Heartbeat Messages

The CFE Sequenced Unit Header message header with a count field set to 0 will be used for Heartbeat messages. During trading hours Heartbeat messages will be sent from the GRP, Spin Server, and all multicast addresses if no data has been delivered within 1 second. Heartbeat messages never increment the sequence number for a unit, but can be used to detect gaps on the real-time multicast channels during low update rate periods.

Heartbeat messages on the real-time multicast addresses during trading hours will have an Hdr Sequence value equal to the sequence of the next sequenced message to be sent for the unit. Heartbeat messages on gap multicast addresses will always have the Hdr Sequence field set to 0. All Heartbeat messages sent to and from the GRP and Spin Server are considered un-sequenced and should have sequence and unit fields set to 0.

Outside of trading hours CFE sends Heartbeat messages on all real-time and gap channels with a sequence of 0 to help users validate multicast connectivity. Heartbeat messages might not be sent from 4:00 PM CST - 4:45 PM CST or during maintenance windows.

CFE expects Heartbeat messages to be sent to the GRP on live connections no less than every 5 seconds. Failure to receive two consecutive heartbeat messages will result in the GRP or Spin Server terminating the client connection. With the exception of Time messages, each PITCH message reflects the order addition, order deletion, order modification or execution of an order in the system.