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OnixS directConnect

CME MDP Conflated TCP and Conflated UDP feed Market Data Handler SDKs

The CME MDP Conflated TCP and UDP market data feed were introduced specifically to support the migration of the NEX Markets BrokerTec US Repo, EU Repo, EBS Markets and eFix Matching Service products to the CME Globex platform. Data for these products  is not available on the CME MDP 3.0 Premium channels.

Main features

The CME have integrated BrokerTec and EBS Market products onto CME Globex and the associated dissemination of market data is over the CME Market Data Platform (MDP) Conflated UDP and CME Conflated TCP feeds. This new CME market data feed service was introduced specifically to support the migration of NEX Markets products to the CME Globex platform.

The prior BrokerTec OMNet API B014 data for US Repo and EU Repo is not available on the CME MDP Premium channels. This data is only available on the CME MDP Conflated TCP feed channel IDs 516 and 517.

The CME MDP Conflated TCP market data for BrokerTec data supports 50-millisecond conflated over TCP unicast in Simple Binary Encoding (SBE) and supports conflated Market By Price (MBP) and Market By Order Limited Depth (MBOLD) book management.

For EBS Markets the conflated TCP feed provides 50-100 millisecond conflated messaging, 3-5 Deep Market By Price (MBP), Trade Summary and Top of Book (TOB) prices using Simple Binary Encoding (SBE) via TCP Connectivity.

The EBS Markets Conflated UDP is 5 millisecond conflated messaging, up to 10 Deep Market By Price (MBP), Trade summary messages using CME Globex Simple Binary Encoding (SBE) via UDP Multicast Connectivity.

OnixS directConnect: CME MDP Conflated TCP feed Market Data Handler SDK

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OnixS directConnect: CME MDP Conflated UDP feed Market Data Handler SDK

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All solutions are pre-certified with the Exchange thus providing production ready, fully maintained and quick to implement CME Direct Market Access solutions.

Includes

The OnixS directConnect: CME MDP Conflated TCP feed Market Data Handler and OnixS directConnect: CME MDP Conflated UDP feed Market Data Handler SDKs include:

  • Handler library
  • Documentation
  • Reference implementation sample projects (Getting Started, Advanced, Benchmark, Backtesting, etc.)
Platforms supported

The OnixS directConnect: CME MDP Conflated TCP feed Market Data Handler and OnixS directConnect: CME MDP Conflated UDP feed Market Data Handler SDKs are implemented on multiple platforms including Windows C++ , Linux C++ (RedHat, CentOS, Ubuntu, etc)

Other platforms such as .NET Framework, .NET Core and Java available on request.

Reference

For more details on usage of the OnixS ultra-low latency C++ CME MDP Conflated TCP Handler SDK:

OnixS directConnect: CME MDP Conflated TCP feed Market Data Handler SDK Programming Guide

OnixS directConnect: CME MDP Conflated UDP feed Market Data Handler SDK Programming Guide
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