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Posts Made By:
aslan
Forum:
Brokers
May 15th, 2015, 11:44 AM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,782
Posted By
aslan
Just look on the CME wiki, for example: Trade...
Just look on the CME wiki, for example: Trade Summary (http://www.cmegroup.com/confluence/display/EPICSANDBOX/MDP+3.0+-+Trade+Summary)
Just page down to the first image, and you can see how a msg...
Forum:
Brokers
May 10th, 2015, 04:11 PM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,782
Posted By
aslan
This really is not the case, as each trade in the...
This really is not the case, as each trade in the feed is marked as a buy or sell aggressor (true for old and new protocol). There are some trades that come thru not marked (i.e. implied trades), and...
Forum:
Brokers
May 10th, 2015, 03:46 PM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,782
Posted By
aslan
This dead on. The info is there, but there are...
This dead on. The info is there, but there are some fringe cases that are not well documented. The entire MDP3 protocol is kind of like that though, very general purpose (actually too general...
Forum:
Brokers
May 10th, 2015, 08:44 AM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,782
Posted By
aslan
People are worried about nothing. The only down...
People are worried about nothing. The only down side is a tick chart may need to be slightly adjusted in terms of number of ticks to account for a smaller number of avg ticks.
Forum:
Brokers
May 7th, 2015, 12:26 AM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,782
Posted By
aslan
Interesting thread, but there seems to be a lot...
Interesting thread, but there seems to be a lot of mis-understandings.
The new protocol sends thru trades using an event based model. So if an aggressor order triggers 5 other orders (i.e. buy 5 @...
Showing results 1 to 5 of 5
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