Binary Packet Header for UDP Connections
A standard technical header is included in all packets sent on Real-Time Feed, UDP Market Recovery, and Instrument Recovery Feeds.
Name | Type | Description |
|---|---|---|
| MsgSeqNum | uInt32 | Packet sequence number. A unique sequence number given to each packet sent. Each channel will have its own separate set of sequence numbers that will increment sequentially with each packet and reset weekly. The maximum sequence number is 4294967295. |
| SendingTime | uInt64 | UTC Time of message transmission by the Gateway. UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy. |
SBE Technical Header for TCP Conflated Connections
A standard technical header is included as preamble to all TCP conflated SBE messages sent by Customer to Exchange, as well as Exchange to Customer for TCP.
| Name | Type | Description |
|---|---|---|
| encodingType | integral enumeration value '0xCAFE' | CME SBE version 1.0 little-endian - value 0xCAFE |
| MsgSeqNum | uInt32 | TCP sequence number. A unique sequence number given to each TCP message sent. Each connection will have its own separate set of sequence numbers that will increment sequentially with each packet and reset on connection termination. |
| SendingTime | uInt64 | UTC Time of message transmission by the MD Gateway. UTC Timestamps are sent in number of nanoseconds since Unix epoch. |