Supported operating systems: Any OS with JRE 5.0 or above installed.
CME MDP 3.0 Market Data Adapter for FIX Antenna Java requires a license file (fixaj2-license.bin) for its work. If you have no license, please contact us at sales@btobits.com. If you have the FIX Antenna license, put it please into one of the following places:
- in application CLASSPATH;
- in application working directory;
- in user home directory.
Fully functional application for communicating with CME MDP 3.0.
The package includes a top-level directory cmemdpadaptor-N.N.N with the following content:
- docs - this manual and API documentation
- etc
- mdp.properties - MDP 3.0 Adapter configurations
- examples - samples of simple and advanced usage
- lib - libraries required in runtime
- apache-license-2.0.txt, CDDL-license.txt, license.txt - licenses for runtime libraries and for third-party libraries used in samples and benchmarks
- VersionHistory.txt - change list for the CME MDP 3.0 Market Data Adapter for FIX Antenna Java
- readme.html - readme document
Samples is a set of small applications accompanied with sources that demonstrate the usage of the core FIX Antenna functionality.
This sample demonstrates how to subscribe and receive market data from CME MDP 3.0 connection stream.
Structure:
- bin\run.bat - running script
- etc
- log4j.properties - logging configuration
- mdp.properties - MDP 3.0 Adapter configuration
- lib
- src - sources code
How to run:
- make sure your license file is correct and properly installed for running this sample (Application license installation.)
- Get the latest SBE templates.xml from cme ftp site (ftp://ftp.cmegroup.com/SBEFix/).
- Get the latest config.xml from cme ftp site (ftp://ftp.cmegroup.com/SBEFix/).
- Change the line in bin/run.bat to following:
- "%JAVA_BIN%" -cp CP% com.epam.cmemdp.MainApp -c file:(path to config file) -t file:(path to templates file) -d (max book depth)
- run the script bin/run.bat
- subscribe to one or more instruments
- type Ctrl + C to close the application
This sample demonstrates how to create CME MDP 3.0 adaptor instance and connect to certain market data stream
Structure:
- src - sources code
- bin\runChannelSample.bat - running script
- etc
- config.xml - chanel configuration
- mdp.properties - MDP 3.0 Adapter configuration
- log4j.properties - logging configuration
- templates.xml - CME SBE teplates
- lib
How to run:
- make sure your license file is correct and properly installed for running this sample (Application license installation.)
- run the script bin\runChannelSample.bat
- the application will notify that a market data messages are received
This sample demonstrates how to create Simple marked data channel and connect to CME MDP Stream
Structure:
- src - sources code
- bin\runSimpleMDPClient.bat - running script
- etc
- mdp.properties - MDP 3.0 Adapter configuration
- log4j.properties - logging configuration
- templates.xml - CME SBE teplates
- lib
How to run:
- make sure your license file is correct and properly installed for running this sample (Application license installation.)
- run the script bin\runSimpleMDPClient.bat
- the application will notify that market data messages is received
This sample demonstrates how to use High Level Market Data API to make high-level connection to CME MDP 3.0. High-level connection has built-in support of CME Business Objects like OrderBooks (Multiple Depth, Implied, Consolidated), Security Definition & Status, Statistics, Last Trades, Quote Requests.
Structure:
- src - sources code
- bin - scripts to run Examples
- AdhocBookExample.bat - script to run Adhoc Order Book Subscription Example
- ConsolidatedBookExample.bat - script to Consolidated Order Book Example
- DirectAndImpliedBooksExample.bat - script to run example of Direct and Implied Order Books in one Subscription
- DirectBookExample.bat - script to run Direct Order Book Example
- ImpliedBookExample.bat - script to run Implied Order Book Example
- LastTradeBySecDescExample.bat - script to run example of Last Trade of Security subscribed by Security Description
- LastTradeBySecurityGroupExample.bat - script to run example of Last Trade of Security subscribed by Security Group Name
- SecurityDefinitionListenerExample.bat - script to run example of Security Definition Listener
- StatisticsBySecuritySymbolExample.bat - script to run example of Statistics subscribed by Security Symbol
- etc
- mdp.properties - MDP 3.0 Adapter configuration
- log4j.properties - logging configuration of low-level CME MDP adapter
- logback.xml - logging configuration of high-level CME API
- cme-md-func-* - user app configuration of high-level CME API used in the examples
- lib
How to run:
- make sure your license file is correct and properly installed for running this sample (Application license installation.)
- run the scripts from bin
- the application will notify about progress in scenario and log information received via listeners
To uninstall CME MDP 3.0 Market Data Adapter simply remove the directory from disk. It is recommended to keep the license file though.
Public API for market data adapters.
CME MDP 3.0 implementation of public market data adapter API.
Helper classes for CME Adaptor.
CME High Level Market Data API.
MDP 3.0 Engine with SBE decoder .
Base common classes for FIX Antenna.
FIX Engine.
FIX Engine configuration helper library.
FIX Engine Encryption Api.
FIX Engine Encryption impementation.
FIX Messaging API and related utils for FIX Antenna.
Constants for object model.
XML marshalling library. Required for processing a FIX dictionary.
The Apache Commons CLI library provides an API for parsing command line options passed to programs. More..
Commons Logging is a thin adapter that allows configurable bridging to other well-known logging systems.
Apache Log4J library for logging.
Successor of Log4J library for logging.
Successor of Log4J library for logging.
Google's core libraries that we rely on in our Java-based projects: collections, caching, primitives support, concurrency libraries, common annotations, string processing, I/O, and so forth.
The Simple Logging Facade for Java or (SLF4J) serves as a simple facade or abstraction for various logging frameworks, e.g. java.util.logging, log4j and logback, allowing the end user to plug in the desired logging framework at deployment time.
JSON processor (JSON parser + JSON generator) written in Java. Beyond basic JSON reading/writing (parsing, generating), it also offers full node-based Tree Model, as well as full OJM (Object/Json Mapper) data binding functionality.
JSON processor (JSON parser + JSON generator) written in Java. Beyond basic JSON reading/writing (parsing, generating), it also offers full node-based Tree Model, as well as full OJM (Object/Json Mapper) data binding functionality.
Print table data in ASCII format. Used to log table data in tests and examples.
