Gap Request Proxy and Message Retransmission
Requesting delivery of missed sequenced data is achieved by establishing a TCP connection to a GRP port. This GRP port is specific to Cboe One Options and is NOT shared with the GRP port of any other Cboe multicast market data feed. Users who do not wish to request missed messages do not need to connect to a GRP port for any reason or listen to the multicast addresses reserved for message retransmission. Users choosing to request missed data will need to connect to their assigned GRP port, log in, and request gap ranges as necessary. All gap requests will be responded to with a Gap Response message. A Gap Response message Status code of A (Accepted) signals that the replayed messages will be delivered via the appropriate gap response multicast address. Any other Gap Response message Status code will indicate the reason that the request cannot be serviced.
Gap requests are limited in message count, frequency, and age by the GRP. Gap requests will only be serviced if they are within a defined sequence range of the current multicast sequence number for the requested unit. Users will receive a total daily allowance of gap-requested messages. In addition, each user is given renewable 1-second and 1-minute gap request limits.
If more than one gap request is received for a particular unit/sequence/count combination within a short timeframe, all requests will receive a successful Gap Response message from the GRP, but only a single replayed message will be sent on the gap response multicast address.
If overlapping gap requests are received within a short timeframe, the gap server will only send the union of the sequence ranges across grouped gap requests. Users will receive gap responses for their requested unit/sequence/count, but receivers should be prepared for the gap responses to be delivered via multicast in non-contiguous blocks.
Gap acknowledgements or rejects will be delivered to users for every gap request received by the GRP. Users should be prepared to see replayed multicast data before or after the receipt of the gap response acknowledgement from the GRP.