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C++ CME Market Data Handler is a C++ library that provides access to the CME Group market data platform (MDP) of the third generation. The software development kit encapsulates all low-level aspects of the CME market data platform allowing to focus on a trading solution implementation and market data processing algorithms. The high-level C++ API allows building applications quickly to get market data without much involvement into raw protocol specifics of the MDP.
Below are the key features of the C++ CME Market Data Handler:
What is new section explains new features and important changes made by the development team into the SDK API and behavior since the previous major release.
Migration Guide uncovers aspects of painless migration from previous releases.
Getting Started section guides through the most significant parts of the Handler's architecture.
FIX-like Messaging section describes generic FIX-like messaging interface provided by the handler
Advanced Programming provides information about sophisticated development tasks and techniques available in the Handler including
Low Latency Best Practices on achieving the best latency of market data processing.
FAQ contains commonly asked questions and answers.
Support describes the best way to get support for the product.
For a complete list of available topics, see Table of Contents.