The CME Group Market Data Platform (MDP) disseminates real-time bid, ask, trade, and statistical data for CME Group markets and also provides recovery and supporting services for market data processing.
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Market Data Group
Market data is organized by Market 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.
Market Data Groups have the following structure:
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Incremental Feed
UDP Feed A and UDP Feed B are used to disseminate CME Group incremental market data using encoded packets containing the following FIX market data message types:
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UDP Feed A and UDP Feed B should be used for arbitration. |
Market Recovery Feed
The Market by Price (MBP) and Market by Order (MBO) Market Recovery (UDP) Feed A is is used to disseminate CME Group market data snapshots for all books having activity since the beginning of the week. Market Recovery (UDP) Feed B functions as a backup in the event that Feed A becomes inoperable.
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