• CME STP FIX Notices

      • To
      • CME STP FIX Customers
      • From
      • Global Account Management
      • #
      • 20160926stpfix
      • Notice Date
      • 28 September 2016
    • Topics in this issue include:

      New - Trade History Retrieval Enhancement

      Effective Sunday, October 2 (trade date Monday, October 3), historical trade retrieval will be increased to 31 rolling calendar days from 5 rolling business days when querying or subscribing to CME STP FIX.

      In New Release, historical trade retrieval has begun accruing to 31 rolling calendar days as of Wednesday, September 21.

      Please Note: New Release and Production environments dates indicate when data will start to accrue, not when a full month of data is available.

      Please contact Certification Support for Electronic Trading (CSET) in the U.S. +1 312 930 2322, in Europe at +44 20 3379 3803 or in Asia at +65 6593 5593 with questions while testing in New Release.

      Please contact the Global Command Center (GCC) in the U.S. +1 800 438 8616, in Europe at +44 800 898 013 or in Asia at +65 6532 5010 with any products questions.

      New - CME STP FIX Enhancements

      Effective Sunday, October 30 (trade date Monday, October 31), CME STP FIX will introduce the following enhancements:

      • Update to Underlying Security Type Value
        • Underlying Security Type and Leg Underlying Security Type (Tag 310; Tag 1337) value will return as “MLEG” instead of “COMBO” to increase clarity in reporting.
      • New Attribute for Product Long Name
        • Security Description will be populated for queries and subscriptions on CME Cleared Trades, providing a long name description (product name) for the instrument symbol.

      Instrument Security Description Specifications

      Tag FIXML Field Name FIXML Abbr FIXML Message Component Level Description Example
      107 Instrument Security Description Desc TrdCaptRpt/Instrmt Long name description of the instrument symbol (product name). 107=Singapore Fuel Oil 180 cst (Platts) BALMO Future

      Leg Security Description Specifications

      Tag FIXML Field Name FIXML Abbr FIXML Message Component Level Description Example
      620 Leg Security Description Desc /TrdCaptRpt/TrdLeg/Leg Long name description of the instrument symbol (product name). 620=Singapore Fuel Oil 180 cst (Platts) BALMO Future

      These enhancements will be available for testing in the New Release environment on Wednesday, October 19.

      Please contact Certification Support for Electronic Trading (CSET) in the U.S. t +1 312 930 2322, in Europe at +44 20 3379 3803 or in Asia at +65 6593 5593 with questions while testing in New Release.

      Please contact the Global Command Center (GCC) in the U.S. +1 800 438 8616, in Europe at +44 800 898 013 or in Asia at +65 6532 5010 with any production questions.