java-cme-mdp3-handler
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Java Market Data Handler for CME Market Data (MDP 3.0)
I downloaded this sofware and tried to get it compile, but with no avail. From reading other error messages posted here, it might depend on which version of the jars...
We need to add the check in method `com.epam.cme.mdp3.control.ChannelControllerRouter#handleIncrementalMessage`
1) Open file with incremental refresh feed; 2) Jump to incremental packet; 3) … and then manual next commands; Probably also more complex logic with added snapshot feed (to have...
MBP Order Book is incorrectly constructed after Step2 in CME AutoCert test "Channel Reset for Market by Price". "Channel Reset for Market by Price" steps are: Step1: Confirm books are...
MBP Order Book is constructed incorrectly if Implied Order Book isn’t empty. Here are the correct values for MBP Order Book and Implied Order Book: > **Order Book 2ZQH0 :**...
This is not important issue and doesn't make any changes for businnes but it is needed to fix anyway The method is `com.epam.cme.mdp3.channel.LowLevelMdpChannel.InstrumentObserverImpl#onMessage` The description of the tag 980 SecurityUpdateAction...
Looks like better to create and use field constants instead of tag numbers, e. g. MDEntryPx instead of 270