Effective Sunday, June 14, 2009, heartbeat messages (tag 35-MsgType=0) will be broadcast during Sunday start-up on the FIX/FAST Snapshot Recovery and SecurityDefinition replay channels in the production environment. These messages can be used by Quote Vendors to verify their connectivity during Sunday start-ups prior to the receipt of data from the replay channels. This is a change from the current process, whereby Quote Vendors have to wait until data actually begins flowing on the replay channels to verify connectivity.
Detailed information on this change is available online in the Client Impact Assessment in section 2.1. The heartbeat messages at start-up are currently available in New Release for testing.
Please contact Market Data Operations (MDO) at email@example.com, if you have any questions concerning this notice.
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.