Improvement
- [CPPEUREXETI-59] - Use interface name rather than IP address to specify NIC in linux
New Feature
- [CPPEUREXETI-58] - Audit Trail file
Technical Informational Note:
CME FIX/FAST Market Data Operators Release update and the OnixS directConnect: CME Market Data Handler implementations
Tuesday: 15th May 2012 - The CME published a Critical System Update alert on the 7th May regarding changes to the FIX/FAST template operators on the CME Market Data feed. This is an technical advisory regarding this change.
Effective Sunday, 3rd June, 2012, the field operators (copy, default, delta and increment) will be removed from the CME FX futures channels 11 and 60 in the production environment.
These operators will be removed from all production FIX/FAST channels on the CME Market Data Platform by Sunday, 4th November, 2012. Detailed schedules for every channel will be published in the CME Globex and Market Data Notices.
New templates will be required for the impacted channels. The new templates for the 3rd June change are currently available in New Release, and also in Production as of Sunday, 13th May. CME Group recommends customer systems pull the templates from the CME Group ftp site every week, prior to Sunday startup.
These changes are available on all FIX/FAST channels in the New Release environment on Monday, May 14.
Other than the updates to the CME FIX/FAST Decoding templates as advised in this CME alert, there are no OnixS software update required to existing OnixS directConnect: CME Market Data Handler implementations for this change.
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Distribution and evaluation downloads available upon request. Email support@onixs.biz
Distribution and evaluation downloads available upon request. Email support@onixs.biz
Distribution and evaluation downloads available upon request. Email support@onixs.biz
Distribution and evaluation downloads available upon request. Email support@onixs.biz
Press Release:
OnixS completes new BrokerTec Genium platform conformance testing
London: Monday 13th February 2012 – On the 13th February 2012 OnixS successfully completed conformance testing on the new upgraded BrokerTec Genium environment. This extensive upgrade of the BrokerTec U.S. and Europe platform is powered by NASDAQ OMX's Genium INET technology, and requires all users to upgrade for the BrokerTec Genium cutover dates of 26th March for the US and 30th April for the EU.
The OnixS directConnect: Brokertec Handler is a C++ library that provides access to the BrokerTec Exchange market data and trading functionality using the OMex interface for automated trading strategies. Ket features include:
➢ Pre-tested, certified and out of the box– thus saving time and money in integration and certification testing.
➢ Supported – service level guarantee that the implementation is production strength, and will support future interface and platform enhancements.
➢ Book management, synchronization and recovery – more than just a market data decoder. Provides full book management with Order book depth – off loads the book management tasks to a specialized implementation.
➢ Low latency, high through-put, multi-threaded architecture – designed for high-frequency and the fastest market data implementation
➢ Easy-to-use and flexible API – designed for rapid integration within trading strategy implementations.
➢ Flexible logging – ability to analyze and diagnose issues and activity quickly
➢ Reference Implementations - included fast-start source code Basic and Advanced reference implementations with market data and trading client samples – designed for familiarization and to get up and running rapidly.
➢ View Only Market Data sessions messages including the Workup Phase, full order book depth, trade broadcast and price information.
➢ Trade Only Multiple Trading sessions round-robin - the BrokerTec trading session is synchronous. This means that the order insertion throughput is limited by the speed of order acknowledgement by the BrokerTec platform. Thus this round-robin feature enables the OnixS Handler to support multiple API_T type trading sessions and the handler manages the most efficient throughout to route orders via available trading sessions.
For those interested in more information on OnixS products and evaluation reference implementations are available via info@onixs.biz
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About OnixS www.onixs.biz :
OnixS is a specialist software business providing high performance multi-platform, multi-venue market data and trading software solutions with a Pay As You Use (PAYU) subscription commercial model.
The OnixS products include the OnixS selfConnect range of FIX engine and FAST encoder/decoder components with venue specific calibrated FIX dialects and reference implementation source code samples designed to be easily integrated within existing .NET, C++ and Java application frameworks.
The OnixS directConnect products are calibrated and certified market data, trading, drop-copy and clearing solutions for a wide range of exchanges, brokers, liquidity pools and routing networks designed for rapid and efficient integration to automated trading strategies.
For more information contact:
OnixS
+44 20 7117 0111
Distribution downloads available upon request. Email support@onixs.biz.
Distribution and evaluation downloads available upon request. Email support@onixs.biz
Distribution and evaluation downloads available upon request. Email support@onixs.biz
The OnixS Wiki is available to licensed OnixS customers only. If you do not already have permissioned login access, please email support@onixs.biz to create and permission your user ID.
The OnixS Wiki is available to licensed OnixS customers only. If you do not already have permissioned login access please email support@onixs.biz to create and permission your user ID.