When trading on the Chicago Mercantile Exchange (CME), speed and accuracy in market data are essential. Whether you’re building a low-latency trading strategy or backtesting complex models, you need a way to connect directly to CME’s market data feeds without unnecessary complexity.
That’s where the combination of OnixS directConnect SDKs and Databento’s CME market data feeds comes in - offering a streamlined, high-performance path to the CME Globex MDP 3.0 data you need.
Databento offers a range of data access options:
OnixS’s CME MDP Premium Market Data Handler SDKs are built to work directly with these formats, giving developers low-latency, high-throughput access to the CME’s full market data model.
The OnixS directConnect SDK supports integration in C++, .NET, and Java, and is optimised for deterministic performance. Key benefits for CME users include:
When paired with Databento CME PCAPs, you can quickly feed captured market data into OnixS for replay, analysis, or integration into automated trading systems.
Combining CME market data feeds from Databento with OnixS directConnect APIs means less engineering overhead and faster time to market for trading strategies. Instead of building custom connectors, you can leverage a proven, pre-certified solution that’s already used by some of the world’s top trading firms.
For quant developers, market makers, and fintech teams, that means:
To learn more about using OnixS with CME market data from Databento, explore our CME market data handler SDK or speak to our team about the best setup for your trading environment.