Covalence

Let's Share

Open-Sourcing our CME FIX Listener

At Molecule, we use a ton of open source projects, and a core value for our team is that where we borrow, we should give back.

In addition, while building Molecule, we've encountered problem after problem in the ETRM industry, that just Should Not Be That Hard. Integrations should be easy, financial calculations should be industry-standard, and data should be free.

That's why, today, we're pleased to announce that we've open-sourced our shiny new CME FIX Listener. It's a service that connects to the CME's STP API to download trades in FIXML format, and returns easy-to-read, JSON-formatted trades. We use it to download CME trades all day, every day. It's battle-tested in our production environment, and it's free for anyone to use under the MIT License. If you make improvements, send us a pull request. We'd love to incorporate your changes.

This is the first of several components of our software that we plan to share (we'd love to do the same for our ICE adapter, if we could get permission). Enjoy, and happy trading!