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.

CME FIX FAST preview

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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:

  • Pre-compiled 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:

  • Windows, Linux, Solaris

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

Ethernet card

0.025 msec

10-Gigabit Ethernet with a Supercomputing Heritage (PCI-Express x8 NICs with two SFP+ network ports)

Myricom

0.010 msec