Introduction

OnixS CME Drop Copy Handler is a C++ library that provides an access to the Drop Copy service that allows customers to receive real-time copies of CME Globex Execution Report and Acknowledgement messages as they are sent over iLink order entry system sessions. Drop Copy aggregates iLink messages, enabling customers to aggregate positions and monitor orders for sessions guaranteed by one or more clearing firms upon approval of the clearing firms. High-level C++ API allows to quickly build applications to get market data without much involve into raw protocol specifics.

Below are the key features of the CME Drop Copy Handler for C++:

Easy-to-use API.
Multithreaded architecture.
Low latency, high throughput.
Flexible logging.
Both CGW and MSGW gateways are supported.

Migration Guidelines uncovers aspects of painless migration from previous releases.

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.

Note: It's highly recommended to read the "CME Group. Client System Impact. Drop Copy Service for iLink" document before reading this Guide to get familiar with core aspects of CME Drop Copy Service. It's also highly recommended to review the source code of the sample project which comes as part of library's distributive package alongside reading this Guide.