Page tree

Versions Compared


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


UDP Feed A and UDP Feed B are used to disseminate CME Group incremental market data (including instrument definitions) using encoded packets containing FIX market data messages. All packets are sent through both UDP Feed A and UDP Feed B applicable Market Data Groups. This redundancy minimizes the chance of message loss due to UDP. 


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 the Market Data - Request (tag 35-MsgType=V) message.

This type of request is sent through a new TCP connection established by the customer. The responses are sent by CME Group through this same connection and the connection is then closed by CME Group once the resend is complete. Replay is limited to a maximum of 2000 packets.


This is not the preferred method for recovery (Market Recovery feed is preferred).