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.
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.
- 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.
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.
- 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 . This feature is only supported for Futures and Options. 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