Page tree

Versions Compared


  • This line was added.
  • This line was removed.
  • Formatting was changed.


Market Recovery (UDP) Feed A is used to disseminate CME Group market data snapshots for all books having activity since the beginning of the week. Market Recovery (UDP) Feed B functions as a backup in the event that Feed A becomes inoperable. Market Recovery (UDP) Feed A and Market Recovery (UDP) Feed B should not be used for arbitration.

Book updates (outright and implied) and statistics are sent through the applicable incremental market data channel. Snapshots Each packet on this feed can contain more than one Snapshot message; each message represents a market state snapshot of a given instrument. Snapshots are replayed at a constant flow of configurable Transactions per Second (TPS). packets per second.

Expired instruments will be removed from the Market Recovery feed after a configured timeout period.