Which Data Feeds / platforms support MBO Data? | Traders Hideout


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Which Data Feeds / platforms support MBO Data?

  #13 (permalink)

New York, NY
 
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LukePoga View Post
there is an open source MDP 3.0 handler available. i am not sure if it is CME Pre-approved.

CME certification only matters to your FCM at the end of the day. They have holes in their test cases too so it's by no means a guarantee that your feed handler does what you want semantically.

The approach you described will cost closer to 45-50x of IQFeed and net you about 1 ms over receiving a well-designed third party feed over WAN.

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