CME Market Data Connector
CME Data Connector based on CME Market Data Platform API (MDP 3.0) and EPAM B2BITS Market Data Handler for CME MDP.
Configuration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| Channel IDs | N/A | The list of channel IDs. Use ',' to separate IDs. |
| Use Feed B | false | Use incremental feed B for arbitration. |
| Local Interface A | N/A | Host name/IP address of the local network interface to listen to the feed A. If not specified, the default value is used. |
| Local Interface B | N/A | Host name/IP address of the local network interface to listen to the incremental feed B. Used only when 'Use Feed B' option is enabled. If not specified, the same NIC as for the feed A is used. |
| Receive Buffer Size | 4194304 | The size of the socket receive buffer (in bytes). |
| Incremental Queue Size | 30000 | The size of the queue to store incoming incremental updates while the recovery process. |
| Start Time | 17:00:00 | Start time of the session in the 24-hours format (HH:MM:SS). Default value is 17:00:00. |
| Start Day | SUN | Day of week of session start. Default value is SUN. |
| End Time | 16:00:00 | End time of the session in the 24-hours format (HH:MM:SS). Default value is 16:00:00. |
| End Day | FRI | Day of week of session end. Default value is FRI. |
| Time Zone | America/Chicago | Time zone of start/end session time. Default value is America/Chicago. |
Symbology
Supported symbol:
| Examples |
|---|
| ESH0 E4AH0 C2045 |
Full symbol list: ftp://ftp.cmegroup.com/SBEFix/Production/