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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.

Table of Contents

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:

Gliffy Diagram
nameMDP Market Data GroupMBO3

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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Info

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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