CME Order Routing Adapter

Contents

Using the Adapter
Related Topics

Using the Adapter

The CME Order Routing adapter allows a StreamBase application to connect to iLink, the CME Globex order routing interface, to enter, modify and cancel orders, and to receive order and fill confirmations.

Because this adapter uses the FIX protocol to communicate with the CME iLink infrastructure, its user-visible functionality is nearly identical to that of the StreamBase FIX adapter. See the FIX Adapter page for primary instructions on configuring and using the CME Order Routing adapter.

The CME Order Routing adapter has the following differences, compared to the FIX adapter:

  • CME Order Routing specific properties:

    Because of CME iLink-specific FIX message requirements, you must specify the value for these fields in the adapter's configuration file.

    • For the QuickFIX/J engine add the following entries either in the session-specific section or the [DEFAULT] section of the file: 

      SenderSubID=MySenderSubID
SenderLocationID=MySenderLocationID
TargetSubID=MyTargetSubID
Password=MyPassword
TradingSystemName=MyTradingSystemName
TradingSystemVersion=MyVersion
TradingSystemVendor=MyVendor

    • For the StreamBaseFIX engine add the following elements to your session's <fix-session> element. 

      <sender-sub-id>MySenderSubID</sender-sub-id>
<sender-location-id>MySenderLocationID</sender-location-id>
<target-sub-id>MyTargetSubID</target-sub-id>
<password>MyPassword</password>
<trading-system-name>MyTradingSystemName</trading-system-name>
<trading-system-version>MyVersion</trading-system-version>
<trading-system-vendor>MyVendor</trading-system-vendor>

As shipped with StreamBase, this adapter supports the QuickFIX/J and StreamBaseFIX FIX engines. Contact StreamBase Systems Technical Support if you need to use a different FIX engine with this adapter.

Related Topics