This page outlines recovery services for Conflated TCP MDP.

Sunday and Late Joiner Start-up Recovery

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) to ensure there are no in-flight data issues during a recovery:

1. Security List Request Message (35-MsgType=x)

2. Security Status Request Message (35-MsgType=g)

3. 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.

Market Data Channel Reset with Conflated TCP

Conflated TCP EBS Market market data feeds support Market Data Channel Reset (tag 269-MDEntryType=J). Market Data MDP 3.0 - Channel Reset provides a process for synchronizing order books and trade session statistics in the unlikely event of a CME Group component failure. In this scenario, order books on the channel may be corrupted. During a conflation channel reset, Market by Price (MBP) messages will be sent down the incremental feed real-time.

The following diagram shows an example of a Market Data Channel Reset and Recovery for a channel with 2 instruments.

Channel Gateway Failure

In the unlikely event of a CME Group Conflated MDP TCP Gateway failure, client systems must reestablish a TCP connection, negotiate and re-subscribe via request messages. In this example, once a FIX connection has been terminated, Subscription requests and book states are reset. To ensure data there are no in-flight data issues, during a recovery, CME recommends sending request messages in the following order with tag 263-SubscriptionReqType=1 (Snapshot and Updates):

1. Security List Request Message (35-MsgType=x)

2. Security Status Request Message (35-MsgType=g)

3. Market Data Request Message (35-MsgType=V)