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


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Which Data Feeds / platforms support MBO Data?

  #26 (permalink)

Sydney Australia
 
Trading Experience: Intermediate
Platform: Rithmic API
Favorite Futures: ES CL
 
Posts: 63 since Jan 2014
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rounder8 View Post
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.

they are around 2000usd/month with a colo server to receive via lan.

if you want mdp3 not for performance, but for convenience, i am not sure of any provider that does it on the cheap. someone mentioned above Rithmic. i had not heard that rithmic had a mbo/mdp3 over wan version. so that might be worth investigating.

to read mdp3 you need a handler. there is an open source one for java. the only c++ ones are around $10K minimum. you can find mbo/mdp3 packet spec on CME website so it would be possible to do it yourself obviously if youre an experienced programmer. i have only looked at CME so cant comment on other exchanges, but I suspect each exchange has a slightly different format. so it might not be that convenient after all.


Last edited by LukePoga; December 3rd, 2018 at 03:14 PM.
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