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cme-market-data-handler's Introduction

CME-Market-Data-Handler

A minimalist CME MDP3.0 C++ market data feed handler implementing all required features needed to certify on CME AutoCert. It is tested/certified on futures but with minor modifications will work for spreads, options, BTEC, and EBS.

Copyright 2022 Vincent Maciejewski, Quant Enterprises & M2 Tech Contact: [email protected] [email protected] https://www.linkedin.com/in/vmayeski/ http://m2te.ch/

Latency from moment a packet is received to moment application callback is invoked is under 1 micro.

Please note the code has been tested on Centos and will not work on Windows.

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cme-market-data-handler's Issues

How to get the handler working?

Thank you for sharing the MDP Handler! Its very useful for someone like me who is learning market data connectors.
I can compile the code just fine but I am not sure how it is supposed to work. The program does not write anything to stdout ?

Also I had to change the following line to use my loopback address in main.cpp to fix "setsockopt IP_ADD_MEMBERSHIP: No such device" error in the join_group function call in udp_socket.hpp

constexpr auto mdinterface = "127.0.0.1"; //""10.248.146.89";

Thanks again,
Suhas

Minor point

Released uder the MIT license.

should be "under" not "uder"

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