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Getting Startedforward

The Onix Solutions .NET CME FIX/FAST Handler provides access to the CME Group market data via FIX/FAST protocols (FIX 5.0, FAST 1.1).

Main features of the Handler include:

  • CME AutoCert+ FIX/FAST pre-certified.
  • Easy-to-use API.
  • Flexible logging.
  • Multithreaded architecture.
  • Low latency (less than 10 usec), low CPU load.
  • Incremental Book Management.
  • Security Status, Security Definition, Trade and News messages are reported.
  • Arbitration between A and B feeds.
  • Synchronization of client systems to the latest market state.
  • Recovery of missed (lost) messages (both "Market Recovery" and and "TCP Replay" feeds are supported).
  • Instruments Recovery.
  • Supported instrument book depth level is identified dynamically (multiple depth order books are supported).
  • Per-symbol and sub-channel filtering.
  • Multiple channels are supported simultaneously.
  • History Replay.
  • Ability to handle multi-homed hosts.

Main Topics