Capital Markets Adapters 10.11 | Apama Capital Markets Adapters Documentation 10.11 | CME Simple Binary Encoding Adapter
 
CME Simple Binary Encoding Adapter
 
Prerequisites
Configuring correlator
Configuring IAF
Using SecurityDefinition query interface
Subscribing and unsubscribing to an event
Troubleshooting
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.