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This topic describes the iLink 3 impacts for a DR event on EBS Market and eFix, for both MSGW and CGW sessions.

After notification that a DR event has occurred, impacted customers will be required to connect to the DR environment for order entry. 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

iLink 3 DR Impacts

Please review the full DR Process overview, then see below for iLink 3 specifics.

State 1: Normal Production Processing (Pre-DR)

EBS Market and eFix on iLink 3 are in a normal production state.

EBSMDRforiLink3

State 2: DR Event

In the affected Production environment, iLink 3 MSGWs and CGWs will be unavailable. CME Group will eliminate all open orders but iLink 3 messages will not be sent to customers; customers must clear their systems of any working orders.

State 3: Connect and Trade in the DR Environment

MSGW sessions for EBS Market and eFix Matching are replicated in both environments. An MSGW client can trade in the DR environment using their production session, with the DR IPs and ports.

  • The MSGW session must be redirected to the EBS Market on CME Globex DR environment by reconnecting using your sessions' DR IP and port.
  • The MSGW IDs in DR may be different than those used in Production. If different, customers will receive a Logout message (tag 35=5) stating the new MSGW ID; for example, tag 58=”SenderID (5392) tag has an incorrect value: 40, should be: xx”. Customers can then send a new Logon message with the DR MSGW ID. 

CGW sessions are only created on a single gateway. A CGW client must use a session created in the DR data center.

Please see the iLink 3 scenarios below for examples.

Once connected, sessions must complete the Beginning of Week Initialization and Binding. The Sequence Number must be set to one (9726=1).

The Order ID (tag 37) is reset upon DR and may not be unique for the trading session. The Execution ID (tag 17-ExecID) will always be unique across the trading session and MSGW.

Pre-DR event message recovery is not available.

Cancel on Disconnect and Cancel on Conclusion is enabled in the DR environment.

State 4: Return to Production

For the return to Production MSGW clients must revert their session configurations to their Production IPs and ports. CGW clients must re-establish their sessions in the Production data center.

iLink 3 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

MSGW

MSGW customers can use their LD4.2 Production sessions to connect to the DR MSGW in NY5, using the DR IPs and ports.



OESGW for MSGW

OESGW for MSGW customers can use their LD4.2 Production sessions to connect to the DR OESGW in NY5, using the DR IPs and ports.


CGW

CGW customers must use an NY5 CGW session. Any NY5 CGW session will route orders to the London EBS Market and eFix instruments in DR.

NY5 CGW sessions are not impacted and will route orders to the London EBS Market and eFix instruments in DR.

TY5 CGW sessions are not impacted and will route orders to the London EBS Market and eFix instruments in DR.

OESGW for CGWs

OESGW for CGW customers must use an NY5 OESGW for CGW session. Any NY5 OESGW for CGW session can register Party Details for use in the London EBS Market and eFix instruments in DR. 

No impact

No impact

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

MSGW

MSGW customers can use their NY5 Production sessions to connect to the DR MSGW in LD4.2, using the DR IPs and ports.



OESGW for MSGWOESGW for MSGW customers can use their NY5 Production sessions to connect to the DR OESGW in LD4.2, using the DR IPs and ports.

CGW

CGW customers must use an LD4.2 CGW session. Any LD4.2 CGW session will route orders to the New York EBS Market and eFix instruments in DR.

LD4.2 CGW sessions are not impacted and will route orders to the New York EBS Market and eFix instruments in DR.

TY5 CGW sessions are not impacted and will route orders to the New York EBS Market and eFix instruments in DR.

OESGW for CGWsOESGW for CGW customers must use an LD4.2 OESGW for CGW session. Any LD4.2 OESGW for CGW session can register Party Details for use in the New York EBS Market and eFix instruments in DR. No impactNo impact

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

CGW

CGW customers must use an LD4.2 or NY5 CGW session. Any LD4.2 or NY5 CGW session will route orders to both New York and London markets.

No impact


No impact

OESGW for CGWs

OESGW for CGW customers must use an LD4.2 or NY5 OESGW for CGW session. Any LD4.2 or NY5 OESGW for CGW session can register Party Details for use in both the New York and London markets.