mattpearson/cme_mdp_decoder

CME MDP Example implementation

cme_mdp_decoder

CME MDP Decoder Example Implementation

This is a "starter" project showing how to subscribe to multicast groups and decode CME MDP 3.0 data on linux. Relies on a few open source projects to work:

• libevent for udp socket handling and notification (modeled after dean zhang's simple example)
• utxx for spsc lockfree queue
• Real Logic SBE for parsing CME's template into c++ code

To compile:

g++ -std=c++11 -I"." CMEFeedHandler.cpp MulticastGroup.cpp MulticastGroup.h PacketDecoder.cpp PacketDecoder.h -levent -lboost_system -lutxx -o CMEFeedHandler