Home / Solutions / Market Data Solutions / CME FAST
CME FIX/FAST Market Data Adaptor
B2BITS CME FIX/FAST Market Data Adaptor allows application to
subscribe to one or multiple instruments, supports all the features
of CME market data channels including recovery.
CME FIX/FAST Market Data Adaptor is now available in a 30-day
trial version.
Software escrow is available on demand.
View larger image
Features
| Feature |
Description |
| CME Market Data Feeds access |
Connects and maintains connections to the CME
Market Data Feeds via UDP:
- Incremental Updates feed
- Market Recovery (Snapshots) feed
- Instrument Replay (Security Definitions) feed
|
| Auto recovery |
Automatically fills gap when packages are lost using high
performance recovery methods:
- Market Recovery
- Natural Refresh
- Market Recovery with Natural Refresh
Supports Instrument level sequencing.
|
| CME feeds
arbitration |
Automatically arbitrates between Feed A and Feed B
|
| FAST decoding |
Automatically applies FAST decoding, hides FAST details from
the client |
| Order book management |
Automatically builds and updates order books from market data
snapshot and incremental messages |
| High-level interface |
Simple API to receive product and instrument definitions,
market data events and order book updates via call-back
interfaces |
| Low-level interface |
Simple API to receive market data FIX messages via call-back
interfaces |
| Adjustable CME configuration |
Ability to load CME configuration file and use connection
parameters.
|
| Dynamic FAST templates |
Ability to load CME FAST template file and adjust FAST decoder
accordingly.
|
| Extendible FIX protocol |
Ability to add/delete fields and/or messages; change
attributes.
|
| High performance |
The
lowest latency among all available software solutions on the
market.
|
| Option to support special hardware to increase
performance |
Ability to utilize special hardware (10Gb Ethernet Myricom card)
to decrease latency from 3 to 5 times.
|
| Simple intuitive API |
API to subscribe/unsubscribe by symbol, API to receive security
definitions, snapshots, increments, news and security statuses via
call-backs.
|
| Well packaged |
CME FIX/FAST Market Data Adaptor is delivered with:
- Precompiled binaries for chosen platform
- API Guide
- Programmer's Guide with code examples
- Set of primitive "Quick Start" samples
- Set of utilities with sources
- Benchmark tool with sources
- Handy installer
- Software escrow is available on demand
|
| Supported platforms |
Supported OS:
Supported compilers:
- GCC 3.4.X, 4.0.X
- MS Visual Studio 2005/2008/2010
- JDK 1.5 and above
- .NET Frameworks 2.0, 3.0, 3.5, 4.0 (with ability to be reused
for C#; VB.NET; C++/CLI; MC++; Delphi.NET; MS Excel (MS Office
2003/2007))
|
Low latency options
| Commodity Hardware |
Special Hardware |
|
Basic 1Gb Ethernet card
0.025 msec
|
10-Gigabit Ethernet with a Supercomputing Heritage (PCI-Express
x8 NICs with two SFP+ network ports)
0.010 msec
|
