Market data from CME via FIX/FAST

, ,
1

Imported from previous forum

2

I’m looking for the best (low latency) solution to recieve the market data from CME. Actually I’m a newbie in FIX/FAST, but has understood that it is necessary to use it for low latency. Is there any way for the private person (trader) to recieve data directly from CME or from broker only? Is there any free software for just recieving (no orders) data using FIX/FAST?

3

Hi Pavel,

You can get more info on customer requirements for cme from cme group itself:

http://www.cmegroup.com/globex/introduction/process.html

There are a number of FIX/FAST libraries available to decode CME market data, some of which are available for free.

Beyond decoding FIX/FAST encoded message, you’ll need to handle CME’s many multi-cast channels that provide redundancy and the replay point-to-point session to recovery any missed messages.

You can do this yourself (but it is not trivial) or look for commercial solutions (offered by several vendors, including my firm).

Please contact me directly if I can provide more information.

Greg.

I’m looking for the best (low latency) solution to recieve the market
data from CME. Actually I’m a newbie in FIX/FAST, but has understood
that it is necessary to use it for low latency. Is there any way for the
private person (trader) to recieve data directly from CME or from broker
only? Is there any free software for just recieving (no orders) data
using FIX/FAST?