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  • Convenience Gateway (CGW) - provides a connection to any CGW session, which manages routing for all order entry messages to all market segments; routing is transparent to customer.

  • Market Segment Gateway (MSGW) - provides a connection to a dedicated market segment, which is defined as a group of products on a given trading engine instance.

Info

Connecting directly to MSGWs involves a separate Session ID model, messaging behavior, and functional differences from that of the CGW.

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Excerpt

iLink Fault Tolerance

For iLink, Fault Tolerance is managed at the gateway application level. iLink has a designated host that is primary and another that is designated backup.

  • Customers must successfully log on to the primary before attempting to log on to the backup.

    • If a session logs on to the backup gateway before logging on to the primary gateway, CME Globex will send a Logout message (tag 35-MsgType=5), with tag 58-Text = Invalid Logon. Must be logged on to Primary. Logout forced.

  • Customers can only trade through primary connections.

  • Customers can connect to the backup, but can send only Administrative messages (e.g. Test Request, Heartbeat). Application messages sent to a backup gateway are rejected.

  • Disconnecting or logging out from the primary gateway—either client- or exchange-initiated—will trigger an automatic logout or disconnect from the backup gateway as well, except in the Primary gateway failure scenario.

    • A Logout message (tag 35-MsgType=5) with tag 58-Text = Logout initiated due to disconnect on primary connection will be sent from CME Globex to the customer.

  • If the primary gateway fails, failover occurs by promoting the backup gateway to assume the primary role.

    • During the designated primary instance failure condition, CME Group may keep the designated backup instance as primary gateway. 

    • Customers who experience log on issues with their primary iLink sessions must rely on the reason text (tag 58) to detect if they are connecting to primary gateway, which could be different than the primary host IP address.

    • To re-establish connection successfully, customer must log on to their backup iLink sessions.

Info

Client systems must examine tag 58-Text of the logout message to successfully reestablish connection to the newly promoted primary.

iLink Fault Tolerance Scenarios

Scenarios

Given Primary Gateway State

Given Backup Gateway State

When

Then Primary Connection State

Then Backup Connection State

Result

Initial Logon to Primary Session

Not connected

Not connected

Logon to primary followed by Logon to backup

Logged on 

Logged on 

Client system uses the fault tolerance feature.

Client system must send a Logon message to primary gateway first with the Fault Tolerance Indicator (FTI) in tag 49-SenderCompID set to 'U' for undefined.

Initial Logon to Primary Session

Not connected

Not connected

Logon to backup 

Logged out 

New behavior

Client system sends a Logon to backup gateway first.

CME Globex sends a Logout (tag 35-MsgType=5) message.

Primary Session Disconnect

Logged on

Logged on

Disconnect from primary

Disconnected

Logged out

Client system is disconnected from primary gateway, the backup connection is logged out as well.

All resting orders are cancelled for all Cancel on Disconnect registered iLink sessions.

All resting quotes are cancelled on behalf of the iLink 2 Mass Quote customers.

Backup Session Disconnect

Logged on

Logged on

Disconnect from backup

Logged on 

Disconnected

A TCP disconnection from backup gateway does not affect primary connection.

Resting orders and quotes are not cancelled.

Logout from Primary Session

Logged on 

Logged on 

Logout from primary 

Logged out 

Logged out 

Client system is logged out from primary gateway, the backup connection is logged out as well.

If the logout is exchange initiated, all resting orders are cancelled for all Cancel on Disconnect registered gateway sessions.

All resting quotes are cancelled on behalf of the Mass Quote customers.

Logout from Backup Session

Logged on 

Logged on 

Logout from backup

Logged on

Logged out

Logout from backup gateway does not affect primary connection.

All resting orders and quotes are not cancelled.

Logon with Fault Tolerance

(FTI value of U, P, or B)

Logged on

Logged on

Primary MSGW Failure

Disconnected

Backup connection becomes Primary

Newly promoted primary will send a heartbeat.

Resting orders are not cancelled.

All resting quotes are cancelled on behalf of Mass Quote customers.

Logon with Fault Tolerance

(FTI value of U, P, or B)

Logged on

Not connected

Primary MSGW Failure

Disconnected

Session must connect and login to the new promoted primary.

All resting orders are cancelled for all Cancel on Disconnect registered iLink sessions.

All resting quotes are cancelled on behalf of Mass Quote customers.

Logon without Fault Tolerance

(FTI value of N)

Logged on

Not allowed to connect

Primary MSGW Failure

Disconnected

Session must connect and login to the new promoted primary.

All resting orders are cancelled for all Cancel on Disconnect registered iLink sessions.

All resting quotes are cancelled on behalf of Mass Quote customers.

Logon with Fault Tolerance

(FTI value of U, P, or B)

Logged on

Logged on

Backup MSGW Failure

Logged on

Session must connect and login to the restored backup.

The failed backup is restored.

All resting orders and quotes are not cancelled.

Logon without Fault Tolerance

(FTI value of N)

Logged on

Not allowed to connect

Backup MSGW Failure

Logged on

Not connected

The status of the primary connection remains intact.

All resting orders and quotes are not cancelled.

Info
  • A TCP disconnection or a FIX logout can be either client-initiated or Exchange-initiated.

  • A TCP disconnection or a FIX logout does not lead to failover; only gateway failure leads to failover.

  • When client systems are logged out or disconnected from the primary connection, they will be logged out from the backup connection as well, if applicable. (Does not apply to the Primary gateway failure scenario.)

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The following diagram illustrates the process above.

Gliffy
macroId54731510-7571-4b4f-b935-3880d1faa1fa
displayNamePre-Launch Failover
namePre-Launch Failover
pagePin1
version2

Info

Session Level Reject (tag 35=3) with tag 58=Technical Error – Market Segment: <MarketSegmentID> is not available at this time is sent for CGW sessions only.

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