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The Market Data Platform provides two identical feeds for data redundancy, Feed A and Feed B, which are available at both CME Aurora and CME NYDC. The following figure shows the two MDP feeds at the data centers. If a CME Globex DR event occurs, both market data feeds will be available. There are no 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.

Market Data DR

In this state:

  • Both feeds are available.
  • TCP Replay and Market Recovery are available.
DR Event

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

DR Event with CME Network Routing

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

Market Data DR Event

In this state:

  • Feeds A and B are not available.
  • TCP Replay and Market Recovery are not available.
  • GCC will communicate DR event status and timeline to begin the Pre-Open activities in the DR environment 45 minutes in advance of 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.

DR Event with CME Network Routing

In this state:

  • Resume listening to Feed A and Feed B.
  • The Feed A and Feed B source IP addresses will remain the same.
  • 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 remain the same.
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 with sufficient notification time.

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