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Market data is organized by Market Data Groupmarket data group, which is a configuration of MDP channels providing all market data required to support markets for a given product or set of products.

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CME MDP Conflated TCP market data group supports 50-millisecond conflated over TCP unicast in Simple Binary Encoding (SBE). Each Conflated TCP channel market data group has separate I/P and ports; therefore, therefore session activity will only apply to their respective channels. 

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  • Security Definition (tag 35-MsgType=d)
  • Market Data Security Status (tag 35-MsgType=f)
  • Market Data Incremental Refresh (tag 35-MsgType=X)
  • Request for Quote (tag 35-MsgType=R)
  • Snapshot Refresh (tag 35-MsgType=W) - new functionality for Market By Order Limited Orders

All packets are sent through both UDP Feed A and UDP Feed B applicable Market Data Groupsmarket data groups. This redundancy minimizes the chance of message loss due to UDP. 

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TCP MDP Gateway disseminates CME Group market data using TCP encoded packets. The TCP MDP Gateway gateway will support conflated support conflated MBP & MBOLD book management.

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  • Schema Dissemination - method for client system systems to receive all active CME Group templates
  • Market Data Configuration - allows client systems to receive list of all market data channel configurations
  • Security Definition Flat File - contains all Security Definition (tag 35-MsgType=d) messages for CME Globex instruments
  • Market Schedule File - contains all Security Groups with state changes scheduled for each Trading Date of the current week
  • CME Reference Data API - Additional product and instrument referential data via CME Reference Data API

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