This notice details the following changes that will take place with the implementation of FIX/FAST 2.0
• Mock Trading Sessions
• Launch Announcements
• Settlement Enhancements
• Order Book Resets in New Release
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.
Mock Trading Sessions:
A final mock trading sessions with FIX/FAST 2.0 in the CME Globex production environment will be offered Saturday, June 5, 9:00 - 10:00 a.m. Central time. An overview of the mock trading session is now available. Customers must register online to participate.
The mock session overview has been updated with new information for the June 5 session. CME Group encourages all participants to review the updated overview.
Following the mock trading session on Saturday, June 5, CME Group will communicate any changes to the FIX/FAST 2.0 launch plan to customers via the CME Globex and Market Data Notices and email alerts from the CME Globex Control Center. Please ensure you are subscribed to one or more of these distribution lists and watch your emails on June 5 for FIX/FAST 2.0 updates. Contact your Global Account Manager with any questions.
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, 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.
Order Book Resets in New Release:
In response to customer requests, the order books on the following channels will be reset every Tuesday and Thursday at 9 a.m. Central time.
This will allow customers to test their systems for both the current and the new order book reset functionality in New Release prior to the FIX/FAST 2.0 launch on June 6. The Order Book Reset function is one of the tests required for the mandatory FIX/FAST 2.0 certification.
Both the current and new order book recovery method are available for review in Section 2.2 of the FIX/FAST 2.0 Client Impact Assessment.
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