FIX-related products and services

CME FIX/FAST Market Data Adaptor

B2BITS EPAM Systems Company FPL
41 University Drive, Suite 202
Newtown, PA 18940 US

B2BITS CME FIX/FAST Market Data Adaptor is available for .NET, C++ and Java and allows application to subscribe to one or multiple instruments, supports all the features of CME market data channels including recovery. It has rich UI to ease configuration management and provide real time monitoring.


Features:

• Connects and maintains connections to the CME Market Data feeds via UDP (Snapshots feed, Security Definitions feed, Incremental Updates feed)


• Connects and maintains connections to the CME TCP replay channels


• Hides FAST functionality from user, automatically applies FAST decoding


• Ability to load CME configuration file and use connection parameters


• Ability to load CME FAST template file and adjust FAST decoder accordingly


• Ability to add/delete fields and/or messages, change attributes


• API to subscribe/unsubscribe by symbol, API to receive security definitions, snapshots, increments, news, and security statuses via call-backs


• Ability to customize logic on the low level for example to define custom recovery strategy


• Ability to utilize special hardware (10Gb Ethernet Myricom card) to decrease latency from 3 to 5 times


• Low latency:
  
  
  • under 0.010 milliseconds (with 10Gb Ethernet Myricom card)
  • under 0.025 milliseconds (with Basic 1Gb Ethernet card)

FAST Version

1.1, SCP 1.1

FIX Version

5.0

Language

C#, C++, Java

Licensing

License + Maintenance, License Only

Middleware

In-process

Platform

Linux, Red Hat Linux, Windows 2k/XP/Vista, Windows Server (2003/2008)

Technology

1Gb Ethernet

Web site

http://b2bits.com/trading_solutions/cme_fast_adaptor.html

Contact

9082409789