TT CME Gateway System Administration Manual - Trading ...

1 TT Gateway and the Exchange
MDP Price Server
Diagram Overview The Gateway Systems Architecture – MDP Price Server diagram illustrates the
dual price feed connection the CME Group implements on the CME Gateway. Both
price feeds connect via UDP for its price data. These feeds are referred to as Price
Feed A and Price Feed B. The dual price feed approach provides the following
functions:
• Connects to the CME Group.
• Provides a verification system for data delivery.
• Creates less packet overhead and throughput.
• Uses a UDP connection to communicate with and send price information to
the MDP in the Price Server.
The CME Group transmits identical price data on both feeds along with sequence
numbers that define which packets of data are present. 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. For information on price transmission failures, see the
the section called Gateway Recovery: Prices on page 101.
MDP Price Server
Diagram
CME Gateway System Administration Manual 19
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