This notice details the following changes that will take place with the implementation of FIX/FAST 2.0:
• Production Parallel Testing
• Mock Trading Sessions
• Settlement Enhancements
Effective this Sunday, May 9, 2010, CME Globex will launch FIX/FAST 2.0 for production parallel testing, on a subset of new Market Data Platform channels. As of Sunday, June 6, 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.
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. Information on this release can be found online in the FIX/FAST 2.0 Client Impact Assessment. The client impact assessment has been updated with new information about settlement price enhancements.
Production Parallel Testing
This Sunday, May 9, 2010, five production parallel channels will be made 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.
CME Group will make available a new configuration file for the Production environment, named config20.xml. This file will contain 5 channels utilizing the FIX/FAST 2.0 format. These channels will have new IP addresses and ports. The balance of channels in this file will be in the FIX/FAST 1.6 format with the current multicast IPs and ports.
Mock Trading Sessions
Another mock trading session for FIX/FAST 2.0 in the CME Globex production environment will be offered this Saturday, May 8, 9:00 - 10:00 a.m. Central time. An overview of the mock trading session is available online. Customers must register online to participate.
A third mock trading session has been added to the schedule. On Saturday, June 5, all current production channels will broadcast FIX/FAST 2.0-format. 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.
The FIX/FAST 2.0 Client Impact Assessment has been updated with detailed information on the new settlement enhancements. Customers are encouraged to review the updated FIX/FAST 2.0 Client Impact Assessment.
Contact Market Data Operations (MDO) at firstname.lastname@example.org, if you have any questions concerning this notice. Thank you.
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