Rapid Addition’s Fix Fast CME Feed Handler (C# Version) provides access to CME market data and transactional data. It converts the CME Market Data into a dedicated Object Model format thus hiding all the feed specific processing.

It also extends the standard Rapid Addition FIX engine to support the CME specific interface requirements thereby simplifying the task of connecting to the CME FIX interface.

Release Status:

This is the initial full production release and should be deployed in its entirety.

Version history:

Version Release Date Comments
1.0.7451.1 15/08/2012 Initial production release

This release package contains the following Rapid Addition products and product options which together form the Rapid Addition CME Feed Handler:

•Rapid Addition’s FAST version 1.1 Codec;
•Rapid Addition’s CheetahTM FIX engine;
•Rapid Addition’s CME Feed Handler tailored for the CME FAST/FIX Market Data source;
•Rapid Addition’s CME Market Data Object Model for client use; and
•Rapid Addition’s CME specific extensions for the CheetahTM FIX engine.

This release package contains the Rapid Addition CME Feed Handler. It supports the following features:

Features Comments
CME Market Data Feeds Access Connects to and listens to the CME UDP distributed Market Data by processing and arbitrating between the A&B feeds for Incremental Updates, Market Recovery snapshots and the Instrument Definition records
Automatic Recovery When packages are not received from either the A or B feeds, the handler automatically recovers from the Market Recovery Feeds and supports instrument level recovery
Easy to Use Object model The FIX messages are extracted from the FAST messages and converted into a simple to use object model. This simplifies the time to market for applications development and facilitates the production of a lower latency solution.
Automatic Support for Extended FIX versions and custom fields All custom data is supported in the object model.
Easy Maintenance and configuration of the FAST decoder Simple download and run upgrades to keep in synchronisation with the CME Market Data feed output
Simple Channel subscription model Entire channels can be monitored or ignored as necessary
High Performance High throughput and low latency characteristics amongst the best in breed for pure software solutions
Integrated Cheetah FIX Engine Rapid Additions low latency FIX engine fitted with CME specific extensions to simplify transactional connectivity issues.
Supported Platforms Operating systems: Windows incorporating .Net 4.0
Supported Compilers Native C# compiler provided with MS Visual Studio 2010. This is builds a fully managed code solution that operates within the .Net 4.0 environment.
Software Escrow Escrow is available on demand
Full CME connectivity SDK CME market data feed handler is delivered with: pre-compiled binaries; Visual Studio compatible Programmer’s development guides; the Market Data Object Model API; the Cheetah FIX API; the Generation Zero utility libraries for garbage free .Net development Code Samples; CME conformance tips and guidelines

System Requirements:The CME Feed Handler (C# version) is a software component provided by Rapid Addition that can be installed onto any modern development machine that supports the Microsoft .Net 4.0 SDK. It is then expected to be treated as a 3rd party component and incorporated into a development project solution as a set of dlls and accessed through its public interface as defined in the associated help text/user manual.


The CME Feed handler component requires Windows .Net 4.0 or above to be present to operate.

Q: Do I need to know anything about the CME Market Data Feed Format?A: Only in so far as to configure which data channels you want to receive data for. All the handling of the FIX/FAST messages being broadcast over multiple UDP feeds and recovery channels is performed by the CME Feed Handler Component

Q: Can I install this on a 32 bit operating system?

A: Yes, but you may need to restrict the number of channels that you connect to, In order to preload all the instruments that can be monitored, you have to use a 64 bit operating system to be able to address sufficient memory.