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This message specification provides the message layout for each FIX message type supported by the applicable SBE schema for the CME Benchmark Administration Premium market data group. 

Contents

Revision History

DateDescription
12/14/2021Added "MDP 3.0 - SBE Message Header" section
11/22/2021
  • "MDP 3.0 - Market Data Incremental Refresh Incremental Messages" - Added T1Y – 12 MTH SOFR SYNTHETIC FUT to 37500-ClearingProductCode.
  • Added "CVOL Indicator Symbols" section.
10/7/2021

updated version

removed extraneous tag values

9/2/2021updated version

Message Specification

The following section outlines the full message specification for CME Benchmark Administration Premium Specification messages.

Binary Packet Headers

A standard technical header sent in a packet.

Binary Packet Header for UDP Connections

A standard technical header is included in all packets sent on Real-Time Feed, UDP Market Recovery, and Instrument Recovery Feeds.

Name

Type

Description

MsgSeqNum

uInt32

Packet sequence number.

A unique sequence number given to each packet sent.

Each channel will have its own separate set of sequence numbers that will increment sequentially with each packet and reset weekly.

SendingTime

uInt64

UTC Time of message transmission by the Gateway. UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy.

SBE Message Header

Each message in the packet starts with a Binary message header that consists of the Binary Size and SBE header (Length, TemplateID, SchemaID, and Version).

NameType Description
MsgSize

uInt16

Length of entire message, including binary header in number of bytes

Simple Binary Encoding Header
BlockLength

uInt16

Length of the root of the FIX message contained before repeating groups or variable/conditions fields

TemplateID

uInt16

Template ID used to encode the message

SchemaIDuInt16ID of the system publishing the message
Version

uInt16

Schema version

MDP 3.0 - Market Data Incremental Refresh Incremental Messages

The specifications included below are used for CME Benchmark Administration Premium Specification incremental messages (tag 35-MsgType=X). This message maps to the MDIncrementalRefreshSettle401 template in the Settlements and Valuations schema. The messages below are for SOFR, CVOL and Petrol pricing.

SOFR

Tag

FIX Name

Type

Valid Values

Description

60

TransactTimeuInt64


Start of event processing time in number of nanoseconds since Unix epoch
Repeating Group 1
268NoMDEntriesNumInGroup


Number of entries in Market Data message
→279MDUpdateActionMDUpdateAction

0 = New

Indicates the type of Market Data update action
→269MDEntryTypeChar

W = Fixing Price

Indicates the type of price
→7178ProductGUIDuInt64NULL
Global unique product identifier. Additional product and instrument referential data can be gathered via CME Reference Data API using GUID fields. 
→37500ClearingProductCodeString (12)

TR1 - 1-MTH SOFR SYNTHETIC FUT

TR3 - 3-MTH SOFR SYNTHETIC FUT

TR6 - 6-MTH SOFR SYNTHETIC FUT

T1Y – 12 MTH SOFR SYNTHETIC FUT

Clearing Product Code
→167SecurityTypeSecurityType

FUT = Future Outrights


Identifies the type of instrument.

→207SecurityExchangeString (8)

CME = Chicago Mercantile Exchange 

Security Exchange



→200MaturityMonthYearMaturityMonthYear

This tag provides the calendar month reflected in the instrument symbol (tag 55-Symbol). Format: YYYYMM (e.g. 201912) 

For futures spreads and options spreads, this tag contains the first leg's calendar month reflected in the instrument symbol.

For packs and bundles, this value represents the quarterly contract reflected in the instrument symbol.

For daily products, this tag contains the full calendar date as reflected in the instrument symbol. Format: YYYYMMDD (e.g. 20191205).

For weekly options products, this tag contains the calendar month and week indicator reflected in the instrument symbol. Format: YYYYMMwW (e.g. for the 4thweek contracts, 2019124).

→201PutOrCallPutOrCall

Indicates whether an option instrument is a put or call.

Will be null or empty in SOFR messages.

→202StrikePriceDecimal64

Option strike price in Clearing price format.

Will be null or empty in SOFR messages.

→37509UnderlyingProductGUIDuInt64NULL

Global unique product identifier. Additional product and instrument referential data can be gathered via CME Reference Data API using GUID fields.

Will be null or empty in SOFR messages.

→37510UnderlyingClearingProductCodeString (12)


Underlying Clearing Product Code

Will be null or empty in SOFR messages.

Will be null or empty in SOFR messages.

→310UnderlyingSecurityTypeSecurityType

Identifies the type of the underlying instrument.

