This Advisory outlines upcoming changes to the FIXML Product Reference Files (FPRFs) scheduled for September and October of this year.
New FPRFs will be made available in new directories, using the same file names that are currently in use. Existing files will be available until September 21, 2011 for New Release, and October 14, 2011 for Production. This will allow for a parallel period, and let firms choose to cut over to the new files prior to the September or October cutoff dates. The following new directories will be created:
On Wednesday, September 21, 2011, the current New Release versions of the FPRFs, found in the Firms’ PUB/CMD directory will no longer be available.
On Monday, October 17, 2011, the current Production versions of the FPRF files, found in the ftp.cmegroup.com/pub/settle Firms’ PUB/CMD directory will no longer be available.
Below is a summary of the changes to the various files, followed by sample messages, with changes called out (note that strike-outs are things removed, highlighted are elements/attributes added to the messages).
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.