cme raw fix/fast feed
- Thread starter sma202
- Start date
You can lose packets in udp ?! it's problematic for trading
They build their own error checking/stream reassembly on top of UDP. In the end it works really well, if it's done right.
The bandwidth on the CME feed is relatively low, and you can pick and choose which product classes to subscribe to. We started on a 20, then 40, then 100meg connection with very selected products classes we dropped 1 or 2 messages a week, we upgraded as we traded more product classes. When we moved to a 1G colocated connection with all products and now a 10G we never drop packets.
If you are concerned you can listen to the A and B channels and arbitrate the data, this way if you drop a packet you have a second chance to get it. Even if you don't do that CME is a level based feed and fixes itself very quickly unlike price or order based feeds.
http://www.cmegroup.com/globex/files/connectivityoptions.pdf
If you are concerned you can listen to the A and B channels and arbitrate the data, this way if you drop a packet you have a second chance to get it. Even if you don't do that CME is a level based feed and fixes itself very quickly unlike price or order based feeds.
http://www.cmegroup.com/globex/files/connectivityoptions.pdf