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.