A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)
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Updated
Oct 6, 2024 - C++
A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)
It's used to parse the pcap file, and extract the data of each layer from the data link layer, network layer, transport layer, and then to the application layer. The application layer supports HTTP and TLS protocols.
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