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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) Feeds replay CME Group instrument definitions for late joiners and customer mid-week recovery needs.

Each packet on this feed can contain more than one Security Definition (35=f) message, with each message representing a definition of a given instrument. Instrument definitions are replayed at a constant, configurable rate (in packets per second).

See Market Recovery and Instrument Definition Rates for additional information.

Expired instruments are not included on instruments are removed from the Instrument Definition channel. feeds after a configurable time period.

Info

Instrument Definition (UDP) Feed B functions as a backup in the event that Feed A becomes inoperable

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Info

Instrument Definition (UDP) Feed A and Instrument Definition (UDP) Feed B should not be used for arbitration.

TCP Replay

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.

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