Effective Sunday, June 6, 2010, CME Globex market data will be disseminated exclusively in FIX/FAST 2.0 format. This launch introduces a number of customer-requested enhancements to support trading and market data strategies. A subset of Market Data Platform channels are currently available in production for parallel testing.
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, 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+.
FIX/FAST 2.0 is currently available for customer testing in the New Release environment and on the parallel Market Data Platform channels in production. Information on this release can be found online in the FIX/FAST 2.0 Client Impact Assessment.
FIX tag 64-SettleDate on Production Parallel Channels:
Five production parallel channels are available for customer testing purposes only. CME Group strongly recommends customers using the production parallel channels continue to rely on the current, FIX/FAST 1.6-format channels for their trading activity.
A new configuration file for the Production environment, named config20.xml, is available on the ftp.cmegroup.com site. This file contains five channels utilizing the FIX/FAST 2.0 format. These channels have new IP addresses and ports. The balance of channels in this file are in the FIX/FAST 1.6 format with the current multicast IPs and ports.
Effective this weekend, final settlements containing the new tag 64-SettleDate will be added to the Market Data Incremental Refresh (tag 35-MsgType=X) settlement messages for the following parallel channels.
· CME Equity futures (307)
· CME Interest Rate options (310)
· CME FX futures (311)
Tag 64-SettleDate is also available for testing on all channels in the New Release environment.
Mock Trading Sessions
A third mock trading session has been added to the schedule for June 5, 2010. On Saturday, June 5, all current production channels will broadcast FIX/FAST 2.0-format. Customers must register online to participate.
More information will be available in upcoming CME Globex and Quote Vendor Notices.
Please contact Global Account Management with any questions about these mock sessions.
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.