ASX Trade. ASX Trade ITCH Connectivity Guide. January 2019

Transcription

1 ASX Trade ASX Trade ITCH Connectivity Guide January 2019

2 Table of Contents 1 Introduction Audience Outline Version History Service Overview Configuration and Infrastructure Physical Layer Customer Infrastructure Customer addressing Routing Production Environment Service Locations FTE/ETE Service Locations ALC Co-Location Production Configuration Diagram Configuration and Unicast ing PIM Rendezvous Point ASX Net Production Configuration Diagram Configuration and Unicast ing PIM Rendezvous Point ASX Net Global Production Diagram Configuration and Unicast ing PIM Rendezvous Point ITCH Test Environments Diagram FTE Configuration PIM Rendezvous Point ETE Configuration PIM Rendezvous Point ASX Limited ABN Version v1.0 January 2019 ASX Trade ITCH Connectivity Guide 2/16

3 1 Introduction This document details the technical connectivity requirements and describes the connectivity methods for the production and test environments at IP and port level to give customers a reference to ensure a connection can be established to the ITCH service. 1.1 Audience The information contained in the document is intended to be used by anyone wishing to connect to the ASX Trade ITCH service. 1.2 Outline The document is split into three sections: Configuration and infrastructure requirements for each connectivity method. Production configuration details and diagrams for Australian Liquidity Centre (ALC), Bondi DR Site (Only available via ASX Net) and ASX Net Global. Configuration details for the Test environments, Functional Test Environment (FTE) and Enhanced Test Environment (ETE). 1.3 Version History This document has been revised according to the table below: Version Date Comment v1.0 January 2019 Initial version 2019 ASX Limited ABN Version v1.0 January 2019 ASX Trade ITCH Connectivity Guide 3/16

4 2 Service Overview ASX ITCH is a direct data feed delivered via User Datagram Protocol (UDP) and Transmission Control Protocol (TCP). It is the premium ultra-low latency protocol for accessing ASX Market Information, delivered via a multicast connection directly from the ASX Trade platform. The ITCH service consists of three server components: : Provides real time dissemination of market data using the MoldUDP64 protocol : Provides a snapshot of the current state of the order books traded in ASX Trade using the SoupBinTCP protocol : Provides the ability to re-request a missed packet in the case a packet loss is detected using the MoldUDP64 protocol 2019 ASX Limited ABN Version v1.0 January 2019 ASX Trade ITCH Connectivity Guide 4/16

5 3 Configuration and Infrastructure Customers of the ITCH service will need to allow for the following infrastructure requirements: 3.1 Physical Layer The service will be delivered on OM3 multimode duplex LC connector The media standard is 10GBASE-SR 10Gbps Ethernet connection It is the customer s responsibility to provide SFP s/xfp s to terminate the fibres 3.2 Customer Infrastructure Customer s network infrastructure will require the multicast feature set Customer s infrastructure should be sized so it can buffer 10Gbps 3.3 Customer addressing All addressing is IP Version 4 The customer can use their own globally unique addressing, or The customer can be allocated a private /24 address range and two /30 address ranges (/30 address per X-connect) to be used on the customer s infrastructure from the following ranges: / / / Routing Routing has the following characteristics: Static routing (default) or BGP routing for Production environment. The Test environment only supports Static routing. Autonomous system number (ASN). Either: ASX assigned Public ASN supplied by customer. MD5 key for peer authentication. MD5 BGP key will be required and can be set by either the exchange or customer sending and receiving prefixes will also need to be agreed upon PIM-SM: Required when customers have their multicast receiver connected behind a router to deliver multicast through different VLANs Customers who wish to connect their receiver via the LCC provided (Layer2). The receiver will send an IGMPv2 group membership report directly to the Rendezvous Point (RP) in order to subscribe to a multicast group. 3.5 Production Environment Service Locations Channel Service Location Channel A Co-location ALC Channel B Co-location ALC Channel C ASX Net Disaster Recovery Site Channel D ASX Net Global ALC Channel E ASX Net Global Disaster Recovery Site 3.6 FTE/ETE Service Locations Channel Service Location Channel A Co-location ALC 2019 ASX Limited ABN Version v1.0 January 2019 ASX Trade ITCH Connectivity Guide 5/16

6 Channel Service Location Channel B Co-location ALC 2019 ASX Limited ABN Version v1.0 January 2019 ASX Trade ITCH Connectivity Guide 6/16

7 4 ALC Co-Location Production Configuration 4.1 Diagram Customer LAN Primary Path x.x.x.x/30 (ASX assigned) 10 Gbps 10 Gbps Secondary Path x.x.x.x/30 (ASX assigned) ASX Equipment Source es: /28 RP es: /32 Channel A ASX Channel A / Channel B ASX Channel B / 2019 ASX Limited ABN Version v1.0 January 2019 ASX Trade ITCH Connectivity Guide 7/16

