• CME Globex Notices: November 18, 2013

      • To
      • CME Globex Customers
      • From
      • Global Account Management
      • #
      • 20131118
      • Notice Date
      • 18 November 2013
    • Topics in this issue include:
      Critical System Updates
      New Functionality
      Product Changes
      Events and Announcements
      Critical System Updates

      NEW CME Globex Performance Enhancements
      Starting Sunday, December 8 (trade date Monday, December 9), performance enhancements will be launched on the following CME Globex markets. With this launch, internal testing indicates:

      • iLink latency will improve up to 30%.
      • Per event, iLink fill notices (tag 35-MsgType=8, tag 39-OrdStatus=1 or 2) will be published before or at the same time as the last market data trade message
      • For each individual trade, iLink fill notices will be published before or at the same time as the associated market data trade messages

      These enhancements are part of our ongoing efforts to provide best-in-class technology and service on CME Globex.

      December 8, 2013

      • CME Equity futures excluding E-mini S&P; tag 1300-MarketSegmentID=68

      December 15, 2013

      • NYMEX Non-Crude Energy futures; tag 1300=78
      • NYMEX and COMEX Metals and Alternative Market futures; tag 1300=76

      KCBT Product Migration to CBOT
      Effective Sunday, December 8 (trade date Monday, December 9), Kansas City Board of Trade (KCBT) products will migrate from a KCBT DCM (Designated Contract Market) to Chicago Board of Trade (CBOT) DCM, subject to regulatory review and approval.

      These products will use the same Symbol (tag 55) and SecurityGroup (tag 1151) as they do today. With this change, the value in tag 207-SecurityExchange and Market Data Platform channels will be updated as follows:

      KCBT Product Migration to CBOT

      Product tag 1151-SecurityGroup tag 55-Symbol Current tag 207-SecurityExchange New tag 207-SecurityExchange Current MDP Channel New MDP Channel
      KC Hard Red Winter (HRW) Wheat Futures KE KE XKBT XCBT 120 111
      KC Hard Red Winter (HRW) Wheat Options OKE OK XKBT XCBT 121 112
      KC Hard Red Winter (HRW) Wheat Short-Dated New Crop Options KWE OK XKBT XCBT 121 112
      KC Hard Red Winter (HRW) Weekly Options OE1-OE5 OK XKBT XCBT 121 112
      MGEX-KCBT Wheat Spread Options MKW M6 XKBT XCBT 121 112
      MGEX-KCBT Wheat Spread Synthetic Futures WMK 08 XKBT XCBT 120 111
      KCBT Wheat vs. CBOT Wheat Inter-commodity Spread KE KB KBCB XCBT 120 111
      MGEX Wheat vs. KCBT Wheat Inter-Exchange Spread MWE MK MGKB MGCB 118 118

      These changes are currently available in New Release for customer testing.

      Please Note: For the December 8 launch, customers will not have to cancel their Good 'Till Cancel (GTC) and Good 'Till Date (GTD) orders for KCBT futures and options. After 16:30 CT on Friday, December 6, all remaining GTC and GTD orders for these products will be moved to their respective new channels and retain their priority in the book. Customers are responsible for verifying their working orders and making modifications as needed during the pre-open on Sunday, December 8.


      NEW iLink Enhancement for BM&FBOVESPA and Mexder North to South Order Routing
      Effective Sunday, December 15(trade date Monday, December 16), iLink BM&FBOVESPA and Mexder North to South order routing will support FIX tag 373-SessionRejectReason on the SessionLevelReject (tag 35-MsgType=3) messages. This tag will allow BM&FBOVESPA and Mexder North to South Order Routing customers to identify the reject reason.

      tag 373-SessionRejectReason Value

      Tag FIX Name Req Valid Values Format Description
      373 SessionRejectReason Y 100 Int (3) Indicated reject reason for Partner Exchange network unavailable:
      • For BVMF orders, 100 = BVMF network unavailable
      • For Mexder orders, 100 = Mexder network unavailable

      Please Note: tag 373-SessionRejectReason will only be sent on the Session Level Reject message when customers submit BM&FBOVESPA and Mexder orders and the network is unavailable.

      Tag 373 SessionRejectReason will be available in New Release for customer testing on Tuesday, December 3.


      NEW New Public Source IPs for Certification and New Release Environment
      At customers’ requests to increase network flexibility, the Certification and New Release Environments will move from private to public source IPs for iLink, Drop Copy and FIX/FAST market data channels at the close of business on Friday, January 24, 2014. If a firewall or network device is configured with the source IP information, please correct your configuration to use the entire range of eligible addresses.

      iLink

      • Customers will receive the new public IPs for iLink via an AutoCert+ generated email prior to Friday, January 24, 2014.

      Drop Copy

      • All testing Drop Copy ID in the Certification and New Release Environments will be deleted on Friday, January 24, 2014. Please contact  Global Account Management to obtain new Drop Copy IDs to access Drop Copy testing environments.

      FIX/FAST Market Data Channels

      • Port, multicast addresses, and source IPs for FIX/FAST market data channels are available in the config.xml file on the CME Group  FTP site. A new config.xml will be available for customer download in Certification and New Release starting Monday, December 16, 2013.