Feed Connectivity Requirements

Gig Shaped feeds are available to customers with a minimum of 1 Gb/s of connectivity to Cboe via cross connect or dedicated circuit.

Customers with sufficient connectivity may choose to take more than one Gig-Shaped feed from the Cboe datacenters and arbitrate the feeds to recover lost data. It should be noted that feeds from the secondary datacenter will have additional latency for those co-located with Cboe in the primary datacenter due to proximity.

Cboe Complex Multicast PITCH real-time events are delivered using a published range of multicast addresses divided by symbol range units. Dropped messages can be requested using a TCP/IP connection to one of Cboe’s Gap Request Proxy (GRP) servers with replayed messages being delivered on a separate set of multicast ranges reserved for packet retransmission. Intraday, a spin of all open orders may be requested from a Spin Server. This allows a client to become current without requesting a gap for all messages up to that point in the day.

The following diagram is a logical representation Complex Multicast PITCH feed message flow between Cboe and a customer feed handler that is listening to the "A" and "B" instances of two units: