MSGW Failover Scenarios
Primary MSGW Failure
During a MSGW failover from the primary to the backup instance, customer iLink messages will be rejected.
The GCC does not announce MSGW failovers, since the information is already available real-time to all market participants via MDP 3.0 and iLink session behavior. In the event of a MSGW failover, MSGW session customers must follow the recovery process outlined here. Any MSGW failover that does not follow standard behaviors, or for which market data is not available, will be announced.
During the primary MSGW failover to backup:
CME Globex initiates failover to backup MSGW.
CGWs will reject all incoming business messages for instruments on the impacted Market Segment with a Business Reject (35=j) with tag 380=138 – Message rejected due to internal technical error.
If the MSGW failing over is for a futures engine, all of the options on the associated options engine will automatically transition to a trading halt (MDP Security Status(tag 35-MsgType=f) message with tag 326-SecurityTradingStatus=2 and tag 327-HaltReason=0). This trading halt applies to all of the options on the market segment. All resting mass quotes are canceled during the transition. During the halt, customers can submit, modify and cancel orders. Mass quotes are rejected. This halt is maintained for a few seconds after the futures MSGW has resumed trading.
Technical Pause is introduced, which allows customers to cancel existing orders and to ensure that all messages sent during the MSGW failover are acknowledged by CME Globex.
Technical Pause is indicated by MDP Security Status (tag 35-MsgType=f) message with tag 326-SecurityTradingStatus=2 (Trading Halt) and tag 327-HaltReason=6 (Recovery in process).
During the Technical Pause only order cancellation is allowed.
There are 2 scenarios where technical pause will be initiated:
The current market state is in a less restrictive state than Pause (i.e. Open, Pre Open)
The current market state is already in Pause.
Technical Pause is effective for a configurable duration—currently 10 seconds—before the market transitions to Technical Pre Open. If, at any point during the Technical Pause, CME Globex receives a more restrictive market state change, it will discontinue Technical Pause and enter the more restrictive state.
After the Technical Pause:
MSGW will replay customer iLink messages that were not processed during the failover.
CME Globex will reject those replayed messages, except Cancel messages.
Technical Pre Open - Technical Pre Open will follow the technical pause to allow adequate time for order entry and price discovery before reopening the markets.
Technical Pre Open MDP Security Status(tag 35-MsgType=f) message is generated with:
MDP 3.0: tag 326-SecurityTradingStatus=21 (Pre Open) and tag 327-HaltReason=6 (Recovery in process).
tag 326-SecurityTradingStatus=21 (Pre Open).
During the Technical Pre Open state, Order Entry is allowed, except for FAK, FOK, and Market order types.
Similar to the Technical Pause, if the current market state is more restrictive than Pre Open, Pre Open will not be initiated.
Technical Pre Open is effective for a configurable duration—currently 10 seconds—before market transitions to opening. If, at any point during the Technical Pre Open, CME Globex receives a more restrictive market state change, it will stop Technical Pre Open and enter the more restrictive state
After the market is re-opened, order entry will be allowed.
The following diagram illustrates the process above.
Backup MSGW Failure
If the backup MSGW fails:
The failure of a backup component will not affect the primary connection state.
The failed backup MSGW is restored.