Will be null or empty in SOFR messages.

→308UnderlyingSecurityExchangeString (8)


Underlying Security Exchange

Will be null or empty in SOFR messages.

→313UnderlyingMaturityMonthYearMaturityMonthYear

This tag provides the calendar month reflected in the instrument symbol (tag 55-Symbol in MDP 3.0; tag 107-SecurityDesc in iLink). Format: YYYYMM (e.g. 201912) 

For futures spreads and options spreads, this tag contains the first leg's calendar month reflected in the instrument symbol.

For packs and bundles, this value represents the quarterly contract reflected in the instrument symbol.

For daily products, this tag contains the full calendar date as reflected in the instrument symbol. Format: YYYYMMDD (e.g. 20191205).

For weekly options products, this tag contains the calendar month and week indicator reflected in the instrument symbol. Format: YYYYMMwW (e.g. for the 4thweek contracts, 2019124).

Will be null or empty in SOFR messages.

→55SymbolSymbol
Contract name
→37513InstrumentGUIDuInt64NULL
Global unique instrument identifier. Additional product and instrument referential data can be gathered via CME Reference Data API using GUID fields. 
→48SecurityIDuInt32NULL
Security ID. This value is only sent for CME Globex instruments. This field will be null for instruments not sent on CME Globex.
→9732FormattedLastPxDecimal64
Price in Clearing decimal format.
→270MDEntryPxPRICENULL9
Price in CME Globex decimal format. Sent only for the instruments listed on CME Globex
→731SettlPriceTypeSettlPriceType10000000 = null

Bitmap field of eight Boolean type indicators representing settlement or valuation price type. 

5796TradingReferenceDateLocalMktDate
Date of trade session corresponding to a statistic entry. Sent in number of days since Unix epoch.
2455MDStatisticDescString (40)empty

Description of the fixing price.

Petroleum Indexes

Tag

FIX Name

Type

Valid Values

Description

60

TransactTimeuInt64


Start of event processing time in number of nanoseconds since Unix epoch
Repeating Group 1
268NoMDEntriesNumInGroup


Number of entries in Market Data message
→279MDUpdateActionMDUpdateAction

0 = New

Indicates the type of Market Data update action
→269MDEntryTypeChar

3 = Index Value

Indicates the type of price
→7178ProductGUIDuInt64NULL
Global unique product identifier. Additional product and instrument referential data can be gathered via CME Reference Data API using GUID fields. 
→37500ClearingProductCodeString (12)

CPX = Petroleum Index

CVX = Indicative Petroleum Index

Clearing Product Code
→167SecurityTypeSecurityType

INDEX

Identifies the type of instrument.

→207SecurityExchangeString (8)

NYMEX

Security Exchange



→200MaturityMonthYearMaturityMonthYearnull


→201PutOrCallPutOrCallnull

Indicates whether an option instrument is a put or call.

Will be null or empty in SOFR messages.

→202StrikePriceDecimal64null

Option strike price in Clearing price format.

Will be null or empty in SOFR messages.

→37509UnderlyingProductGUIDuInt64NULLnull

Global unique product identifier. Additional product and instrument referential data can be gathered via CME Reference Data API using GUID fields.

Will be null or empty in SOFR messages.

→37510UnderlyingClearingProductCodeString (12)null

Underlying Clearing Product Code

Will be null or empty in SOFR messages.

→310UnderlyingSecurityTypeSecurityTypenull

Identifies the type of the underlying instrument.


→308UnderlyingSecurityExchangeString (8)null

Underlying Security Exchange

Will be null or empty in SOFR messages.

→313UnderlyingMaturityMonthYearMaturityMonthYearnull

This tag provides the calendar month reflected in the instrument symbol (tag 55-Symbol in MDP 3.0; tag 107-SecurityDesc in iLink). Format: YYYYMM (e.g. 201912) 

For futures spreads and options spreads, this tag contains the first leg's calendar month reflected in the instrument symbol.

For packs and bundles, this value represents the quarterly contract reflected in the instrument symbol.

For daily products, this tag contains the full calendar date as reflected in the instrument symbol. Format: YYYYMMDD (e.g. 20191205).

For weekly options products, this tag contains the calendar month and week indicator reflected in the instrument symbol. Format: YYYYMMwW (e.g. for the 4thweek contracts, 2019124).

Will be null or empty in SOFR messages.

→55SymbolSymbol

CPX = Petroleum Index

CVX = Indicative Petroleum Index

Contract name
→37513InstrumentGUIDuInt64NULL
Global unique instrument identifier. Additional product and instrument referential data can be gathered via CME Reference Data API using GUID fields. 
→48SecurityIDuInt32NULL
Security ID. This value is only sent for CME Globex instruments. This field will be null for instruments not sent on CME Globex.
→9732FormattedLastPxDecimal64
Price in Clearing decimal format.
→270MDEntryPxPRICENULL9
Price in CME Globex decimal format. Sent only for the instruments listed on CME Globex
→731SettlPriceTypeSettlPriceType

Bit 0:

  • 1=Final Daily
  • 0=Preliminary

Bitmap field of eight Boolean type indicators representing settlement or valuation price type. Example values:

Binary Code value of 731

Description

00000001

Final Daily

00000000

Preliminary

5796TradingReferenceDateLocalMktDate
Date of trade session corresponding to a statistic entry. Sent in number of days since Unix epoch.
2455MDStatisticDescString (40)empty

Description of the fixing price.

CVOL Indexes

Tag

FIX Name

Type

Valid Values

Description

60

TransactTimeuInt64


Start of event processing time in number of nanoseconds since Unix epoch
Repeating Group 1
268NoMDEntriesNumInGroup


Number of entries in Market Data message
→279MDUpdateActionMDUpdateAction

0 = New

Indicates the type of Market Data update action
→269MDEntryTypeChar

3 = Index Value

Indicates the type of price
→7178ProductGUIDuInt64NULL
Global unique product identifier. Additional product and instrument referential data can be gathered via CME Reference Data API using GUID fields. 
→37500ClearingProductCodeString (12)

See tables below

Clearing Product Code
→167SecurityTypeSecurityType

INDEX

Identifies the type of instrument.

→207SecurityExchangeString (8)

CBT = Chicago Board of Trade
CME = Chicago Mercantile Exchange
NYMEX = New York Mercantile Exchange
COMEX= COMEX (Commodities Exchange Center)

Security Exchange



→200MaturityMonthYearMaturityMonthYearnull


→201PutOrCallPutOrCallnull

Indicates whether an option instrument is a put or call.

Will be null or empty in SOFR messages.

→202StrikePriceDecimal64null

Option strike price in Clearing price format.

Will be null or empty in SOFR messages.

→37509UnderlyingProductGUIDuInt64NULLnull

Global unique product identifier. Additional product and instrument referential data can be gathered via CME Reference Data API using GUID fields.

Will be null or empty in SOFR messages.

→37510UnderlyingClearingProductCodeString (12)null

Underlying Clearing Product Code

Will be null or empty in SOFR messages.

→310UnderlyingSecurityTypeSecurityTypenull

Identifies the type of the underlying instrument.

Will be null or empty in SOFR messages.

→308UnderlyingSecurityExchangeString (8)null

Underlying Security Exchange

Will be null or empty in SOFR messages.

→313UnderlyingMaturityMonthYearMaturityMonthYearnull

This tag provides the calendar month reflected in the instrument symbol (tag 55-Symbol in MDP 3.0; tag 107-SecurityDesc in iLink). Format: YYYYMM (e.g. 201912) 

For futures spreads and options spreads, this tag contains the first leg's calendar month reflected in the instrument symbol.

For packs and bundles, this value represents the quarterly contract reflected in the instrument symbol.

For daily products, this tag contains the full calendar date as reflected in the instrument symbol. Format: YYYYMMDD (e.g. 20191205).

For weekly options products, this tag contains the calendar month and week indicator reflected in the instrument symbol. Format: YYYYMMwW (e.g. for the 4thweek contracts, 2019124).

Will be null or empty in SOFR messages.

→55SymbolSymbol

See tables below

Contract name
→37513InstrumentGUIDuInt64NULL
Global unique instrument identifier. Additional product and instrument referential data can be gathered via CME Reference Data API using GUID fields. 
→48SecurityIDuInt32NULL
Security ID. This value is only sent for CME Globex instruments. This field will be null for instruments not sent on CME Globex.
→9732FormattedLastPxDecimal64

Price in Clearing decimal format.

