The CME Group Market Data Platform (CME MDP) disseminates event-based bid, ask, trade, and statistical data for CME Group markets and also provides recovery and support services for market data processing.
The CME MDP 3.0 market data messaging feed (MDP 3.0) uses Simple Binary Encoding (SBE) encoding techniques based on the FIX 5.0 SP2 message specification and schema templates that specify the components of a messages as well as the data types and identifiers.
The Simple Binary Encoding (SBE) format is a fixed position, fixed field length protocol supporting direct access to data, therefore avoiding the need for management of multiple variable-length elements which must be sequentially processed. This makes it easier for consuming systems to scan the message for key fields to determine whether or not to process the message.
The CME MDP 3.0 feed provides:
The OnixS directConnect: CME MDP 3.0 Market Data Handler SDK C++, .NET/ C#, and Java SDK implementation features include:
These solutions are implemented on multiple platforms including C ++ on Linux (RedHat, CentOS, SuSE, Ubuntu, etc) and Windows, Microsoft .NET Framework, .NET Core and Java.
CME MDP 3.0 Market Data Handler SDK
Support for CME MDP 3.0 Market By Price (MBP) and Market By Order (MBO)
All solutions are pre-certified with the Exchange thus providing production ready, fully maintained and quick to implement CME Direct Market Access solutions.
The OnixS directConnect: CME MDP 3.0 Market Data Handler SDK includes:
The OnixS directConnect: CME MDP 3.0 Market Data Handler SDK solutions are implemented on multiple platforms including Windows C++ , Linux C++ (RedHat, CentOS, Ubuntu, etc) , .NET Framework, .NET Core and Java.