CME Group Direct Access

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

• Supports all requirements of the 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 iLink Architecture including CGW and MSGW
  • CME Globex API Secure Logon
• 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

CME iLink 3 handler (available in C++(HFT) and Java) 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