B2BITS Market Data Adaptor provides support for
MDP 3.0 interface.
CME MDP
3.0 Market Data Adaptor allows
maintaining subscription to one or multiple instruments and
supports all features of CME market data channels (including
recovery) with latency 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 ability to load CME configuration file to use
connection parameters and FAST/SBE template file to adjust FAST/SBE
decoder accordingly
- Automatically builds and updates order books from market data
snapshot and incremental messages
- Provides ability to add/delete fields and/or messages, change
attributes
- Provides C++/ .NET/ Java
API to subscribe/unsubscribe by symbol, to receive security
definitions, snapshots, increments, news, and security statuses via
call-backs;
- Provides ability to customize logic on the low level to define
custom recovery strategy
Addressing industry need in automated solutions for post-trade
data processing, B2BITS equipped its FIX
Trade Capture solution (FIXTCap)* with adaptors with
direct access to the following CME interfaces:
The solution is designed to support all specifics of CME
interfaces delivering post-trade data simplifying 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 ClearPort (CPC)
|
- CME Globex (CME, CBOT, NYMEX, COMEX, DME)
- CDS via CMD (CMD)
|
- Support for the following user roles:
-
- Trading Firms / Asset Managers / Brokerage Firms
- Completely encapsulated and hidden from the client connectivity
specifics
- Fully-automated or semi-automated* subscription with maintained
status
- 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 trades loss in case of
failure
- FIXEdge
features inheritance, allowing seamless integration with internal
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, standalone
applications consuming trades from CME ClearedTrades, ClearPort
(brokers-specific) or STP APIs.
* Note: Semi-automated subscription assumes
subscription request submitted via FIX session
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 request 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