Gap Server Rollover Usage Example

The following describes the exchange of messages between a member and Cboe’s Multicast PITCH feed and Gap Server during rollover.

The member detects a gap, having received sequence 4,294,967,293 and then sequence 3. The member recognizes this as a roll-over and sends a Gap Request to the GRP with Sequence 4,294,967,294 (first sequence in the range) and a Count of 4 (since zero is not included in a roll-over).

The GRP sends a Gap Response with a Sequence of 4,294,967,294 and Count of 4 (to match the request), with a Status of Accepted.

The Gap Server sends the requested gap messages which are sequences: 4,294,967,294 ; 4,294,967,295 ; 1 ; and 2. The member uses these messages to fill the gap.