EPAM provides pre-certified solutions for direct access to CME
Group Inc.:
All solutions described above are equipped with rich UI
simplifying configuration and maintenance, as well as allowing the
monitoring of session statuses and parameters in real time
on desktop
app or web
browser..
Market Data
EPAM B2BITS Market Data Adaptor provides support for the
CME Market Data Platform -
CME MDP 3.0, EBS and
BrokerTec.
The CME MDP
3.0 Market Data Adaptor allows maintaining a subscription to
one or multiple instruments and supports all features of CME market
data channels (including recovery) with latency of under 2
microseconds.
- Maintains connections to the
CME Market Data feeds via UDP (Snapshots feed, Security
Definitions feed, Incremental Updates feed) and to CME TCP replay
channels
- Hides FAST/SBE details from user, automatically applies FAST
and SBE decoding
- Provides the ability to load a CME configuration file to use
connection parameters and a FAST/SBE template file to adjust
FAST/SBE decoder accordingly
- Automatically builds and updates order books from market data
snapshots and incremental messages
- Provides the ability to add/delete fields and/or messages, and
change attributes
- Provides a C++/ .NET/ Java
API to subscribe/unsubscribe by symbol, to receive security
definitions, snapshots, increments, news, and security statuses via
call-backs;
- Provides the ability to customize logic on a low level to
define custom recovery strategy
Order Entry
iLink 2 Order Entry
FIX Antenna®
library and FIXEdge®
application server are designed and preconfigured to fully support
the
CME iLink™ Order Entry interface for routing orders, receiving
order and fill confirmations, and have the following features:
- Supports all requirements of the CME iLink™ Order Entry
interface, including the following ones:
- Supplied as a library (.dll/.so) with a user-friendly,
intuitive C++ / .NET / Java public interface or as a standalone
application
- High
performance/Low latency: in C++ implementation deliveries over
60,000 messages per second on a single CPU, and adds up to 16
microseconds' latency on 100 Mbps network with persistence and
6microseconds' latency on 100 Mbps network without
persistence.
iLink 3 Binary Order Entry
FIX Antenna HFT CME iLink 3 library is preconfigured to
fully support
iLink 3 Binary Order Entry for submitting orders and
receiving order entry responses, and has the following
features:
Supports all requirements of the CME iLink 3 Order Entry
interface including the following ones:
- Low-latency
Simple Binary Encoding (SBE)
-
FIX Performance (FIXP) protocol for session management
- Week long session support and audit, and mid-week
initialization
- New functionality of
CME MSGW (Market Segment Gateway)
- Access to all market segments on the CME Globex platform
- Ability to send/receive raw SBE (binary) data
- Supplied as a library (.dll/.so) with a user-friendly,
intuitive
API
- Support
CME BrokerTec Order Entry
- Support EBS
- Support protocol v7
- iLink 3 binary logs to FIX/ HumanReadable converter is included
in the package
- CME Audit Trail report generation tool is included in the
package
Post-Trade Data Processing
Addressing an industry need for automated solutions in
post-trade data processing, B2BITS provides the FIX
Trade Capture solution (FIXTCap) for direct access to the
following CME interfaces:
The solution is designed to support all specifics of CME
interfaces, delivering post-trade data and simplifying the process
of capturing trades.
Key Features:
- Support for CME cleared and bilateral trades across all asset
classes traded at the following CME divisions:
- CME, NYMEX, COMEX and CBOT Trading Floors
- CME Globex (CME, CBOT, NYMEX, COMEX, DME)
- CME ClearPort (CPC)
- CDS via CMD (CMD)
- Support for the following user roles:
- Trading Firms / Asset Managers / Brokerage Firms
- Support EBS
- Completely encapsulated and hidden from the client connectivity
specifics
- Pre-configured Trade Capture report subscriptions for automated
Trade Capture background service
- Flexible user-controlled Trade Capture report subscriptions via
FIX protocol API
- On-the-fly CME FIXML / XML ↔ FIX 4.4 conversion via
flexible, easy to configure and maintain xsl-based data
mapping
- Multiple ways for integration with End-user, back-office, or
3rd party ETRM system via:
- FIX 4.4 Interface
- various
middleware: database, TIB, MQ, JMS and others supported by
FIXEdge
- On-demand recovery tool to prevent trade loss in case of
failure
- FIXEdge
features inheritance, allowing seamless integration with internal
the Client's systems via ODBC, TIB, MQ, JMS and other
middleware.
For Users searching for small lightweight
solutions, Database loaders for CME Post-trading data are
available. These tools are pre-built for
MS SQL/Oracle databases, automated, and standalone
applications, consuming trades from CME ClearedTrades, ClearPort
(brokers-specific) or STP APIs.
Trade Reporting
CME
ClearPort Engine is a FIX Antenna®-based
solution, allowing its users not only to report trades for CME,
CBOT, NYMEX, COMEX and DME products to CME ClearPort
via FIXML 5.0 SP2, but also allows requesting a list and details of
tradable securities, as well as entity reference data.
- HTTPS support, encapsulation and masking of the connectivity
specifics.
- Fully supports workflow defined by CME
ClearPort
- High Performance/Low
latency support (inherited from FIX Antenna)
- User-friendly, intuitive public .NET interface