Spin Servers

A Spin Server is available for each unit. The server allows participants to connect via TCP and receive a spin of the inside book and symbols with limited trading conditions on that unit. By using the spin, a participant can get the current CFE book quickly in the middle of the trading session without worry of gap request limits. The Spin Server for each unit is assigned its own address and/or TCP port.

Upon successful login and periodically thereafter, a Spin Image Available message is sent which contains a sequence number indicating the most recent message applied to the book. Using a Spin Request message, a participant may request a spin for the orders up to a sequence number noted within one of the last ten Spin Image Available messages distributed. If the Spin Request message submitted does not present a sequence number that matches one of the last ten Spin Image Available messages distributed, the spin will return orders up to the next closest sequence number reported through a Spin Image Available message that is greater than the sequence number requested.

In the case a participant sends a sequence number in a Spin Request message that is higher than the sequence number reported by the most recent Spin Image Available message, the next spin image to be generated will be returned when it is available. If the requested sequence number is still higher at that time, an O (Out of Range) error will be generated.

A spin consists only of Market Snapshot, End of Day Summary, Futures Instrument Definition, Futures Variance Symbol Mapping, Settlement, Price Limits, Time Reference and Time messages for symbols that have had orders that day or had a limited trading state. A Time message will be sent as the last message in a spin if the last Time message sent on a spin is older than the last received time from the internal market data producers.

While receiving the spin, the participant must buffer multicast messages received. If the Spin Image Available message sequence number is the participant's reference point, multicast messages with larger sequence numbers should be buffered. If a non- Spin Image Available message sequence number is the participant's reference point which they send in their Spin Request message, they should buffer from that point on, but note that within the spin they may receive sequence numbers beyond that point which they may disregard. When a Spin Finished message is received, the buffered messages must be applied to spun copy of the book to bring it current.

Spin Server Usage Example shows an example flow of messages between a participant and CFE's Multicast TOP feed and Spin Server.