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Revision History
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Key Events and Dates
MSGW Enhancements Timeline | ||
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Market Segment ID | Market Segment Description | Production |
50 | CME Interest Rate Options | Sunday, July 26, 2020 |
54 | CME and CBOT Equity Options | Sunday, August 9, 2020 |
52 | CME FX Futures and Options II | Sunday, August 16, 2020 |
56 | NYMEX Emissions Options; NYMEX Energy, Metals, Softs and Alternative Markets Options; COMEX Options; DME Options | Sunday, August 30, 2020 |
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As a result of this new safeguard processing: IF session AAA sends an incomplete message THEN session BBB sends a complete message THEN session BBB’s message may reach the match engine before session AAA’s. |
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Example 1 – Single Split Message
Assume the additional processing duration is 3 microseconds.
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Example 2 – Multiple Split Messages
A new additional processing will be created for every split message. In the following example the same iLink session has created two additional processing.
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Example 3 – Subsequent Complete Messages
When an MSGW session has a message undergoing the safeguard processing, all of the complete messages that the same session sends during that processing window will be handled in the order they were received.
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Example 4 – Out-Of-Order Messages
When CME receives out-of-sequence network packet(s), all messages from TCP packet #3 onward will be incur the additional safeguard processing.
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| Automated Port Closure can be triggered for sessions logged out as a result of exceeding the logout threshold if a customer continues to send iLink messages when the session has not been successfully logged back in. |
Example 5 – Session Logout
This example shows a Session Logout Threshold scenario assuming a maximum of 4 in-flight messages.
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