For CVOL this field represents one of these values:

  • Volatility Index value(Var) - The main CVOL index value
  • Up Variance(Up Var) - Implied volatility of call options
  • Down Variance(Down Var) - Implied volatility of put options
  • Skew- Difference of Up Var and Down Var
  • At the Money Vol(ATM Vol) - Implied volatility of the theoretical at-the-money (ATM) Premium
  • Convexity - The degree of curvature of the volatility curve as indicated by the ratio of the Volatility Index value and the ATM Vol.
→270MDEntryPxPRICENULL9
Price in CME Globex decimal format. Sent only for the instruments listed on CME Globex
→731SettlPriceTypeSettlPriceType

Bit 0:

  • 10000000 = null
  • 0=Preliminary

Bitmap field of eight Boolean type indicators representing settlement or valuation price type. Example values:

Binary Code value of 731

Description

00000001

Final Daily

00000000Preliminary
5796TradingReferenceDateLocalMktDate
Date of trade session corresponding to a statistic entry. Sent in number of days since Unix epoch.
2455MDStatisticDescString (40)empty

Description of the fixing price.

CVOL Index Indicator Symbols

Foreign Exchange

Foreign Exchange – Single Product

Contract

CVOL

Clearing Product Code

UpVar Symbol

DownVar Symbol

Skew Symbol

ATM Vol Symbol

ConvexityClearing Symbol

EUR/USD (EUU)

EUVL

UPVAR:EUVL

DNVAR:EUVL

SKEW:EUVL

ATMVOL:EUVL

 CONVEX:EUVL

GBP/USD (GBU)

GBVL

UPVAR:GBVL

DNVAR:GBVL

SKEW:GBVL

ATMVOL:GBVL

 CONVEX:GBVL

JPY/USD (JPU)

JPVL

UPVAR:JPVL

DNVAR:JPVL

SKEW:JPVL

ATMVOL:JPVL

 CONVEX:JPVL

AUD/USD (AUU)

ADVL

UPVAR:ADVL

DNVAR:ADVL

SKEW:ADVL

ATMVOL:ADVL

 CONVEX:ADVL

CAD/USD (CAU)

CAVL

UPVAR:CAVL

DNVAR:CAVL

SKEW:CAVL

ATMVOL:CAVL

 CONVEX:CAVL

MXN/USD (MP)

MPVL

UPVAR:MPVL

DNVAR:MPVL

SKEW:MPVL

ATMVOL:MPVL

 CONVEX:MPVL

CHF/USD (CHU)

CHVL

UPVAR:CHVL

DNVAR:CHVL

SKEW:CHVL

ATMVOL:CHVL

 CONVEX:CHVL

 

Foreign Exchange – Broad Based

Name

CVOL

Clearing Product Code

UpVar Symbol

DownVar Symbol

Skew Symbol

ATM Vol Symbol

ConvexityClearing Symbol

FX G5 Volatility Index

(EUVL, GBVL, JPVL, ADVL, CAVL)

FXVL

UPVAR:FXVL

 DNVAR:FXVL

 SKEW:FXVL

ATMVOL:FXVL

 CONVEX:FXVL

Interest Rate

Interest Rate – Single Product

Contract

CVOL

Clearing Product Code

UpVar Symbol

DownVar Symbol

Skew Symbol

ATM Vol Symbol

ConvexityClearing Symbol

Eurodollar 90- day

 GEVL

UPVAR:GEVL

DNVAR:GEVL

SKEW:GEVL

ATMVOL:GEVL

CONVEX:GEVL

Eurodollar 1- year Midcurve 90-day

 G1VL

UPVAR:G1VL

DNVAR:G1VL

SKEW:G1VL

ATMVOL:G1VL

CONVEX:G1VL

Eurodollar 2- year Midcurve 90-day

 G2VL

UPVAR:G2VL

DNVAR:G2VL

SKEW:G2VL

ATMVOL:G2VL

CONVEX:G2VL

US 2-year T- Note (OZT) - Price

 TUVL

UPVAR:TUVL

DNVAR:TUVL

SKEW:TUVL

ATMVOL:TUVL

 

