MDP 3.0 - SBE Technical Headers

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

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

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.




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