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, Request For Quote, Trade, and News messages are reported.
- Arbitration between A and B incremental feeds.
- Synchronization of client systems to the latest market state.
- Recovery of missed (lost) messages (both "Market Recovery" and "TCP Replay" feeds are supported).
- Natural refresh recovery.
- Instruments recovery.
- Supported instrument book depth level is identified dynamically (multiple depth order books are supported).
- Per-security filtering.
- Multiple channels are supported simultaneously.
- History Replay.
- Ability to handle multi-homed hosts.