The CME Market Data Platform (MDP) disseminates market data and provides the following benefits:
No API required to program to the new CME MDP
No third-party software required for connectivity
Reduced network bandwidth usage
Improved performance and scalability from streamlined architecture through multicast message distribution
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CME MDP uses multicast technology to deliver market data and other information to customers worldwide. Multicast is a bandwidth-conserving technology that reduces traffic by simultaneously delivering a single stream of information from a host to multiple recipients without physical or geographical boundaries. Multicast achieves this without adding any additional burden on the source or receivers while using the least network bandwidth of any competing technology.
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For details regarding messaging or the MDP application, see CME Globex Market Data and Streamlined Market Data Cold Storage-ARCHIVED.
Connecting to the CME Market Data Platform
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The following diagram illustrates a CME multicast environment showing information flow from CME to multiple customers:
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Figure: CME Multicast Environment
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The VPN connection implemented jointly by CME and participating customers meets the following protection and transport requirements:
Maintain the confidentiality and integrity of the packet contents (message data)
Transport multicast and broadcast packets
Protecting Connection Path
A VPN connection path is created using IPSec, the Internet standard protocol for tunneling, encryption, and authentication. It protects data traffic by addressing basic usage issues, including:
Access control
Connection integrity
Authentication of data origin
Protection against replay attacks (In the context of VPN, “replay” refers to the interception by a third-party of a response packet intended for the authenticated device on the initiating network.)
Traffic flow confidentiality
To build the IPSec tunnel to the CME Group environment, CME Group and the client system send each other their respective device IP addresses. CME Group and the client system then configure the peer IP address information so that each network can establish a VPN connection with the unique IP address of the peer device. To achieve this, the hub and all of the spoke routers in this network must have static, non-private, Internet-routable IP addresses.
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The resulting architecture is GRE over IP Security (IPSec), which is the most widely chosen VPN architecture for securely transporting multicast with advantages in convergence, path availability, ease of configuration, and troubleshooting. The following diagram illustrates the relationship of the GRE tunnel to the IPSec tunnel.
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Figure: GRE Tunnel within IPSec Tunnel
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