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Migration from Mega Bolsa to the PUMA Trading System
Version 1.8
Customer Impact Document
3.2.6.1.
Snapshot Market Recovery
The Snapshot Market Recovery feed now supports multiple Snapshot messages (35=W) per packet,
greatly improving the recovery speed for channels that contain small Snapshot messages that can be
bundled into a single UDP datagram (1430 bytes each).
UDP Packet (1430 bytes)
35=W
35=W
...
35=W
If the customer application is designed to process a single message per UDP
packet, this impact can lead to considerable functional changes.
3.2.6.2.
TCP Recovery
The TCP Recovery feed can now be used to recover up to 10,000 messages missed in both
Incremental feeds A and B. The response time in these circumstances should be below the
millisecond range. However, it is mandatory to note that customers should only request messages on
the TCP Recovery 20ms later, after the message being considered got lost in the incremental feeds.
Another important remark for TCP Recovery is that there is a single IP/port centralizing the recovery
for all channels. The customer application should be able to connect a single time using a single
session for all channels.
Another feature available in this release of PUMA Trading System is the TCP Historical Replay feed
that allows querying messages up to 24 hours in the past, for charting purposes. The response time
for this feed is considerably slower than TCP Recovery, as it should not be used for any other
purpose than charting.
NOTE
Customer applications must be capable of arbitrating between both incremental
feeds A and B, to be able to recover missing packages more efficiently and avoid
using the TCP Recovery feed.
IMPORTANT
Co-location customers will not be able to arbitrate between feeds A and B as the
secondary feed is not available to them. This should not be a problem since such
customers have access to local network interfaces much less prone to lose packets.
3.2.6.3.
Book and Channel Reset
Just after a channel reset (35=X, 269=J), the PUMA trading engine will now also resend Security
Status messages (35=f) informing Phases and States for all instruments in the channel. These
messages should arrive right alter the book resend (using tag 276=R) is finished.
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