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This page describes the CME Globex Hub connectivity offering.

Technical Overview

CME Globex Hub offers clients in European cities, Hong Kong, Seoul, Singapore and Tokyo access to the CME Group production environment using Metropolitan Ethernet. Clients connect their Ethernet network to the local CME Group data hubs. CME Group maintains a connection between the local CME Group data hubs and the CME Group production environment.

Diversity is achieved by establishing connections to the both local CME Group data hubs using different carriers.

The following diagram illustrates a configuration with carrier diversity.

Figure: Connectivity to CME Production Environment via Hubs

Requirements

Customers are responsible for establishing connections from their site to each of the local CME Group data hubs.

  • All IP packets destined for CME Group must be sourced from the CME Group-assigned private address space.
  • Should customers decide to place the server behind another network device, they will be responsible for network address translation.
  • CME Group is not responsible for support of CDL WAN circuits since the customer manages the connectivity.
  • CME Group requires connection to both data centers for redundancy.

There may be additional application-specific hardware requirements. Refer to the appropriate application guide for application-specific hardware requirements.

CME Globex Hub Connectivity Procedures

For CME Globex Hub customers, upon successful validation of the circuit and site acceptance by CME Group, the customer is responsible for the following procedures:

Activate the Multicast Stream

To activate the multicast stream, please email CME Global Account Management or call.

Configure the MDP Supported Network Architecture on the  Arbitration Server

On each listener server on the CME Group-defined subnet that is associated with one or more CME Group data centers, define the port and multicast addresses associated with the channel of the selected contract type and CME Group data center.

To locate port and multicast addresses, refer to the CME Globex Market Data Platform Production and Replay Channel Definitions via the FTP site: CME Globex Market Data Platform Production Channel Definitions.

Hardware Configuration

The following diagram illustrates the configuration for CME Group and customer hardware.

CME-Globex-Hub-Production-Environment-Conectivity

Figure: Configuring Routers for CME Globex Hub Offering

CME Group provides separate identical data streams from two data centers because MDP is multicast and does not provide error correction. Redundant connections reduce the possibility of loss since it is unlikely that both circuits would lose the same data packets at the same time.

The listener accesses these connections on an exception basis to recover data packets that were dropped by the CME Data Center 1 connection. This dual feed approach allows greater efficiency in customer market data processing.

By arbitrating between the dual feeds for the fastest message delivery, your system can mitigate network performance differentials.

CAUTION

To avoid excessive bandwidth utilization, CME Group requires that customers do not configure any routers on the CME Group-defined subnet to perform static IGMP joins.

Configure the Customer Routers

The customer routers must be configured to PIM (protocol independent multicast) sparse mode (PIM-SM). PIM-SM uses an explicit request approach, where a router has to ask for the multicast feed with a PIM Join message. PIM-SM allows customers to more precisely control traffic, especially when there are large volumes of IP multicast traffic for the available bandwidth. PIM-SM scales well because packets only go where they are needed, and because it creates state in routers only as needed. CME Group data center IP addresses are listed in MDP 3.0 - FTP Site Information.

  1. For each router interface connected to a CME Group data center, enable PIM-SM using the following command: ip pim sparse-mode
  2. Refer to the example as needed:

interface Ethernet4/0
ip address
IP_address IP_subnet_address
ip pim sparse-mode

Configure the Rendezvous Point IP Address

On each customer side router, such as Customer-Managed Router 1, define the IP address of the corresponding rendezvous point, such as Rendezvous Point 1, which points to a CME Group data center, such as CME Data Center 1. Your CME Group account representative provides the rendezvous point IP addresses.

  1. For each router interface connected to a CME Group data center, define the rendezvous point address using the following command: ip pim rp-address rp_address [access-list]
  2. Refer to the example, as needed:

ip pim rp-address rp_address [access-list]

Configure a Fixed Path Between Router and Corresponding Data Center

The route, or path, of the data feed must be static between each data center and customer-managed router. Customers must define certain router features to ensure the predictability of this path.

Limit the Router’s Path

  1. Use the following command: ip pim spt-threshold {kbps | infinity} [group-list access-list]
  2. Refer to the example: ip pim spt-threshold infinity
  • The default value is 0, which causes the router to join the SPT immediately upon the first data packet it receives.
  • Specifying the infinity keyword causes the router never to move to the shortest-path tree; it remains on the shared tree. This keyword applies to a multicast environment of "many-to-many" communication.
  • Standard implementation of PIM entails the automatic definition of one of the routers as the designated router. Under PIM, the designated router represents all routers sharing the same subnet address and is the normal terminus for inbound and outbound packets. All other routers on the subnet are used on an exception basis.
  • To ensure that both customer-side routers regularly exchange inbound and outbound packets with their corresponding Rendezvous points and CME Group data centers, customers must disable the designated router feature.

Disable the Designated Router Feature

  1. Use the following command:  ip pim neighbor-filter access-list
  2. Refer to the example, as needed:

interface Ethernet4/3
ip address
IP_address
ip pim neighbor-filter 77
ip pim sparse-mode



access-list 77 deny any

Validate the Listener is Receiving Data from the Correct Source

  1. Verify that the feeds are working by temporarily using a static join command on the router Ethernet interface facing the customer LAN:

    ip igmp static-group
    group_address

  2. After entering the static join command, use a show command to verify that the multicast feed is being forwarded:

    show ip mroute

  3. Review the output from the command. It will look similar to the following:

    (*, 239.37.50.1), 1w3d/stopped, RP 10.128.0.1, flags: SJCF
    Incoming interface: Port-channel11, RPF nbr 192.168.1.1, Partial-SC
    Outgoing interface list:
    Vlan10, Forward/Sparse, 04:16:14/00:02:47, H

    Where 239.37.50.1 represents the channel that the router has joined and 
    RP 10.128.0.1 represents the rendezvous point address associated with the router. Compare the displayed multicast address to the multicast address of the intended channel. To locate port and multicast addresses, refer to the CME Globex Market Data Platform Production and Replay Channel Definitions at: MDP 3.0 - FTP Site Information.

  4. Remove the IGMP static group command.

Sample Configurations

Router A - Customer Primary Router (connects to Primary Data Center)

ip multicast-routing

!

ip pim spt-threshold infinity

!

interface <LAN interface>

 ip pim sparse-mode

 ip pim neighbor-filter PIMFilter

!

interface <WAN interface>

 ip pim sparse-mode

!

ip pim rp-address <CME RP> DC1_WAN

!

ip access-list standard PIMFilter

 deny   any

!

ip access-list standard DC1_WAN

 permit 233.119.160.0 0.0.0.63

 permit 233.158.8.0 0.0.0.127

 permit 233.72.75.0 0.0.0.63

 permit 224.0.26.0 0.0.0.255

 deny   any

Router B - Customer Backup Router (connects to Secondary Data Center)

ip multicast-routing

!

ip pim spt-threshold infinity

!

interface <LAN interface>

 ip pim sparse-mode

 ip pim neighbor-filter PIMFilter

!

interface <WAN interface>

 ip pim sparse-mode

!

ip pim rp-address <CME RP> DC2_WAN

!

ip access-list standard PIMFilter

 deny   any

!

ip access-list standard DC2_WAN

 permit 233.119.160.64 0.0.0.63

 permit 233.158.8.128 0.0.0.127

 permit 233.72.75.64 0.0.0.63

 permit 224.0.27.0 0.0.0.255

 deny   any