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B2BITS CME MDP Handler
B2BITS CME MDP
Handler was designed to take advantage of the new low-latency data feed
and fully supports features of the CME Globex MDP3.0 market
data platform, helps feeding CME and CME partner
exchanges market data directly into the client application. The
handler delivers market data updates from socket to your
application in less than 2 microseconds
(C++, Linux). It is based on proven B2BITS FIX
Antenna® technology and is available in C++, .NET and Java.
|CME MDP access
Connects and maintains connections to the
CME Globex MDP 3.0 Platform, provides client applications with
all types of CME partner exchanges market data:
- Instrument definition
- Instrument trading status
- Instrument threshold limits including low price, high price,
max price variation
- Trades and trade reversals
- Electronic trading volume
- Outright order book
- Implied order book
- Consolidated order book top
- Trading statistics including opening price, high bid price, low
ask price, high trade price, low trade price,
- Quote and cross requests
Automatically detects UDP packet gaps and recovers lost
- 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.
- Several recovery types - snapshot, natural, natural and
snapshot combined recovery, configurable for late join and
packet gap events separately.
Automatically arbitrates between feeds A and B to reduce
probability of packet loss (live-live concept).
- Option to disable feed B
- Option to receive feeds A and B via different network
Simple API to subscribe and receive reference data and/or live
market data events via callback interfaces. Several levels of
interaction with the client application:
- Order Book API to receive notifications on instrument state
updates and analyze the corresponding data structures maintained by
- Message API to receive instrument market data messages,
sequenced, recovered and synchronized by the handler;
- Raw Data API to receive channel UDP packets as they arrive from
the socket layer;
- Connection API to extend handler connectivity with custom
|Order book management
Automatically builds and updates order books from market data
snapshot and incremental messages:
- Outright price-aggregated order book
- Implied price-aggregated order book
- Consolidated best bid-offer
Supports different usage scenarios including live data only and
reference data only. Configurable with API calls and
- Options to specify market data of application interest to
- Options to subscribe to market data events of application
- Loading of CME SBE templates and adjustment of the SBE decoder
- Loading of CME XML channel configuration files.
One of the lowest latency among available software
solutions on the market.
- Fast SBE message decoder to access fields by tag id.
- Optimized for both single- and multi-channel usage
- Integration with OS bypass libraries (Myricom DBL, Solarflare
- Dedicated thread pool for incremental messages.
- Options to bind threads to CPU cores.
|B2BITS CME MDP Handler is delivered with:
- Pre-compiled binaries for the chosen platform
- Programmer's Guide with code examples
- Detailed API Reference
- Configuration files for different CME environments
- Set of sample applications with source code
- Benchmark application with source code
- Set of utilities for capturing UDP packets and saving them into
binary files for subsequent decoding and reply
- Linux (RedHat, CentOS, Ubuntu)
- Windows Server, Windows 7/8
- GCC 4.X, 3.X
- MS Visual Studio 2012/2010/2008
- JDK 1.7, 1.5
- .NET Framework 4.0, 3.5, 3.0, 2.0 (C#, C++/CLI, VB.NET)
Low latency options
OpenOnload OS kernel bypass technology
Solarflare 10GbE Server Adapters
DBL OS kernel bypass technology
Myri-10G Network Adapters
B2BITS CME MDP Handler is now available in 30-day trial version.
Software escrow is available on demand.