Cboe Summary Depth Gap Request Proxy and Message Retransmission via Gap Server

Requesting delivery of missed data is achieved by connecting to a Cboe Summary Depth Gap Request Proxy (Cboe Summary Depth GRP). Members who do not wish to request missed messages do not need to connect to a GRP for any reason or listen to the multicast addresses reserved for message retransmission. Members choosing to request missed data will need to connect to their assigned GRP, 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 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. Larger sequence number gaps should be recovered via the Cboe Summary Depth Server over TCP. Members will receive a total daily allowance of gap requested messages. In addition, each Member is given renewable one second and one minute gap request limits.

If more than one gap request is received for a particular 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 period of time, the gap server will only send the union of the sequence ranges across grouped gap requests. Members will receive gap responses for their requested 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.