Market Data Advisory Notices
To | Market Data Distributors
From |
Subject | IMPORTANT NOTICE - Market Data Network (MDN) Conversion Status Update #14 - Retransmission Testing Scheduled For January 24, 2003, At Approximately 4:45 p.m. Chicago Time (CST).
Notice Date | January 17, 2003
Notice Number | QVC-22
Effective Date |
This notice is in reference to the MDN retransmission testing scheduled for January 24, 2003 at approximately 4:45 p.m. Chicago Time. Listed below is a recap of the previously published retransmission issue along with the test plan. Retransmission Issue When an outage occurs within the data feed to the MDN application, the MDN application goes into a wait state and stays in that mode until the feed is re-established. Once re-established, MDN pick ups where it left off, continuing to process messages, utilizing the last known MDN sequence number in each channel. In this scenario, it appears to you that trading, and its related market data flow, continued, even though MDN was starved of this market data for a period of time. Consequently, you encounter a period of time where market data is not being sent, and then suddenly, the feed starts up again where it left off. You are unaware of any missing messages, since there is no gap in the sequence numbers. Resolution In the event that messages are not received by the MDN application, it will switch to a standby state, until the feed is back up, as it does currently. Once MDN recognizes that the feed is back up, it will advance the sequence numbers in each channel by the size of the aggregate gap (total number of messages missed across all channels) in the ITC feed to MDN. In addition, it will send out the current messages starting at the advanced sequence number in each channel. Note that each channel will have a gap created that is larger than the number of messages that were missed for that channel. Once the messages start to flow after an outage, we will manually request a retransmission of the aggregate missed messages from our Price Reporting System. When MDN receives the retransmitted messages, they will be applied to the MDN data store for each channel. At that time, we will fill the unused sequence numbers in each channel, with a text message (Category Code “X”, Type Code “ “) containing the verbiage “Filler Message” in the text portion. We will then be able to retransmit them to you from the data store. Test Plan for January 24, 2003 On Friday, January 24, 2003, at approximately 4:45 p.m. (Chicago Time), CME will conduct the retransmission test as follows: -Transmit market data across Channel’s One, Two and Three -Suspend the feed for 2 minutes -Restart the feed -Send retransmission of the data missed on all three channels using the appropriate Vendor Codes for distributors -Stop sending specialized test data -Normal weekend activity will continue The entire test is expected to take approximately 15 minutes. If you have questions during the test, please contact CME Enterprise Computing Operations at 312-930-8160. To provide test feedback, contact Marilee Radecki at mradecki@cme.com or 312-930-8193. Please contact one of the following individuals with any questions or issues you may have regarding the test. Thank you! Marilee Radecki 312.930.8193 Lisa Amato 312.338.2654 Michele Ivanski 312.930.4523