FIX/FAST Market Data Format

New Market Data Format | CME Market Data Policy

 

The FIX/FAST Software Development Kit (SDK) is designed to facilitate development and certification to FIX/FAST on the Market Data Platform.

FIX/FAST market data format, the latest step in CME Group market data, drastically reduces end-to-end latency and improves bandwidth scalability. The new format is based on FIX and FAST protocols for increased efficiency. FIX provides the core message structure and syntax while the FAST protocol increases optimization. FIX/FAST is the basis of a new industry standard for market data.

Reference Code, to assist customers who wish to begin development, is available online. This code is for development implementation only, and is not designed for production use.

Download the comprehensive FIX/FAST Market Data SDK, or choose from any of the following components.

FIX/FAST SDK Components
Volume Published
Overview and SDK Navigation 9.28.07
CME Globex Functionality
Core Functionality 11.12.07
FIX/FAST Message Specifications 11.12.07
Ex-Pit Transactions 9.28.07
Product-Specific Functionality
Futures 9.28.07
NYMEX Futures 9.28.07
COMEX Futures 9.28.07
FXMarketSpace 11.12.07
Supplemental Information
Market Recovery and Instrument Definition Rates

 

Market data distributors, please contact Market Data Operations at 312.634.8395 with any questions or concerns.

Please contact your CME Globex Account Manager with any questions or concerns.
United States
312.648.3736
Europe
+44.20.7796.7100
Asia
+852.3101.7696

FIX and FAST are trademarks of FIX Protocol Limited.

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