B2BITS CME MDP Handler API Reference
Introduction

This reference provides detailed information to C++ programmers on B2BITS CME MDP Handler Application Programming Interface.

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

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 Cme::Mdp::Channel, Cme::Mdp::Resolver, Cme::Mdp::Instrument, Cme::Mdp::Message object definitions.

Raw Data API can be used to receive channel UDP packets as they arrive from the network socket layer. See Cme::Mdp::Channel, Cme::Mdp::Packet object definitions.