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»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: 1753
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
 

 

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