Databento's CME and Nasdaq ITCH PCAPs are officially supported by OnixS

November 09, 2023
Title picture for Databento's PCAPs are officially supported by OnixS

We're thrilled to announce that PCAPs for our CME and Nasdaq ITCH (BX, PSX, main market) datasets are now supported by OnixS, a leading provider of low-latency FIX engines, feed handlers, and order-routing libraries. OnixS is used by some of the world's top trading firms and hedge funds and empowers users with sub-microsecond FIX decode times and tick-to-trade around 5-10 microseconds. Their FIX dictionary is one of the most popular references for the FIX protocol.

The partnership positions Databento's users to leverage OnixS for order routing and packet replay functionality. With this partnership, we're ensuring that Databento PCAPs are compatible with OnixS's CME and ITCH feed handlers and guaranteeing higher support for OnixS users.

OnixS directConnect SDKs are Direct Market Access (DMA) solutions that support low latency, highly performant APIs covering a range of venues, including CME, Nasdaq, ICE, and more.

Features include:

  • Complete access to the venue's data model.
  • Designed for integration with automated trading strategies.
  • Market data logging and replay for backtesting strategies.
  • Flexible licensing terms and service level-based support.
  • Source code reference implementation fast-start simples included.
  • Calibrated and pre-certified.

The OnixS directConnect CME MDP Premium Market Data Handler implementations in C++, .NET, and Java quickly integrate with Databento's CME Globex MDP 3.0 PCAPs and include a fast-start Replay source code sample to get started promptly.

You can learn more about OnixS directConnect here and its CME market data handler SDK here.

To learn more about Databento PCAPs, check out our blog post, get pricing and coverage, or contact sales to schedule a demo.