Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum
"As a past ******* customer(and not a happy one), IQ Feed by DTN is a much better and cheaper product with great customer support. I have had no problems at all since switching over." - Comment from Public Forum
"IQ feed is brilliant. The support is mind-bending. What service!" - Comment from Public Forum Post
"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps
"Its working FABULOUSLY for me!! Holy cow...there has been so much I've been missing lately, and with this feed and Linnsoft software...I'm in the game now." - Comment from Chris R.
"You are much better than lawyers or the phone company because you answer the phone when I call! I just love your customer service." - Comment from Isreal
"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"I've been using Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - Comment from Public Forum
"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe
"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
Home  Search  Register  Login  Blogs Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Product Support »General Product Announcements »CME MDP 3 Protocol Changes
Author Topic: CME MDP 3 Protocol Changes (1 messages, Page 1 of 1)

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1752
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Aug 12, 2015 03:02 PM          Msg. 1 of 1
Effective Sunday Sept. 20, 2015 our ticker plant will begin transitioning to the new MDP 3.0 protocol from the CME Group. The CME released this protocol in late 2014 and is requiring all data vendors to migrate to it by October 2015.

With the large number of professional traders who rely on us to power their trading and analytics, we have been focused on ensuring this change will have minimal impact on you. While the MDP 3.0 protocol is designed to “bundle” trades that were previously reported individually, our Ticker Engineers have been able to successfully “un-bundle” these trades so we can continue providing the highest level of visibility and accuracy with regards to trade flow.

We have spent countless hours coding, testing and validating our systems to ensure our customers continue receiving the best data feed on the market. Because of this effort, our customers will notice little or no change within your charts when we switch to MDP 3.0. You may notice fewer trades being reported because the CME Group will no longer report Spread Leg trades the same as before. Thus, these will be represented as volume only updates without a corresponding trade. In addition, you may notice multiple sequential trades that will be sent with the same TickID. This will allow our customers and 3rd party software providers to “re-bundle” the trades if desired while providing “un-bundled” trades to the majority of our users who need it.

We pride ourselves on providing professional services to successful traders and strive to communicate with you anytime there is a change or issue that could affect your trading. Be sure to follow us on Twitter (@DTN_IQFeed) to receive real-time notices regarding changes to IQFeed, new features and special offers.

Tentative release schedule for new MDP 3.0 protocol (subject to change based on ongoing testing):
EXCHANGE | RELEASE DATE
MGE | 09/20
MDEX | 9/20
CBOT | 09/20
COMEX | 9/27
NYMEX | 9/27
CME | 09/27
DME | 09/27
BM&F | TBD




Jay Froscheiser
Vice President, Active Trader Products


Edited by DTN_Jay_Froscheiser on Sep 25, 2015 at 08:56 AM
 

 

Time: Tue March 19, 2019 8:25 PM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003