EPAM B2BITS CME MDP Handler C++
5.4.2
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▼Messages | |
Raw messages | Raw SBE messages |
Tag-Value interface | By tag access to message fields and groups |
Per instrument messages | Per instrument message may represent whole SBE message or one repeating group entry |
Channels | Channel object is used to receive market data of a particular CME channel |
Instruments | Instrument object is used to receive market data of a particular instrument |
Market Data Service | Market Data Service object is a root object to access CME market data |
Resolvers | Resolver object is used to receive reference data (instrument definitions) of the channel |
Price precision extension | Price precision extension changes |