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The diagram below provides an overview of the market data configuration for ITC.

ITC market configuration

Market Data Group

Incremental UDP Feed A and B

UDP Feed A and UDP Feed B are used to disseminate CME GROUP MDP ITC incremental market data. Multicast is the preferred method for rapid distribution of market data in an environment handling exponential growth in message rates. Multicast allows for more efficient delivery, scalability, and customer redistribution of market data messages.

To provide reliability in a non-guaranteed networking environment, the CME MDP system disseminates each message through two independent data feeds located in redundant data centers (shown as A and B in the diagram above).

Processing of ITC market data can be organized through market data channels to scale software and hardware as message rates require.   Furthermore, CME Group-defined ITC channels provide customers the flexibility to configure their join channels based on bandwidth and functional considerations.

Replay (TCP – Historical)

The TCP historical replay component allows you to request a replay of a set of messages already published on the UDP Incremental Market Data Channel or a snapshot message. The request specifies messages to replay.   

TCP replay messages will be transmitted in the same format as ITC Market Data messages.   Replay requests are made over a TCP connection by specifying the channel and the desired sequence gap. To avoid consistently receiving messages down the replay channel, customers initiate a multicast join for the desired replay channel and then initiate a multicast leave to quit receiving data after the desired gap is received. This approach provides a consistent framework for message recovery and reduces bandwidth usage.

Market Data Services

The Market Data Configuration Service allows clients systems to receive the list of all Market Data Channel configurations (multicast IP and asset class). An FTP site is used for this service.

ITC Channel Definitions

The MDP channel definition identifies the market assigned to a given ITC channel for market data dissemination. The Market Data Configuration service (FTP site) is used to disseminate ITC market data channel configuration.

FTP Site Information

ITC Market Data Configuration files are available at:

ftp://ftp.cmegroup.com/fix/Production/ITCConfiguration/ 

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