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The BrokerTec markets on CME Globex will be hosted in two different regions and have the Business Continuity model as shown below:

BTec market data regions for DR

Contents

The following shows how a customer connects to the CME BrokerTec EU Markets or US Markets Production environment with a CME Workstation, GFE and/or CME Group Application and Risk Management Support Tools. After notification that a DR event has occurred, the customer will be required to reconnect to the CME BrokerTec EU Markets or US Markets DR environment using their DR IPs and Ports for all segments.

CME Globex DR Timeline Copy

The following Market Data feeds will be available in a region:

  • TCP Feeds
    • BTec EU Repo
    • BTec US Repo
    • BTec un-screened US
    • BTec un-screened EU
  • Multicast UDP Feeds
    • BTec incremental US
    • BTec incremental EU
    • BTec conflated US
    • BTec conflated EU

In the event of a DR:

  • The connection starts with Beginning of Week processing.
  • Sequence numbers are reset.
  • Instrument definitions are sent.
  • TCP Replay and Market Recovery are available in the DR environment.
  • TCP Replay and Market Recovery are not available for Pre-DR event Market Data.
  • Multicast groups will change.
  • The source IP address will be different and the customers will have to connect to them
  • For the TCP market data feeds, the customers will connect to their sessions' DR IPs and Ports.

The Market Data Platform provides two identical feeds for data redundancy, Feed A and Feed B. The following figure shows the two MDP feeds at the data centers. If a DR event occurs, both market data feeds will be available. There will be changes required for source IP addresses for the two feeds if client systems are currently arbitrating between Feed A and Feed B.

Normal Production Processing

The following figure displays a simplified version of the architecture in the normal Production Processing environment. 

BTec US

BTec Market Data PROD NY

BTec EU

BTec Market Data PROD London

In this state:

  • Both Multicast feeds are available.
  • TCP Replay and Market Recovery are available.
  • TCP Market Data feeds are available.

DR Event

As quickly as feasible, GCC will declare a DR event using the notification procedure.

DR Event Transition

After the DR event, the architecture changes during the Transition to DR Environment stage depicted in the following figure.

BTec US

Market Data DR Event Copy

BTec EU

Market Data DR Event London

In this state:

  • Multicast Feeds A and B are not available.
  • TCP Replay and Market Recovery are not available.
  • TCP Market Data feeds are not available.
  • GCC will communicate DR event status and timeline to begin the Market Opening.

Connection & Trading in DR Environment

After moving to Connection & Trading in the DR Environment, the architecture is depicted in the following figure.

BTec US

DR Event with CME Network Routing Copy

BTec EU

DR Event Market Data for EU

In this state: 

Multicast channels

  • Resume listening to Feed A and Feed B.
  • The Feed A and Feed B source IP addresses will change
  • The connection starts with Beginning of Week processing.
  • Sequence numbers are reset.
  • Instrument definitions are sent.
  • TCP Replay and Market Recovery are available in the DR environment.
  • TCP Replay and Market Recovery are not available for Pre-DR event Market Data.

TCP feeds 

  • TCP IP addresses will also change.
  • Sequence numbers are reset.
  • Instrument definitions are sent.

Return to Production

GCC will notify customers when the DR event is resolved and the timeframe for re-establishing the connection back to the Production environment. This reconnection to the CME Globex Production environment will be a scheduled procedure over a weekend with sufficient notification time.