Feed Connectivity Requirements

WAN-Shaped feeds are available to customers who meet the minimum bandwidth requirements to Cboe via cross-connect, dedicated circuit, or a supported carrier.

Customers with sufficient connectivity may choose to take more than one WAN-shaped feed from the Cboe’s primary datacenter and arbitrate the feeds to recover lost data. Alternatively, customers may choose to arbitrate feeds from both datacenters. It should be noted that feeds from the secondary datacenter will have additional latency for those connected with Cboe in the primary datacenter due to proximity.

Cboe Complex Multicast TOP 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 Multicast TOP 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 TOP feed message flow between Cboe and a customer feed handler that is listening to the C and D instances of two units: