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Derivatives UDP Overview

The Multicast UDP Market Data API includes multiple groups of data channels/streams for unique sets of related products and instruments. Each group is comprised of 3 pairs of channels:

  • INCREMENTAL UPDATES - A/B UDP multicast groups with real-time updates for orders, trades, market state changes, and instrument definitions.
  • SNAPSHOTS - A/B UDP multicast groups with periodic snapshots of orders and instrument definitions/statuses at a regular interval.
  • RETRANSMIT SERVICE - UDP unicast with updates by InstrSeqNum range using request/response model.

A/B refers to two multicast groups (A and B) used to transmit redundant data in the case of failover.

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