability to analyze and diagnose issues and activity quickly
- Included fast-start source code reference implementations with client and latency benchmarking samples - designed for rapid familiarization and to get users up and running rapidly.
Getting Started section will guide through the most significant parts of the Handler's architecture.
Advanced Programming provides information about sophisticated development tasks and techniques available in the Handler.
Connectivity Troubleshooting provides information about diagnose and solves typical issues that could appear during the initial connectivity attempts.
- Note
- It's highly recommended to read the "CBOE CMi 2 Programmer's Guide" document before reading this Guide to get familiar with core aspects of CBOE CMi2 service. It's also highly recommended to review the source code of the sample project which comes as part of the library's distributive package alongside reading this Guide.
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