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?

  #73 (permalink)

New York
 
 
Posts: 51 since Dec 2013
Thanks: 2 given, 36 received

1. a 500 lot trade being reported as a 500 lot trade on T&S (pre 2009 and MDP 3.0)

2. a 500 lot trade being reported as 500 1 lot trades on T&S (2009 to Oct 2015)


I know which I'd prefer ;-)

Be aware that if your are trading through NinjaTrader brokerage with Rithmic data, Rithmic are still using the current protocol.
But if you fill your NinjaTrader charts with historical data...it's being filled with CQG/Continuum data which have moved to MDP 3.0 for both live and historical data.
Therefore in this set up if you initiate a historical data download intra day...your data will change and so will your signals.

Ouch!

mpx


Last edited by mpxtreme; May 20th, 2015 at 01:18 PM.
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