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  1. Customer establishes a TCP connection.

    Refer to the configuration file for TCP IP and port information. For additional information on the configuration file, refer to Market Data - Services.

  2. Customer sends Logon (tag 35-MsgType=A) message to CME Group.

    Info

    Customer Username and Password are verified. If the Username and Password are incorrect, a Logout will be sent.

  3. CME Group sends Logon (tag 35-MsgType=A) message to the customer.

    Info

    CME Group will send a Logout message if a Market Data Request (tag 35-MsgType=V) message is not received in 5 seconds.

  4. Customer sends Market Data Request (tag 35-MsgType=V) message to CME Group.

    Info

    Client systems must indicate the channel ID (tag 1180-ApplFeedID) and packet sequence numbers (tag 1182-ApplBeginSeqNo and tag 1183-ApplEndSeqNo) in the Market Data Request (tag 35-MsgType=V) message.

  5. CME Group sends Heartbeat (tag 35-MsgType=0) messages to customer every 2 30 seconds until the first recovery message is sent.

  6. CME Group sends recovery packets requested by the customer in the Market Data Request (tag 35-MsgType=V) message.

  7. CME Group sends a Logout (tag 35-MsgType=5) message to the customer.

    Info

    CME Group will close the TCP connection if the customer does not send a Logout (tag 35-MsgType=5) message within 5 seconds from the time CME Group sends a Logout (tag 35-MsgType=5) message.

  8. Customer sends a Logout (tag 35-MsgType=5) message to CME Group.

  9. CME Group closes the TCP connection.

    Info

    The username and password for the TCP Replay component for the New Release and Certification testing environments are both "CME" (do not include quotes). The username and password for the production environment are provided after certification is completed. For more information, contact your Global Account Manager.