• FIX/FAST Market Data Updates

      • To
      • CME Globex Customers
      • From
      • CME Globex Account Management
      • #
      • 20080708
      • Notice Date
      • 08 July 2008
    • FIX/FAST Market Data Updates

      NEWFIX/FAST AutoCert+ in the Certification Environment
      To prepare for upcoming launches in New Release, this Monday, July 14, the AutoCert+ certification suite for FIX/FAST market data will be moved from the New Release environment to the Certification environment. Customers will be able to complete their testing and certification in the Certification environment, which will always mirror the current production functionality and environment.

      To support the AutoCert+ move to Certification environment, CME Group is launching the attached new  Market Data Platform multicast channels and ports. Please note: customers may need to complete changes to their network settings to connect to the new channels.

      NEW Saturday Testing in Production
      Starting this Saturday, July 12, and continuing through Saturday, October 4, CME Group will replay production-speed market data in the production environment for FIX/FAST and RLC formats for 30 minutes, from 11:30 a.m. to noon Central time (CT).

      There will be no replay window on the Labor Day holiday weekend, on Saturday, August 30.

      The data disseminated during each Saturday’s replay window will be captured during the prior mid-week trading.

      CME Group recommends all system providers purge and reload their instrument databases every week. To support testing during these replay windows, the FIX/FAST Security Definition (tag 35=d) and RLC Instrument Creation (MO) messages from the prior week will be available on the instrument definition channels each Saturday morning starting at 10:00 a.m.

      Support will be available; customers may call 312.715.6003 with any questions during the replay windows.

      The following market data channels for FIX/FAST and RLC formats will be available:

      MDP Channels for Production Replay Windows

      Products FIX/FAST Channel RLC Channel
      Legacy CME Equity Futures 7 7
      Legacy CME Equity Options 8 8
      Legacy CME Interest Rate Futures 9 9
      Legacy CME Interest Rate Options 10 10
      NYMEX Crude Oil Energy Futures 30 30
      NYMEX Crude Oil Energy Options 35 35
      Legacy CBOT Commodity Futures 111 111
      Legacy CBOT Commodity Options 112 112
      Legacy CBOT Interest Rate Futures 115 115
      Legacy CBOT Interest Rate Options 116 116

      Channel definitions, including IPs and ports, are available online:

      • Certified FIX/FAST customers can access the channel definitions in XML format at  ftp.cme.com
      • RLC channel definitions are available in  PDF format

      Please contact your CME Globex Account Manager with any questions at 312.634.8700; in Europe at +44.20.7796.7100; or in Asia at +852.3101.7696.

      NEW Key FIX/FAST Migration Milestones
      As previously announced, the deadline for converting from the legacy RLC message format to FIX/FAST is October 17, 2008. To assist CME Group customers successfully complete their migration, key milestone recommended dates are detailed below.

      FIX/FAST Migration
      Key Milestones Recommended Dates

      Date Milestones
      July 2008
      July 17 Establish connectivity to Certification and/or New Release testing environments
      Request access to the AutoCert+ certification tool
      August 2008
      August 8 Complete FIX/FAST certification via AutoCert+
      August 11 Begin parallel production testing of RLC and FIX/FAST
      October 2008
      October 17 RLC to FIX/FAST Migration Complete
      October 19 - 31 $2,000.00 support surcharge per week per site subscribed to RLC channels
      November 2008
      November 2 - 30 $4,000.00 support surcharge per week per site subscribed to RLC channels
      December 2008
      December 1 - 31 $6,000.00 support surcharge per week per site subscribed to RLC channels
      December 31 RLC eliminated