8 4.2 Configuration Customers of ALC will be required to configure for the below multicast solution. The configuration is engineered so that all traffic goes via the primary path in an active-standby arrangement. 4.3 and Unicast ing IP Routing Aggregate Unicast / /29 Channel A TCP IP UDP Partition Partition Partition Partition Partition Channel B TCP IP UDP Partition Partition Partition Partition Partition PIM Rendezvous Point Channel RP Channel A /32 Channel B / ASX Limited ABN Version v1.0 January 2019 ASX Trade ITCH Connectivity Guide 8/16

9 5 ASX Net Production Configuration 5.1 Diagram ASX Net Site Customer LAN Primary Path x.x.x.x/30 (ASX assigned) 1 Gbps 1 Gbps Secondary Path x.x.x.x/30 (ASX assigned) DR Site ASX Equipment Source es: /28 RP es: /32 Channel C ASX ITCH Channel C / 2019 ASX Limited ABN Version v1.0 January 2019 ASX Trade ITCH Connectivity Guide 9/16

10 5.2 Configuration Customers of ASX Net service site will be required to configure for the below multicast solution. The return path is engineered so that traffic has its preference of the primary path while it is available. 5.3 and Unicast ing IP Routing Aggregate Unicast / /29 Channel C TCP IP UDP Partition Partition Partition Partition Partition PIM Rendezvous Point Channel RP Channel C / ASX Limited ABN Version v1.0 January 2019 ASX Trade ITCH Connectivity Guide 10/16

11 6 ASX Net Global Production 6.1 Diagram Customer Cabinet at ASX Net Global site Copper or Fibre handoff Optional handoff ASX Cabinet ASX PE1 ASX PE2 ASX Net Global RP es: /32 RP es: /32 Source es: /28 Source es: /28 Channel D ASX ITCH / Channel E ASX ITCH / 2019 ASX Limited ABN Version v1.0 January 2019 ASX Trade ITCH Connectivity Guide 11/16

12 6.2 Configuration Customers of ASX Net Global service site will be required to configure for the below multicast solution. The return path is engineered so that traffic has its preference of the primary path while it is available. 6.3 and Unicast ing IP Routing Aggregate Channel D Unicast /28 Channel D /29 Channel E Unicast /28 Channel E /29 Channel D TCP IP UDP Partition Partition Partition Partition Partition Channel E TCP IP UDP Partition Partition Partition Partition Partition PIM Rendezvous Point Channel RP Channel D Channel E ASX Limited ABN Version v1.0 January 2019 ASX Trade ITCH Connectivity Guide 12/16

13 7 ITCH Test Environments The test environment are only available for customers who have a co-location connection. The customer test environment is provided on separate infrastructure thus a separate cross connect is required The physical layer specifications are the same as production Two channels are available for the customer test environment 7.1 Diagram Customer LAN x.x.x.x/30 (ASX assigned) ASX Cabinet Range Channel A /29 Range Channel B /29 Channel A ITCH/ / FTE Channel A ITCH/ / ETE Source : /28 Channel B ITCH/ / FTE Channel B ITCH/ / ETE 2019 ASX Limited ABN Version v1.0 January 2019 ASX Trade ITCH Connectivity Guide 13/16

14 7.2 FTE Configuration IP Routing Aggregate Unicast / /29 FTE Channel A TCP IP UDP Partition Partition Partition Partition Partition IP Routing Aggregate Unicast / /29 FTE Channel B TCP IP UDP Partition Partition Partition Partition Partition PIM Rendezvous Point Channel RP Channel A /32 Channel B / ASX Limited ABN Version v1.0 January 2019 ASX Trade ITCH Connectivity Guide 14/16

15 7.4 ETE Configuration IP Routing Aggregate Unicast / /29 ETE Channel A TCP IP UDP Partition Partition Partition Partition Partition IP Routing Aggregate Unicast / /29 ETE Channel B TCP IP UDP Partition Partition Partition Partition Partition PIM Rendezvous Point Channel RP Channel A /32 Channel B / ASX Limited ABN Version v1.0 January 2019 ASX Trade ITCH Connectivity Guide 15/16

16 Disclaimer This document provides general information only and may be subject to change at any time without notice. ASX Limited (ABN ) and its related bodies corporate ( ASX ) makes no representation or warranty with respect to the accuracy, reliability or completeness of this information. To the extent permitted by law, ASX and its employees, officers and contractors shall not be liable for any loss or damage arising in any way, including by way of negligence, from or in connection with any information provided or omitted, or from anyone acting or refraining to act in reliance on this information. The information in this document is not a substitute for any relevant operating rules, and in the event of any inconsistency between this document and the operating rules, the operating rules prevail to the extent of the inconsistency. ASX Trade Marks The trademarks listed below are trademarks of ASX. Where a mark is indicated as registered it is registered in Australia and may also be registered in other countries. Nothing contained in this document should be construed as being any licence or right to use of any trade mark contained within the document. ASX 2019 ASX Limited ABN Version v1.0 January 2019 ASX Trade ITCH Connectivity Guide 16/16