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The following services are offered by CME Group to allow recovery of missed data or synchronize client systems to the latest state:

  • MDP 3.0 - Market by Order - Market Recovery -  A dedicated MBO Snapshot loop for MBP and MBO to recover most recent market state, all MBO books, top of book levels, and statistics per instrument per channel.MDP 3.0 - Market by Price - Market Recovery - A dedicated MBP Snapshot loop to recover most recent market state, all book levels, and statistics per instrument per channel.
  • TCP Recovery - Establish TCP connection to recover all missed packets.
  • Instrument Recovery - Instrument loop to recover most recent set of instruments.

Gliffy Diagram

In some instances, packets may be missed on both feeds, requiring a recovery process to take place. Packet loss is detected using the message packet sequence numbers. The packet sequence number is incremental; therefore, if a gap is detected between packets, this indicates a packet has been missed. In such a case, it should be assumed that all books maintained in the client system may no longer have the correct, latest state maintained by CME Group. Client systems must resynchronize all books to the latest state maintained by CME Group, and determine whether any new instrument definitions were published. During this synchronization process, all books are initially assumed to be in an incorrect state and are recovered during the synchronization process.