This project contains a variety of python notebooks to support customers initial usage of CME Smart Stream on Google Cloud Platform (GCP). Since Smart Stream on GCP leverages Google Cloud Pub/Sub as well as Google IAM, the following notebook leverages GCP Python libraries thereby removing the complexity of accessing CME Group Market Data while demonstrating the basic workflows needed to use the Cloud PubSub solution.

CME Smart Stream on GCP leverages Google Cloud Pub/Sub to enable customers to access CME Group market data. As the diagram illustrates below, CME Group pushes data into Topics and customers retrieve data from Subscriptions.

CME Smart Stream is designed to provide all CME Group market data via Cloud Pub/Sub Topics where customers can create Cloud Pub/Sub Subscriptions in their specific GCP projects. In this tutorial:

• Credential via GCP IAM using your Service Account or User Account.
• Setup your Project and target a CME Group market data Topic.
• Create a Cloud Pub/Sub Subscription in your account.
• Pull a single message from that Queue.
• Delete the Subscription

CME Smart Stream on GCP has over 152 Market Data Topics available as aligned to CME traditional on-premises multi-cast solutions.

This tutorials shows how you can quickly download active list of Topics for Certification, New Release and Production.

Please go to CME Group Data Services Portal to register for CME Smart Stream on GCP. Once approved, these examples will run with your specific GCP IAM information supplied at onboarding.

To use the examples in Juptyer notebook from Anaconda Python. The following will clone this repo, including an environment.yml file that will create the proper Anaconda environment with all the dependencies. You then launch the Juptyer lab environment.

git clone https://github.com/CMEGroup/CMESmartStream-on-GCP-Tutorial.git
cd CMESmartStream-on-GCP-Tutorial
conda env create .
source activate  CMESmartStream_on_GCP_Tutorial
jupyter notebook

Alternatively, you can use your own python environment but review the environment.yml file to determine the package dependencies. The minimum dependencies are the Google SDK and Google Python Library.

Please use the Issues feature above to request new tutorials or adjustments as needed. If you would like more information, please contact [email protected] for information.

Those using Java can leverage our initial package for accessing a subscription and performing order sequencing.

CME Smart Stream Binary Data Sequencer

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