MDP 3.0, is CME migrating to a new data comm protocol? | Reviews of Brokers and Data Feeds


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MDP 3.0, is CME migrating to a new data comm protocol?

  #28 (permalink)

Italy (IT)
 
Trading Experience: Advanced
Platform: ATAS, R|Trader, NT8
Broker/Data: Rithmic
Favorite Futures: CL, Brent, GC, TF
 
LukeGeniol's Avatar
 
Posts: 1,501 since Apr 2010
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Kingsley View Post
Is anyone could tell me if this MDP issue will affect delta calculation?

Regards,
Kingsley

I hope and think that even if they bundle/aggregate the consecutive trades at the same price they will keep bid/ask trades separated, in this case the delta calculation will not be affected.

Take your Pips, go out and Live.
Luke.
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