Feed Connectivity Requirements

WAN-Shaped feeds are available to participants who meet the minimum bandwidth requirements to CFE via cross-connect, dedicated circuit, or a supported carrier.

Participants with sufficient connectivity may choose to take both the FC and FD feeds from the CFE's primary datacenter and arbitrate the feeds to recover lost data. Alternatively, participants may choose to arbitrate feeds from both datacenters. It should be noted that feeds from the secondary datacenter will have additional latency for those connected with CFE in the primary datacenter due to proximity and business continuity processing.

CFE Multicast PITCH real-time events are delivered using a published range of multicast addresses divided by symbol range units. A TCP/IP connection to one of CFE's Gap Request Proxy (GRP) servers can be used to request dropped messages. Replayed messages are delivered on a separate set of multicast ranges reserved for packet retransmission. Intraday, a spin of all open orders may be requested from a Spin Server. This allows a client to become current without requesting a gap for all messages up to that point in the day.

The following diagram is a logical representation Multicast PITCH feed message flow between CFE and a participant feed handler that is listening to the A and B instances of two units: