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This topic describes the market data impacts for a DR event on EBS Market and eFix, for all market data services:

  • MDP3 TCP Channels
    • Credit Screened Market Data
    • Russian Ruble Market Data
    • Spectrum
  • MDP3 Multicast UDP Channels
    • Ultra

After notification that a DR event has occurred, impacted customers will be required to connect to the DR environment for TCP market data. For Multicast UDP Channels, the IPs and ports will not change but the source IPs will. Refer to this page for all the reconnection details per system. Since the trading platform moves to a regionally diverse datacenter, network latency may be affected.

Contents

Market Data DR Impacts

Please review the full DR Process overview, then see below for market data services specifics.

EBSMDRforMD

State 1: Production

During normal Production trading, all market data services are available including TCP Replay and Market Recovery.

EBS Market New York

BTec Market Data PROD NY

EBS Market London

BTec Market Data PROD London

State 2: DR Event

In the affected Production environment, market data services will be unavailable.

State 3: Connect to Market Data in the DR Environment

As soon as the DR environment is up, clients may begin their market data processes.

Market data from Production will not be available in the DR services.

MDP3 TCP Channels

Clients can re-establish their Production MDP3 TCP sessions using the DR IPs and ports. Sequence numbers will be reset and Security Definition messages will be re-published.

MDP3 Multicast UDP Ultra Channels

Clients may resume listening to Feed A and Feed B on the Production IPs and ports. However, the source IP addresses will change to reflect the DR environment. Both Production and DR IPs and ports for MDP3 UDP Ultra Market Data are captured in the config.xml file. Sequence numbers will be reset and Security Definition messages will be re-published. TCP Replay and Market Recovery will be available, but will only provide access to messages from DR. Production messages will not be recoverable.

EBS Market New York

DR Event with CME Network Routing Copy

EBS Market London

DR Event Market Data for EU

State 4: Return to Production

For the return to Production, MDP TCP clients must revert their session configurations to their Production IPs and ports. MDP Multicast UDP Ultra clients may resume listening to Feed A and Feed B with the Production message source IPs. TCP Replay and Market Recovery will be available, but will only provide access to messages from Production. DR messages will not be recoverable.

Market Data DR Scenarios

London LD4.2 DR Event

In this scenario, the EBS Market and eFix instruments trading in LD4.2 are failed over to the DR environment in NY5.

Service

London Customer Actions for DR

NY Customer Actions for DR

Tokyo Region Customer Actions for DR

MDP3 TCP Channels

Customers can use their LD4.2 Production sessions to connect to the TCP gateway in New York, using their session's DR IPs and ports.

No impact

No impact

MDP3 Multicast UDP Channels

Customers can consume A and B feeds on the normal multicast addresses but with different source IPs

New York NY5 DR Event

In this scenario, the EBS Market and eFix instruments trading in NY5 are failed over to the DR environment in LD4.2.

Service

NY Customer Actions for DR

London Customer Actions for DR

Tokyo Region Customer Actions for DR

MDP3 TCP Channels

Customers can use their NY5 Production sessions to connect to the TCP gateway in London, using their session's DR IPs and ports.

No impact

No impact

MDP3 Multicast UDP Channels

Customers can consume A and B feeds on the normal multicast addresses but with different source IPs

Tokyo TY5 DR Event

In this scenario, TY5 fails. EBS Market and eFix instruments in New York and London continue trading on their Production environment.

Service

Tokyo Region Customer Actions for DR

NY Customer Actions for DR

London Customer Actions for DR

MDP3 TCP Channels

Customers will be able to use their TY5 Production session to connect to a TCP gateway in NY5 or LD4.2.

No impact


MDP3 Multicast UDP Channels

Customers can consume A and B feeds on the normal multicast addresses and with the same source IPs.