Effective Sunday, March 29, 2009, the MO.dat file, previously used with the legacy RLC market data format to obtain instrument definitions, will no longer be available.
All Quote Vendors’ systems should use the FIX/FAST Security Definition (tag 35-MsgType=d) messages to populate their instrument databases. The Security Definition message contains all of the necessary instrument characteristics and are broadcast at both startup and upon mid-week instrument creation on the market data incremental channels. They are always available in a replay loop on the Instrument Definition feeds. Because the messages are segregated by channel (exchange, product complex and instrument type), customers can connect and download only those channels in which they are interested.
NOTE: To ensure Quote Vendors’ systems have the most current instruments, CME Group recommends all Quote Vendors purge and re-load their instrument databases from the Security Definition market data messages every week.
For more information on FIX/FAST and Security Definition messages, please see the FIX/FAST Software Development Kit.
Please contact CSET for more information at 312.930-2322. Contact firstname.lastname@example.org if you have any questions concerning this notice. Thank you.
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.