CME SBE Streamlined Market Data Handler

CME Group provides the Streamlined Simple Binary Encoding (SBE) market data feed with product specific message attributes for:

  • SBE - Streamlined Market Data for Equity Indices
  • SBE - Streamlined Market Data for OTC Daily
  • SBE - Streamlined Market Data for Block Trades
  • SBE - Streamlined Market Data for CME CF Cryptocurrency Indices
  • SBE - Streamlined Market Data for the Eris Exchange

The CME SBE Streamlined feed has dedicated SBE message specification and message schema distinct from those available for the CME MDP 3.0 market data feed.

The OnixS directConnect: CME SBE Streamlined Market Data Handler SDK implementations provide:

  • Support for CME SBE Streamlined Market Data for Block Trades.
  • Easy-to-use API to quickly integrate and process market data.
  • Arbitration between the UDP Feed A and UDP Feed B disseminating incremental updates using SBE encrypted FIX messages.
  • Recovery of missed (lost) messages via TCP recovery channel (tag 35-MsgType=V) message.
  • Low latency and low CPU load.
  • Per-symbol and sub-channel filtering.
  • Multiple channels are supported simultaneously.
  • History Replay (for backtesting).
  • Ability to handle multi-homed hosts.
  • Multithreaded architecture.
  • Flexible logging.
  • CME AutoCert+ certified.

OnixS CME Streamlined Market Data Handler Overview

These solutions are implemented on multiple platforms including C ++ on Linux (RedHat, CentOS, SuSE, Ubuntu, etc) and Windows.