CONVEX:TUVL

US 2-year T- Note (OZT) - Yield

 TUVY

UPVAR:TUVY

DNVAR:TUVY

SKEW:TUVY

ATMVOL:TUVY

 CONVEX:TUVY

US 5-year T- Note (OZF) - Price

 FVVL

UPVAR:FVVL

DNVAR:FVVL

SKEW:FVVL

ATMVOL:FVVL

 CONVEX:FVVL

US 5-year T- Note (OZF) - Yield

 FVVY

UPVAR:FVVY

DNVAR:FVVY

SKEW:FVVY

ATMVOL:FVVY

 CONVEX:FVVY

US 10-year T- Note (OZN) - Price

 TYVL

UPVAR:TYVL

DNVAR:TYVL

SKEW:TYVL

ATMVOL:TYVL

CONVEX:TYVL

US 10-year T- Note (OZN) - Yield

 TYVY

UPVAR:TYVY

DNVAR:TYVY

SKEW:TYVY

ATMVOL:TYVY

CONVEX:TYVY

US 30-year T- Bond (OZB) - Price

 USVL

UPVAR:USVL

DNVAR:USVL

SKEW:USVL

ATMVOL:USVL

CONVEX:USVL

US 30-year T- Bond (OZB) - Yield

 USVY

UPVAR:USVY

DNVAR:USVY

SKEW:USVY

ATMVOL:USVY

CONVEX:USVY

 

Interest Rate – Broad Based

Name

CVOL

Clearing Product Code

UpVar Symbol

DownVar Symbol

Skew Symbol

ATM Vol Symbol

Convexity Symbol

Treasury Curve Volatility Index - Price

(TUVL, FVVL, TYVL, USVL)

 TPVL

UPVAR:TPVL

DNVAR:TPVL

SKEW:TPVL

ATMVOL:TPVL

CONVEX:TPVL

Treasury Curve Volatility Index - Yield

(TUVY, FVVY, TYVY, USVY)

TVL

UPVAR:TVL

DNVAR:TVL

SKEW:TVL

ATMVOL:TVL

CONVEX:TVL

Metals

Metals – Single Product

Contract

CVOL

Clearing Product Code

UpVar Symbol

DownVar Symbol

Skew Symbol

ATM Vol Symbol

ConvexityClearing Symbol

Silver (SO)

SIVL

UPVAR:SIVL

DNVAR:SIVL

SKEW:SIVL

ATMVOL:SIVL

CONVEX:SIVL

Gold (OG)

GCVL

UPVAR:GCVL

DNVAR:GCVL

SKEW:GCVL

ATMVOL:GCVL

CONVEX:GCVL

Copper (HXE)

HGVL

UPVAR:HGVL

DNVAR:HGVL

SKEW:HGVL

ATMVOL:HGVL

CONVEX:HGVL

 

Metals – Broad Based

Name

CVOL

Clearing Product Code

UpVar Symbol

DownVar Symbol

Skew Symbol

ATM Vol Symbol

Convexity Symbol

Metals Volatility Index (SIVL, GCVL, HGVL)

MVL

UPVAR:MVL

DNVAR:MVL

 SKEW:MVL

ATMVOL:MVL

CONVEX:MVL

 

Energy

Energy – Single Product

Contract

CVOL

Clearing Product Code

UpVar Symbol

DownVar Symbol

Skew Symbol

ATM Vol Symbol

ConvexityClearing Symbol

WTI Crude Oil (LO)

CLVL

UPVAR:CLVL

DNVAR:CLVL

SKEW:CLVL

ATMVOL:CLVL

CONVEX:CLVL

Henry Hub Natural Gas (LN)

 NGVL

UPVAR:NGVL

DNVAR:NGVL

SKEW:NGVL

ATMVOL:NGVL

CONVEX:NGVL

RBOB

Gasoline (OB)

 RBVL

UPVAR:RBVL

DNVAR:RBVL

SKEW:RBVL

ATMVOL:RBVL

CONVEX:RBVL

NY Harbor ULSD (OH)

HOVL

UPVAR:HOVL

DNVAR:HOVL

SKEW:HOVL

ATMVOL:HOVL

CONVEX:HOVL

 

Energy – Broad Based

Name

CVOL

Clearing Product Code

UpVar Symbol

DownVar Symbol

Skew Symbol

ATM Vol Symbol

ConvexityClearing Symbol

Energy Volatility Index (CLVL, NGVL, RBVL,

HOVL)

EVL

UPVAR:EVL

DNVAR:EVL

SKEW:EVL

ATMVOL:EVL

CONVEX:EVL

Agriculture

Agriculture – Single Product

Contract

CVOL

Clearing Product Code

UpVar Symbol

DownVar Symbol

Skew Symbol

ATM Vol Symbol

ConvexityClearing Symbol

Wheat (OZW)

WVL

UPVAR:WVL

DNVAR:WVL

SKEW:WVL

ATMVOL:WVL

CONVEX:WVL

Corn (OZC)

CVL

UPVAR:CVL

DNVAR:CVL

SKEW:CVL

ATMVOL:CVL

CONVEX:CVL

Soybean (OZS)

