CME Simple Binary Encoding Adapter
The CME SBE adapter uses the Apama Integration Adapter Framework (IAF) to connect to a CME FIX/SBE market data feed. The CME SBE adapter works with the following functionality of the CME FIX/SBE market data feed:
Market depth
Trade reports
Market statistics
Instrument static data (security definitions)
The adapter supports the following data stream types:
BBA
DEPTH
TRADE
EP
For more information on the data stream types and their usage, see MDA documentation.
The adapter works with all the FIX/SBE message types used by the CME feed, although it uses only the following message types directly:
Market Data Snapshot Full Refresh (35=W)
Market Data Snapshot Incremental Refresh (35=X)
Security Definition (35=d)
Security Status Message (35=f)
The adapter ignores the following message types:
News (35=B)
Quote Request (35=R)
All other CME FIX/SBE message types are only used internally by the IAF transport.