Introduction

Overview

This reference provides detailed information to C++ programmers on B2BITS CME MDP3 Handler API

This reference assumes the reader is familiar with CME MDP 3.0 Handler Documentation.

Version: 5.4.2

Main features

The handler provides three possible levels of interaction with the client application:

• Order Book API can be used to receive notifications on instrument state updates and analyze the corresponding data structures maintained by the handler.
  See Cme::Mdp::Channel, Cme::Mdp::Resolver, Cme::Mdp::InstrumentDefinition, Cme::Mdp::Instrument, Cme::Mdp::OrderBook, Cme::Mdp::Trade object definitions.
• Message API can be used to receive instrument market data messages sequenced, recovered and synchronized by the handler.
  See Raw messages and Cme::Mdp::Message object definitions.
• Tag-Value message API provides uniform by tag access to message fields, requires less callbacks to be overriden than regular Message API.
  See Tag-Value interface.
• Raw Data API can be used to receive raw channel UDP packets as they arrive from the network socket layer.
  See Cme::Mdp::Packet object definitions.