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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 identifies 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.
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This is not the preferred method for recovery (Market Recovery feed is preferred)TCP Replay is only recommended for small scale recovery. For larger recovery events, Market Recovery is strongly recommended. |
Market Data Services
Market data services provide the external data required to process CME Group market data.
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