EPAM provides pre-certified connectivity solutions for direct
access to 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 CMi2 Order
Routing interface of CBOE Command trading system and have the
following features:
- Connects and maintains connection to CMi2
Order Routing interface of CBOE
Command via TCP/IP
- Supports all the features of CBOE Command trading system for
order routing and market making, including mass quoting,
product information retrieval and status updates
- Provides 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 ability to enable Quote Risk Monitoring (QRM)
functionality and set quote risk controls.
- Allows subscription for Auction notifications
- Provides ability for product downloading for trading session or
for class (options, futures, strategy, equity) traded at
CBOE
- The latency is under microsecond between order creating and
sending it to the socket and from the socket to call-back while
getting a message
- Provides 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, having the following features:.
- Connects and maintains connection to 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 CBOE data recovery mechanism
- Provides ability to load CBOE XML-based templates
- Provides flexible C++ API to get the entire CBOE, CFE, CBSX,
ONE, and CBOE2 product set.
FIX Order Entry
FIX Order Entry engine based on 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 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 library (.dll/.so) with user-friendly intuitive ANSI C++ / .NET / Java public interface or as 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