Maximum distance profile (MDP) convolutional codes have been proven to be very suitable for transmission over an erasure channel. In addition, the subclass of complete MDP convolutional codes has the ability to restart decoding after a burst of erasures. However, there is a lack of constructions of these codes over fields of small size. In this article, we introduce the notion of complete 3-MDP convolutional codes, which are a generalization of complete MDP convolutional codes, and describe their decoding properties. In particular, we present a decoding algorithm for decoding erasures within a given time delay T and show that complete T-MDP convolutional codes are optimal for this algorithm. Moreover, using a computer search with the MAPLE software, we determine the minimal binary and non-binary field size for the existence of (2, 1, 2) complete 3-MDP convolutional codes and provide corresponding constructions. We give a description of all (2, 1, 2) complete MDP convolutional codes over the smallest possible fields, namely F13and F16and we also give constructions for (2, 1, 3) complete 4-MDP convolutional codes over F128obtained by a randomized computer search.