MDP 3.0 - System Startup

This section contains an overview of the Sunday startup process for the production environment.

CME Group internal testing in the production environment can occur during the weekend. Any trades or market data generated during these tests should be disregarded.

Clients should ensure all services are disconnected by 5:00 p.m. CT Fridays to avoid receiving internal test data.

Contents

UDP MDP - System Startup

This section provides an overview of the startup procedure on CME Globex for all UDP MDP feeds, including the CME MDP Conflated UDP market data groups for a startup prior to the weekly market open.

Startup Procedure - Weekly Market Open

For a startup prior to the weekly market open, all market data including instrument definitions, price limits and banding will be disseminated through the Incremental UDP Feed A and Feed B. Book updates include bid/ask/trade. Statistics include what is applicable to the tradable instruments.

Download the configuration files and schema files from the ftp site. Refer to MDP 3.0 - FTP and SFTP Site Information section for more information.
Perform Recovery Services for UDP.

Market Data Security Definition (tag 35-MsgType=d) messages disseminated during the Sunday startup period will include the value for tag 980-SecurityUpdateAction=A (Add). The “Add” value will be present on all Security Definition messages whether or not they were present during the previous week’s trading session.

Heartbeats

At Sunday startup, CME Globex sends Heartbeat (tag 35-MsgType=0) messages at a predefined 30-second interval on the UDP Market Recovery and Instrument Definition feeds until the beginning of recovery data transmission. Once the UDP Market Recovery and Instrument Definition feeds start sending recovery data, CME Globex no longer sends Heartbeat messages.

CME MDP Conflated TCP - System Startup

This section provides an overview of the startup procedure on CME Globex for the CME MDP TCP feed.

Early and Late Joiner Startup

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):

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.