Introduction
OnixS ultra-low latency .NET CME iLink 3 Binary Order Entry Handler is a .NET class library that encapsulates the CME iLink 3 Binary Order Entry protocol.
Main Features
- Ultra-low latency access to CME Market Segment Gateways (MSGW) and Convenience Gateway (CGW).
- Easy-to-use API.
- Fault Tolerance.
- Message Gap Detection and Retransmission Handling.
- 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.
Architecture
The following image is a high-level overview of the Handler architecture:
