Explore our open-source contributions to the trading and financial technology community.
If you've ever wondered how trading systems receive real-time market data—price updates, trades, order book changes—at speeds measured in microseconds, this post is for you. We're open-sourcing a CME MDP3.0 market data feed handler written in C++ that achieves sub-microsecond latency from packet receipt to application callback.
This handler is certified on CME AutoCert for futures, and with minor modifications works for spreads, options, BTEC, and EBS products.