The CME Group Market Data Platform (MDP) disseminates real-time bid, ask, trade, and statistical data for CME Group markets and also provides recovery and supporting services for market data processing.
Market Data Group
Market data is organized by Market Data Group, which is a configuration of MDP channels providing all market data required to support markets for a given product or set of products.
UDP Feed A and UDP Feed B are used to disseminate CME Group incremental market data 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.
UDP Feed A and UDP Feed B should be used for arbitration.
Market Recovery Feed
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.
CME strongly recommends that the Market Recovery feeds be used for recovery purposes only. Once client systems have retrieved recovery data, client systems should stop listening to the Market Recovery feeds.
Instrument Definition Feed
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) 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.
This is not the preferred method for recovery (feed is preferred).
Market Data Services
Market data services provide the external data required to process CME Group market data.