This section contains an overview of the Sunday startup process for the production environment.
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UDP MDP - System Startup
This section provides an overview of the startup procedure on CME Globex for all UDP MDP feeds, including the CME MDP Conflated UDP market data groups for a startup prior to the weekly market open.
Startup Procedure - Weekly Market Open
For a startup prior to the weekly market open, all market data including instrument definitions, price limits and banding will be disseminated through the Incremental UDP Feed A and Feed B. Book updates include bid/ask/trade. Statistics include what is applicable to the tradable instruments.
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| Market Data Security Definition (tag 35-MsgType=d) messages disseminated during the Sunday startup period will include the value for tag 980-SecurityUpdateAction=A (Add). The “Add” value will be present on all Security Definition messages whether or not they were present during the previous week’s trading session. |
Heartbeats
At Sunday startup, CME Globex sends Heartbeat (tag 35-MsgType=0) messages at a predefined 30-second interval on the UDP Market Recovery and Instrument Definition feeds until the beginning of recovery data transmission. Once the UDP Market Recovery and Instrument Definition feeds start sending recovery data, CME Globex no longer sends Heartbeat messages.
CME MDP Conflated TCP - System Startup
This section provides an overview of the startup procedure on CME Globex for the CME MDP TCP feed.
Early and Late Joiner Startup
For a startup prior to the weekly market open and for a late joiner startup, to obtain all entitled data and subsequent updates, it is recommended clients send the following three requests in order with the request type equal to Snapshot and Updates (tag 263-SubscriptionReqType=1):
- Security List Request Message (35-MsgType=x)
- Security Status Request Message (35-MsgType=g)
- Market Data Request Message (35-MsgType=V)
At Sunday startup, CME Globex Conflated TCP sends Heartbeat (tag 35-MsgType=0) messages at a predefined 30-second interval until the beginning of data transmission.