Instrument Definition (UDP) Feed A is used to disseminate CME Group instrument definitions. A single message contains the definition of a given instrument. Instrument definitions are replayed at a constant flow of configurable TPS.
Instrument Definition (UDP) Feeds replay CME Group instrument definitions for late joiners and customer mid-week recovery needs.
Each packet on this feed can contain more than one Security Definition (35=f) message, with each message representing a definition of a given instrument. Instrument definitions are replayed at a constant, configurable rate (in packets per second).
Seefor additional information.
Expired instruments are not included on instruments are removed from the Instrument Definition channel. feeds after a configurable time period.
Instrument Definition (UDP) Feed B functions as a backup in the event that Feed A becomes inoperable
Instrument Definition (UDP) Feed A and Instrument Definition (UDP) Feed B should not be used for arbitration.
The TCP historical replay component allows you to request a replay of a set of packets already published on the UDP Incremental Market Data Channel. The request specifies packets to be replayed. The request uses themessage.