|Topics in this issue include:
|Critical System Updates|
FIX/FAST 2.0 Launch
The FIX/FAST 2.0 format is not backward-compatible to the current FIX/FAST format. Even if a customer does not want to take advantage of these enhancements, all systems must be certified for FIX/FAST 2.0 prior to launch. To ensure uninterrupted access to CME Globex market data, all current customer systems are required to develop to FIX/FAST 2.0 and complete mandatory certification via AutoCert+.
The new AutoCert+ test suite for FIX/FAST 2.0 contains four tests focused on:
CME Group strongly recommends all systems test thoroughly in New Release prior to attempting AutoCert+ certification.
FIX/FAST 2.0 will be available for customer testing in the New Release environment Monday, February 1.
The new FIX/Fast 2.0 templates for production will be available from the CME Group FTP site on April 10, 2010.
Information on this release, including launch and mock trading dates, can be found online in the FIX/FAST 2.0 Client Impact Assessment.
CME Equity Futures Enhancements
There will be no changes to functionality or messaging format with these performance improvements. Good 'Till Cancelled and Good 'Till Date (GTC/GTD) orders will not be impacted.
Please contact your Global Account Manager with any questions or concerns at 312.634.8700.
Detailed information on these enhancements is available in the Enhanced Mass Quote Governor Overview.
Please contact your Global Account Manager at 312.634.8700 with any questions or concerns.
Rounded Theoretical Settlement Prices via FIX/FAST
More information on the theoretical settlement data block in FIX/FAST-format market data is available online.
These changes are currently available for customer testing in New Release.
Effective first quarter 2010, a number of enhancements will be introduced for CME and CBOT Commodity and Weather, Kansas City Board of Trade (KCBT) and Minneapolis Grain Exchange (MGEX) futures and future spreads on CME Globex.
The messaging and functionality impacts are documented online in the Client Impact Assessment.
CME Group recommends all system providers supporting Commodity futures test these changes thoroughly in New Release.
March vs. July Soybean Calendar Spread Option (CSO)
The March vs. July Soybean CSO is currently available for customer testing in New Release.
Futures Calendar Spreads for NYMEX TAS Futures
These calendar spreads will use the value EC in tag 762-SecuritySubType.
These new futures spreads are currently available in New Release for customer testing.