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 of chosen solution,
as well as allowing monitoring session statuses and parameters in
real-time.
Market Data
EPAM 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
Order Routing
FIX
Antenna® library
and FIXEdge® application
server are designed and preconfigured to fully support
CME iLink™ Order Entry interface for routing orders, receiving
order and fill confirmations, have the following features:
- Supports all requirements of CME iLink™ Order Entry interface
including the following ones:
- week long session support and audit;
- access to all market segments
- Route-Through functionality
- changes for
New iLink Architecture including CGW and MSGW
- Supplied as library (.dll/.so) with user-friendly intuitive C++ / .NET / Java public
interface or as 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.
Post-Trade Data Processing
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 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
- 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
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 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