MDP 3.0 - Instrument Recovery
- CME Group
Client systems can use the Instrument Replay feed on each channel to determine if any new instruments have been defined through the Security Definition (tag 35-MsgType=d) message. The Instrument Replay feed constantly replays the current week's Security Definition (tag-MsgType=d) messages, and will reflect any additions, modifications, or deletes to available instruments. For instrument additions, modifications, or deletes during the week, the Security Definition (tag 35-MsgType=d) message will be denoted via tag 980-SecurityUpdateAction on the instrument recovery feed. Client systems should begin recovering messages when MsgSeqNum = 1. Tag 911-TotNumReports indicates the total number of messages to process for a complete set of Security Definitions. CME Group does not guarantee the order of the messages being sent.
It is possible to have multiple messages per packet in the Instrument Recovery feed.
CME Group requires that the Instrument Recovery feeds be used for recovery purposes only. Once client systems have retrieved instrument data, CME Group strongly recommends that client systems stop listening to the Instrument Recovery feeds.
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