Symbol Ranges, Units, Sequence Numbers, and Timestamps

Products will be separated into units and messages pertaining to a specific unit will be sent to their own partition. Product distribution will not change intra-day. CFE does, however, reserve the right change the product distribution with 48 hours prior notice to participants. Care should be taken to ensure that product distribution changes can be supported easily.

Message sequence numbers are incremented by one for every sequenced message within a particular symbol unit. It is important to understand that one unit will be delivered per topic partition. As with symbol ranges, unit distribution across partitions will not change intra-day, but may change after notice has been given.

Messages in the TOP feed are timestamped relative to special Time messages sent once every second from each unit. Because ordering cannot be guaranteed between partitions, care must be taken to ensure that messages from a specific partition are compared ONLY to Time messages from that same partition.