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B2BITS®, EPAM SYSTEMS' Capital Markets Competency Center Office Head Office

Global Headquarters EPAM Systems, Inc 41 University Drive Suite 202
Newtown
PA
US

Telephone

9082409789

Contact

Mark Bisker
[email protected]

CME FIX/FAST ADAPTOR

B2BITS CME FIX/FAST Market Data Adaptor allows application to subscribe to multiple instruments, supports all the features of CME market data channels including recovery.

Features:

  • Connects and maintains connections to the CME Market Data feeds via UDP (Snapshots feed, Security Definitions feed, Incremental Updates feed)
  • Connects and maintains connections to the CME TCP replay channels
  • Hides FAST functionality from user, automatically applies FAST decoding
  • Ability to load CME configuration file and use connection parameters
  • Ability to load CME FAST template file and adjust FAST decoder accordingly
  • Ability to add/delete fields and/or messages, change attributes
  • API to subscribe/unsubscribe by symbol, API to receive security definitions, snapshots, increments, news, and security statuses via call-backs
  • Ability to customize logic on the low level for example to define custom recovery strategy
  • Low latency under 0.03 milliseconds

www.b2bits.com/trading_solutions/cme_fast_adaptor.html

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