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

futures.io - futures trading strategies, market news, trading charts and platforms

Traders Hideout

Discuss day trading practices and futures trading strategies on this forum for all markets. This forum is also for discussing and reviews for brokers, data feeds, and commercial or third party add-ons


Which Data Feeds / platforms support MBO Data?

  #25 (permalink)

Bangkok, Thailand
Trading Experience: Advanced
Platform: ZMAPI
Favorite Futures: Commodities
Posts: 148 since Mar 2011
Thanks: 288 given, 167 received

LukePoga View Post
You can get direct mdp3 feeds from several providers. You have to pay a lot for 3rd party mdp3 receiver software, or write your own. What benefit is it though if you can’t place orders via same? That’s where the 500,000 Account minimum is required to remove the intermediary risk check. otherwise you can lose a million of your fcm’s money accidentally and have to declare bankruptcy!

Can you tell here or send me as a private message these providers? If they are not cost prohibitive I'd be very interested in getting such direct MDP3 feed.

Coding MDP3 receiver should not be too difficult. MDP3 is using SBE with CME defined templates. In SBE Github page there are open source parsers available for several languages that are very fast.

This would be a connector to ZMAPI and will be open sourced as usual.

Reply With Quote