• CME STP Notices: September 28, 2016

      • To
      • CME STP Customers
      • From
      • Global Account Management
      • #
      • 20160928
      • 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 API.

      Updated Query and Subscription Values

      Filter Type SubReqTyp Filter Value TrdCaptRptReq/StartTm TrdCaptRptReq/SendTm
      Query 0 Required
      • Response will include trades up to and including the previous 31 calendar days
      Optional
      • Default=Current Date Time
      • All trades between StartTm and EndTm will be returned in STP API
      Subscription 1 Optional
      • Response will include trades up to and including 31 calendar days previous
      Not Allowed

      See more on CME STP supported functions.

      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 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. at +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.

      New - CME STP Enhancements

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

      • Update to Underlying Security Type Value
        • Underlying Security Type and Leg Underlying Security Type (TrdCaptRpt/Undly/@SecTyp and TrdCaptRpt/TrdLeg/ Undlys/Undly/@SecTyp) 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

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

      Leg Security Description Specifications

      FIXML Field Name FIXML Abbr FIXML Message Component Level Description Example
      Leg Security Description Desc /TrdCaptRpt/TrdLeg/Leg Long name description of the instrument symbol (product name). Desc=”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. at +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.