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++:
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.