Programming Guide : OnixS CME Market Data Handler
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Table of Content

Getting Startedforward
Programming Guide

The Onix Solutions .NET CME Market Data Handler provides access to the CME MDP 3.0 market data via Simple Binary encoding (SBE) protocol.

The main features of the Handler include:

  • CME AutoCert+ MDP 3.0 pre-certified.
  • Easy-to-use API.
  • Flexible logging.
  • Multithreaded architecture.
  • Low latency (less than 3 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 "TCP Replay" feeds are supported).
  • Instruments Recovery.
  • Supported instrument book depth level is identified dynamically (multiple depth order books are supported).
  • Per-symbol filtering.
  • Multiple channels are supported simultaneously.
  • History Replay.
  • Ability to handle multi-homed hosts.

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