Beginning October 17, 2011, CME Group Edit files (found on the firms’ secure FTP and SFTP servers) will be created using a new process.
The new files will contain record types:
20 – Firms
The new files will no longer carry types:
40 – Valid Option Contracts
50 – Futures Commodities Trades
60 – Valid Futures Contracts
70 – Valid Flex Contracts
Valid contracts may be assumed by the fact that they exist in positional or FIXML settlement price files, or contracts that exist in the SPAN “8” records of the “Settlement” version of the SPAN file (settlement version SPAN files have “.s” in the file name.
All listed contracts can be found in the FIXML Product Reference Files (FPRFs), or in the “Complete” version of the SPAN file (“Complete” SPAN files have a “.c” in the file name).
Locations for these files can be found at the end of this Advisory.
If you should have any questions about the broker file cutover, or have difficulty processing the new files, please contact CCS at 312-207-2525 or CCS@cmegroup.com
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