SVL

UPVAR:SVL

DNVAR:SVL

SKEW:SVL

ATMVOL:SVL

CONVEX:SVL

Soybean Oil (OZL)

SOVL

UPVAR:SOVL

DNVAR:SOVL

SKEW:SOVL

ATMVOL:SOVL

CONVEX:SOVL

Soybean Meal (OZM)

SMVL

UPVAR:SMVL

DNVAR:SMVL

SKEW:SMVL

ATMVOL:SMVL

CONVEX:SMVL

Lean Hogs (HE)

 

HEVL

UPVAR:HEVL

DNVAR:HEVL

SKEW:HEVL

ATMVOL:HEVL

CONVEX:HEVL

Live Cattle (LE)

 

LEVL

UPVAR:LEVL

DNVAR:LEVL

SKEW:LEVL

ATMVOL:LEVL

CONVEX:LEVL

Class III Milk (DC)

 

DCVL

UPVAR:DCVL

DNVAR:DCVL

SKEW:DCVL

ATMVOL:DCVL

CONVEX:DCVL

 

Agriculture – Broad Based

Name

CVOL

Clearing Product Code

UpVar Symbol

DownVar Symbol

Skew Symbol

ATM Vol Symbol

Convexity Symbol

Agriculture Volatility Index

(WVL, CVL, SVL,

SOVL, SMVL, HEVL, LEVL, DCVL)

AVL

UPVAR:AVL

DNVAR:AVL

SKEW:AVL

ATMVOL:AVL

CONVEX:AVL

 

Multi Asset

Commodity – Broad Based

Name

CVOL

Clearing Product Code

UpVar Symbol

DownVar Symbol

Skew Symbol

ATM Vol Symbol

Convexity Symbol

Commodity Volatility Index

(CLVL, NGVL, RBVL, HOVL, WVL, CVL, SVL,

SIVL, GCVL, HGVL, LEVL, HEVL, DCVL)

CMVL

UPVAR:CMVL

DNVAR:CMVL

SKEW:CMVL

ATMVOL:CMVL

CONVEX:CMVL


TCP Replay Messages

The messages included below are used for Settlements and Valuations TCP Recovery in the Global TCP Recovery Schema.

Logon from Client System to MDP

The Market Data Logon (tag 35-MsgType=A) message is sent by the client system to MDP to initiate logon.

Required tags:

Tag

FIX Name

Type

Valid Values

Description

553

Username

String


Userid or username.

554

Password

String


Password or passphrase.

1137

DefaultApplVerID

String

9 = FIX50SP2

Specifies the service pack release being applied, by default, to message at the session level.

Logon from MDP to Client System

The Market Data Logon (tag 35-MsgType=A) message is sent from MDP to the client system to confirm logon. This message is SBE-encoded.

Tag

FIX Name

Type

Valid Values

Description

1180

ApplID

String

REPLAY

Used to identify a replayed message.

98

EncryptMethod

Int

0 = None

CME Globex does not use encryption, so this value is always set to 0.

108

HeartBtInt

Int


Heartbeat interval (seconds).

1137

DefaultApplVerID

String

9 = FIX50SP2

Specifies the service pack release being applied, by default, to message at the session level.

Market Data Replay Request

The Market Data - Replay Request (tag 35-MsgType=V) message is sent by the client system to request a range of messages for recovery.

Required tags:

Tag

FIX Name

Type

Valid Values

Description

1180

ApplID

String


The channel ID from the XML Configuration file for which this request is made.

262

MDReqID

String


Unique identifier for Market Data Request.

1182

ApplBeginSeqNo

SeqNum


Message sequence number of first message in range to be re-sent. If the request is for a single message, ApplBeginSeqNo (tag 1182) and ApplEndSeqNo (tag 1183) are the same.

1183

ApplEndSeqNo

SeqNum


Message sequence number of last message in range to be re-sent. If the request is for a single message, BeginSeqNo (tag 7) and EndSeqNo (tag 16) are the same. The maximum number of messages that can be requested is 2000.

Logout

The Market Data Logout (tag 35-MsgType=5) message is sent from MDP to confirm logout. This message is SBE-encoded.

Tag

FIX Name

Type

Valid Values

Description

1180

ApplID

String

REPLAY

Used to identify a replayed message.

58

Text

String


Free Format text string. May include logout confirmation or reason for logout.

Contact Information

For technical development support, contact Certification Support for Electronic Trading (CSET).

For production requests, please contact the Global Command Center (GCC).

For all other inquiries, please contact Global Account Management (GAM).