Java Market Data Handler for CME MDP 3.0 CME Market Data Platform
Java Market Data Handler for CME MDP 3.0
Solution Overview
Java Market Data Handler for CME Market Data (MDP 3.0) was designed to take advantage of the new low-latency data feed. It fully supports features of the CME Globex MDP3.0 market data platform and help to feed CME market data directly into your application, delivering market data updates from the socket to your application in a few microseconds. The Market Data Handler has two modules: mbp-only and mbp-with-mbo.
The mbp-only module provides a high-level book API for Market By Price functionality. The mbp-with-mbo module provides a low-level API for both Market by Order and Market By Price functionality.
Benefits
Certified & Ready to Go
Pre-certified with CME exchange
Support When You Need It
Leverage community-based support on GitHub as well as commercial EPAM support
Free of Charge
Available as an open source solution
Features
- Connects and maintains connections to the CME Globex MDP 3.0 Platform
- Provides all listed security definitions and all types of CME market data Intraday instrument subscription and synchronization
- Packet gap detection logic based on packet sequence number to detect gaps as soon as possible
- Per-instrument recovery logic to keep feeding instruments not affected by a packet gap Automatically arbitrates between feeds A and B to reduce probability of packet loss
- Channel API to receive, sequence, recover and synchronize instrument market data events
- Raw Data API to receive Channel MDP Packets as they arrive from the socket layer
- Fast SBE message decoder to access fields by tag ID
- Simple options to specify market data of application interest to maintain
- Simple options to subscribe to market data events of application interest
- Loading of CME SBE templates
- Loading of CME XML channel configuration files
Additional Information
Questions & Answers
Could you help write an application using the library?
Posted on November 21, 2020 by Edward
Do you provide real-time market data and connectivity services to the exchange?
Posted on November 15, 2020 by Tom
Still have questions about the solution?
Posted on September 7, 2020 by Marco Butler
Unlock the solution in 3 easy steps
01
Reach Out to Us
Request the solution by submitting a short form
02
Sit Back & Relax
Our experts swiftly process your request and get back to you
03
Start Using The Solution
Dive in and unlock all the benefits
