EPAM provides pre-certified connectivity solutions for direct
access to the CSM
(Streaming Markets), CMi2 (Order Routing) and FIX OrderEntry
Interfaces of Chicago Board Options Exchange.
CMi2 Order Routing engine
B2BITS CMi2 Order Routing engine is a low latency solution
specifically designed and preconfigured to fully support the CMi2
Order Routing interface of the CBOE Command trading system and have
the following features:
- Connects and maintains connection to the CMi2
Order Routing interface of CBOE
Command via TCP/IP
- Supports all the features of the CBOE Command trading system
for order routing and market making, including mass quoting,
product information retrieval, and status updates
- Provides the ability to define and trade multiple leg
instruments, such as options strategies and futures calendar
spreads
- Supports GMD Acknowledgement of reports for an order or quote
after a trade
- Provides the ability to enable a Quote Risk Monitoring (QRM)
functionality and set quote risk controls.
- Allows subscription to Auction notifications
- Allows product downloading for trading session or for
class (options, futures, strategy, equity) traded at CBOE
- The latency is under a microsecond between creating an order
and sending it to the socket, and from the socket to call-back
while getting a message
- Provides a flexible C++
API to receive rate information, market maker trade notifications
and all strategy related messages
CSM Market Data
B2BITS CSM Market Data Adaptor is a connectivity solution for
receiving market quotes, orders and trades data from CBOE Streaming
Markets feed, with the following features:.
- Connects and maintains connection to the CSM feed via UDP
- Provides the user with current market and ticker data available
at CSM (quotes, best limit volume, ticker data, security
definitions)
- Automatically arbitrates between primary A and secondary B data
feeds
- Supports a CBOE data recovery mechanism
- Provides the ability to load CBOE XML-based templates
- Provides a flexible C++ API to get the entire CBOE, CFE, CBSX,
ONE, and CBOE2 product set.
FIX Order Entry
FIX Order Entry engine based on the FIX
Antenna® library
or FIXEdge® application server provides access to
CBOE direct to enable trading in all major asset classes -
options, futures, options of futures and equities on a single
platform and has the following features:
- Connects and maintains connection to the CBOE FIX Interface via
TCP/IP
- Fully supports CBOE FIX Order Entry Interface workflow
- Supports CBOE FIX 4.2. and 4.4. dictionaries
- Supplied as a library (.dll/.so) with a user-friendly,
intuitive ANSI C++ / .NET / Java public interface or as a standalone
application
- High
performance/Low latency: in C++ implementation deliveries over
60,000 messages per second on a single CPU and adds up
to 16 microseconds' latency on 100 Mbps network with
persistence and 6microseconds' latency on 100 Mbps network
without persistence.
- Equipped with rich UI
simplifying configuration and maintenance as well as allowing
monitoring session statuses and parameters in real-time