MDP 3.0 - Incremental Feed Arbitration

Dual transmission on Incremental Feed A and Incremental Feed B on UDP channels allows client systems to arbitrate between feeds to ensure packet sequence integrity.

Warning

CME Group strongly recommends that client systems process both the Incremental Feed A and Incremental Feed B due to the unreliable nature of UDP transport.

Any given packet sent on both feeds can arrive first on either feed depending upon network carrier and independent of CME Group.

The following represents CME Group's recommended best practices for client system arbitration across Incremental Feed A and Incremental Feed B.

Arbitration Process Overview

Client systems should use the A and B Incremental Feeds to arbitrate as follows:

Listen to packets from both Incremental Feed A and Incremental Feed B.
Process packets by incremental sequence number.
Discard a packet if the sequence number has already been processed.
If a sequence number gap is detected, this indicates a packet was lost on both the Incremental Feed A and Incremental Feed B. In this scenario client systems must initiate the recovery procedure.