We are pulling data from CME through Google cloud platform and have solution for this in both Java and python.
The resulting data stream is ecoded in CME's MDP SBE protocol and needs to be decoded and filtered, so that prices for relevant can be extracted from the feed.
Details can be found here
and here for the decoding required.
We also envisage the following library being helpful for python [login to view URL] or is java is preferred, [login to view URL] It is a matter of being able to connect the current stream into these that will do the decoding, using the schemas, provided by CME https://www.cmegroup.com/confluence/display/EPICSANDBOX/MDP+3.0+-+Message+Schema
We would like the finished product to be configurable to display the current prices of selected products, in an excel spreadsheet.
Dependent on the success, there may be follow up projects flowing from this.
5 freelancers are bidding on average £550 for this job
I am very interested about this project. I checked your requirement carefully. I can start right now and will work full time for only you. I'd like to be your long term partner.