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:
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INCREMENTAL UPDATES - A/B UDP multicast groups with real-time updates for orders, trades, market state changes, and instrument definitions.
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SNAPSHOTS - A/B UDP multicast groups with periodic snapshots of orders and instrument definitions/statuses at a regular interval.
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RETRANSMIT SERVICE - UDP unicast with updates by InstrSeqNum range using request/response model.
info
A/B
refers to two multicast groups (A and B) used to transmit redundant data in the case of failover.