EBS Market and eFix DR for Drop Copy

EBS Market and eFix DR for Drop Copy

This topic describes the Drop Copy impacts for a DR event on EBS Market and eFix, for both MSGW and CGW source sessions.

After notification that a DR event has occurred, impacted customers will be required to connect to the DR environment for the Drop Copy service and real-time copies of their execution reports. Since the trading platform moves to a regionally diverse datacenter, network latency may be affected.

Drop Copy DR Impacts

Please review the full DR Process overview, then see below for Drop Copy specifics.

State 1: Normal Production Processing (Pre-DR)

EBS Market on and eFix Drop Copy are in a normal production state.

State 2: DR Event

In the affected Production environment, Drop Copy gateways will be unavailable. CME Group will eliminate all open orders but Drop Copy messages will not be sent to customers; customers must clear their systems of any working orders.

State 3: Connect and Trade in the DR Environment

Drop Copy MSGW sessions for EBS Market and eFix Matching are replicated in both environments. An MSGW client can consume Drop Copy messages in the DR environment using their production session, with the DR IPs and ports.

  • The Drop Copy MSGW session must be redirected to the EBS Market on CME Globex DR environment by reconnecting using your sessions' DR IP and port.

  • The Drop Copy MSGW IDs in DR may be different than those used in Production. If different, customers will receive a Logout message (tag 35=5) stating the new Drop Copy MSGW ID. Customers can then send a new Logon message with the Drop Copy DR MSGW ID. 

Drop Copy CGW sessions are only created on a single gateway. A Drop Copy CGW client must use a session created in the DR data center.

Please see the Drop Copy scenarios below for examples.

The Order ID (tag 37) is reset upon DR and may not be unique for the trading session. The Execution ID (tag 17-ExecID) will always be unique across the trading session and MSGW.

Pre-DR event message recovery is not available.

State 4: Return to Production

For the return to Production, Drop Copy MSGW clients must revert their session configurations to their Production IPs and ports. Drop Copy CGW clients must re-establish their sessions in the Production data center.

Drop Copy DR Scenarios

London LD4.2 DR Event

In this scenario, the EBS Market and eFix instruments trading in LD4.2 are failed over to the DR environment in NY5.

Service

London Customer Actions for DR

NY Customer Actions for DR

Tokyo Region Customer Actions for DR

Service

London Customer Actions for DR

NY Customer Actions for DR

Tokyo Region Customer Actions for DR

Drop Copy MSGW

Drop Copy MSGW customers can use their LD4.2 Production sessions to connect to the DR Drop Copy MSGW in NY5, using the DR IPs and ports.

Drop Copy CGW

Drop Copy CGW customers must use an NY5 Drop Copy CGW session.

No impact.

No impact.

New York NY5 DR Event

In this scenario, the EBS Market and eFix instruments trading in NY5 are failed over to the DR environment in LD4.2.

Service

London Customer Actions for DR

NY Customer Actions for DR

Tokyo Region Customer Actions for DR

Service

London Customer Actions for DR

NY Customer Actions for DR

Tokyo Region Customer Actions for DR

Drop Copy MSGW

Drop Copy MSGW customers can use their NY5 Production sessions to connect to the DR Drop Copy MSGW in LD4.2, using the DR IPs and ports.

Drop Copy CGW

Drop Copy CGW customers must use an LD4.2 CGW session.

No impact.

No impact.

Tokyo TY5 DR Event

In this scenario, TY5 fails. EBS Market and eFix instruments in New York and London continue trading on their Production environment.

Service

Tokyo Region Customer Actions for DR

NY Customer Actions for DR

London Customer Actions for DR

Service

Tokyo Region Customer Actions for DR

NY Customer Actions for DR

London Customer Actions for DR

Drop Copy CGW

CGW customers must use an LD4.2 or NY5 CGW session.

No impact

No impact






How was your Client Systems Wiki Experience? Submit Feedback

Copyright © 2024 CME Group Inc. All rights reserved.