C++ CME MDP Premium Market Data Handler is a C++ library that provides access to the CME MDP Premium Market Data. The software development kit (SDK) encapsulates low-level aspects of the CME market data platform. It allows building ultra-low-latency applications quickly to get market data without much involvement in the MDP protocol.
The key features of the handler:
A) and secondary (
The Getting Started section guides through the most significant parts of the SDK and the handler's architecture.
The Order Books sections provides order-book related information.
The Advanced Programming section provides information about sophisticated development tasks and techniques.
The Low latency best practices section explains how to achieve the best latency of market data processing.
The FAQ section contains commonly asked questions and answers.
The Glossary section defines the terms that are used in this document.
The Support section describes the best way to get support for the product.
For a complete list of available topics, see Table of Contents.