The CME have integrated BrokerTec and EBS Market products onto CME Globex and the associated dissemination of market data is over the CME Market Data Platform (MDP) Conflated UDP and CME Conflated TCP feeds. This new CME market data feed service was introduced specifically to support the migration of NEX Markets products to the CME Globex platform.
The prior BrokerTec OMNet API B014 data for US Repo and EU Repo is not available on the CME MDP Premium channels. This data is only available on the CME MDP Conflated TCP feed channel IDs 516 and 517.
The CME MDP Conflated TCP market data for BrokerTec data supports 50-millisecond conflated over TCP unicast in Simple Binary Encoding (SBE) and supports conflated Market By Price (MBP) and Market By Order Limited Depth (MBOLD) book management.
For EBS Markets the conflated TCP feed provides 50-100 millisecond conflated messaging, 3-5 Deep Market By Price (MBP), Trade Summary and Top of Book (TOB) prices using Simple Binary Encoding (SBE) via TCP Connectivity.
The EBS Markets Conflated UDP is 5 millisecond conflated messaging, up to 10 Deep Market By Price (MBP), Trade summary messages using CME Globex Simple Binary Encoding (SBE) via UDP Multicast Connectivity.
OnixS directConnect: CME MDP Conflated TCP feed Market Data Handler SDK
OnixS directConnect: CME MDP Conflated UDP feed Market Data Handler SDK
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 Conflated TCP feed Market Data Handler and OnixS directConnect: CME MDP Conflated UDP feed Market Data Handler SDKs include:
- Handler library
- Reference implementation sample projects (Getting Started, Advanced, Benchmark, Backtesting, etc.)
The OnixS directConnect: CME MDP Conflated TCP feed Market Data Handler and OnixS directConnect: CME MDP Conflated UDP feed Market Data Handler SDKs are implemented on multiple platforms including Windows C++ , Linux C++ (RedHat, CentOS, Ubuntu, etc)
Other platforms such as .NET Framework, .NET Core and Java available on request.
For more details on usage of the OnixS ultra-low latency C++ CME MDP Conflated TCP Handler SDK:
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