OnixS ultra-low latency C++ CME iLink 3 Binary Order Entry Handler is a C++ class library that encapsulates the CME iLink 3 order entry protocol.

Main Features

• Ultra-low latency access to CME Market Segment Gateways (MSGW).
• Easy-to-use API.
• Fault Tolerance.
• Multiple Threading Models.
• Message Gap Detection and Retransmission Handling.
• Session Scheduling.
• Automated Downloading of GTC and GTD Orders.
• Complies with CME Audit Trail Requirements.
• Flexible Logging.
• Pre-Certified.

Services

The Handler provides the following services:

• Manages network connections.
• Implements Session Security/Authentication.
• Supports FIX Simple Binary Encoding (SBE), delivering faster encoding/decoding.
• Supports FIXP Performance (FIXP) session management point-to-point session layer protocol.
• Manages the FIXP (iLink 3) application layer (defines business-related data content).
• Creates (outgoing) SBE messages.
• Parses (incoming) SBE messages.
• Persists messages and session state.
• Recovers the iLink 3 session state after restarting.
• Detects the telecommunication link failures and reconnects automatically.
• Supports Solarflare Onload Application Accelerator Extensions APIs to ensure the lowest possible latency and minimal jitter.

Architecture

The following image is a high-level overview of the Handler architecture: