TCP replay should be used for small-scale data recovery (refer to Implementation Considerations for additional information). Client systems can recover specific packets that were missed using the packet sequence number and the TCP historical replay component. This method recovers all missed packets. CME Group logs IP addresses, ports, and passwords of the originator and the Channel ID and range of the requested sequence number.
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This type of request is sent through a new TCP connection established by the customer. When making the request, the channel and sequence number are specified. The responses are sent by CME Group through this same connection and the connection is then closed by CME Group once the replay is complete. A maximum of 2000 packets can be requested at once.
The TCP Replay feed supports the following FIX message formats:
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- TCP Replay is not a performance-based recovery option and should only be used if other options are unavailable.
- TCP requests and responses are via TCP.
- Resend request messages and other customer-generated messages (i.e. heartbeat) are in plain text FIX format, CME Globex-generated response messages are SBE encoded.
- There is a 24 hour time limit on the messages available via the TCP replay functionality.
- The maximum number of packets that can be requested in one resend request message is 2000.
Client request are sent in ASCII and CME replies in SBE.
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Only one Market Data Request can be processed during the current established session. If multiple Market Data Requests are sent when the session is established, only the first Market Data Request is processed and subsequent Market Data Requests are ignored. |
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