TT CME Gateway System Administration Manual - Trading ...

6 Disaster Recovery
Exchange Host Failure and Recovery
Overview Several types of failures can occur between the customer’s network and the
exchange. Such failures can involve network devices, the CME Group price and
order environments, and the exchange matching exchange. Of these failures, this
section discusses three primary types:
• Exchange Host Failure
• MDP Server Failure
• MDP Price Delivery Failure
• iLink Server Failure
Exchange Host Failure In the event that only the CME Group exchange host fails, all traders on the TT
System experience the following:
• Orders: CME Group rejects all submitted orders.
• Prices: Prices go stale.
However, the TT Gateway continues to run and remains connected to the CME
Group’s iLink and MDP servers.
When the exchange host again goes live, the TT Gateway receives the appropriate
fix messages. Traders can again begin trading normally and prices begin updating
as normal.
MDP Server Failure When an MDP server fails in the CME Group’s environment, any Price Servers
connected to it shutdown after the number of seconds set in the
HeartbeatTimeout parameter of the [price_session] section in the
hostinfo.cfg file. These Price Servers appear red (inactive) in Guardian. During
the MDP server failure, all prices remain stale.
MDP Price Delivery
Failure
CME Gateway System Administration Manual 117
Trading Technologies International, Inc.
This section highlights gateway behavior during price transmission failure. The
CME Group provides price data along two separate yet identical feeds. The data
packets are transmitted with sequence numbers to help identify missing packets.
If the TT Gateway discovers a missing sequence number, the Price Server updates
with correct information after receiving the next price update.
When waiting for the next price update, the CME Gateway may temporarily
remove market data. This information automatically repopulates when a new
price update is received.
You must verify that the price feeds are receiving data. For further information,
refer to the section called Verifying Connectivity on page 43.
iLink Server Failure When a CME Group iLink Server fails, all Order Routers that connect to that server
lose their connections. Normally, the Order Routers on the TT Gateway cycle to
the backup iLink server whose connection information is included in the
hostinfo.cfg file.
However, in the case that both iLink servers fail, Order Routers on the CME
Gateway begin cycling by attempting to connect first to the Primary and then to
the Backup IP addresses listed in the hostinfo.cfg file.
The CME Group exchange host may or may not retain orders that reached the
exchange prior to the failure. Traders must call CME Group for an accurate
accounting of their orders.
For details on Order Router cycling and recovery, refer to the section
called Gateway Recovery: Order Routers on page 111.