On Sunday, May 1, 2022 to support to support increased client demand for cryptocurrency futures and options products, cryptocurrency markets, CME Group will launch two new dedicated cryptocurrency market data channels on CME Globex. In conjunction with the cryptocurrency channel migration the market segment ID will update for MDP 3.0, MSGW iLink and MSGW Drop Copy. With the launch, the following cryptocurrency products and associated spreads will be migrated:
- Bitcoin Futures
- Ether Futures
- Micro Bitcoin Futures
- Micro Ether Futures
- BTIC on Bitcoin Futures
- BTIC on Ether Futures
- BTIC on Micro Bitcoin Futures
- BTIC on Micro Ether Futures
- Options on Bitcoin Futures
- Monday Weekly Options on Micro Bitcoin Futures - Weeks 1-5
- Wednesday Weekly Options on Micro Bitcoin Futures - Weeks 1-5
- Friday Weekly Options on Micro Bitcoin Futures - Weeks 1-4
- Wednesday Weekly Options on Micro Ether Futures - Weeks 1-5
- Friday Weekly Options on Micro Ether Futures - Weeks 1-4
- Monthly Options on Micro Ether Futures
Contents
Revision History
| Date | Description |
|---|---|
| 3/28/2022 | Added Monday April 11 Key Date & Event |
| 3/2/2022 | Added weekly and monthly options products. |
Key Events and Dates
| Date | Milestone |
|---|---|
| Monday, March 21, 2022 | New Release Environment Launch and Market Data Configuration file availability. |
| Monday, March 21, 2022 | Production Market Data Configuration availability with host IPs. The file will be named config_crpyto.xml. |
| Monday, March 21, 2022 | Production heartbeats for network connectivity testing. |
Monday, April 11, 2022 | Options on Micro Bitcoin and Micro Ether Futures available in New Release on market data channel 327 on Market Segment ID 74. Note: To facilitate this change, only in New Release, all Good ‘Till Cancel (GTC) and Good ‘Till Date (GTD) orders for these options will be cancelled or deleted after the close on Friday, April 8. |
Friday, April 29 | Impacted UDS option GTC/GTD orders will be canceled end of day. |
| Sunday, May 1, 2022 | Production Environment Launch. The new cryptocurrency network configuration information will be added to the config.xml file. |
MDP 3.0 Channel and Market Segment Impact
The following is an overview of the new market data Cryptocurrency channels and market segment.
Channel ID | Name | Current Market Segment MDP 3.0: Tag 1300-MarketSegmentID | New Market Segment ID MDP 3.0: Tag 1300-MarketSegmentID |
|---|---|---|---|
326 | Cryptocurrency - Futures | 68 | 74 |
327 | Cryptocurrency - Options | 68 | 74 |
MSGW iLink and Drop Copy Market Segment Impact
With this update MSGW iLink and MSGW Drop Copy sessions clients systems should migrate session connections from market segment id 68 to 74.
Impacted Products
Below are the products that will be migrated to the new cryptocurrency channels.
Product Name | MDP 3.0: Tag 6937-Asset | ILINK: MDP 3.0: Tag 1151 - Security Group | Tag 207-SecurityExchange | Tag 167-SecurityType | Current MDP Channel MDP 3.0: Tag ApplID-1180 | New MDP Channel MDP 3.0: Tag ApplID-1180) | Current Market Segment MDP 3.0: Tag 1300-MarketSegmentID | New Market Segment MDP 3.0: Tag 1300-MarketSegmentID |
|---|---|---|---|---|---|---|---|---|
| MBT | BF | XCME | FUT (Future) | 318 | 326 | 68 | 74 | |
| MET | EZ | XCME | FUT | 318 | 326 | 68 | 74 | |
BTC | BF | XCME | FUT | 318 | 326 | 68 | 74 | |
| ETH | EZ | XCME | FUT | 318 | 326 | 68 | 74 | |
| BTB | BX | XCME | FUT | 318 | 326 | 68 | 74 | |
| MRB | RJ | XCME | FUT | 318 | 326 | 68 | 74 | |
MIB | BX | XCME | FUT | 318 | 326 | 68 | 74 | |
| ETB | RJ | XCME | FUT | 318 | 326 | 68 | 74 | |
| BTC | B2, B4 | XCME | OOF (Option) | 319 | 327 | 72 | 74 | |
Monday Weekly Options on Micro Bitcoin Futures - Weeks 1-5 | W1A-W5A | Outs-B1, UDS-B5 | XCME | OOF | 319 | 327 | 72 | 74 |
Wednesday Weekly Options on Micro Bitcoin Futures - Weeks 1-5 | W1C-W5C | Outs-B1, UDS-B5 | XCME | OOF | 319 | 327 | 72 | 74 |
Friday Weekly Options on Micro Bitcoin Futures - Weeks 1-4 | W1E-W5E | Outs-B1, UDS-B5 | XCME | OOF | 319 | 327 | 72 | 74 |
Monthly Options on Micro Bitcoin Futures | WM | Outs-B1, UDS-B5 | XCME | OOF | 319 | 327 | 72 | 74 |
Monday Weekly Options on Micro Ether Futures - Weeks 1-5 | V1A-V5A | Outs-T5, UDS-T6 | XCME | OOF | 319 | 327 | 72 | 74 |
Wednesday Weekly Options on Micro Ether Futures - Weeks 1-5 | V1C-V5C | Outs-T5, UDS-T6 | XCME | OOF | 319 | 327 | 72 | 74 |
Friday Weekly Options on Micro Ether Futures - Weeks 1-4 | V1E-V5E | Outs-T5, UDS-T6 | XCME | OOF | 319 | 327 | 72 | 74 |
Monthly Options on Micro Ether Futures | VM | Outs-T5, UDS-T6 | XCME | OOF | 319 | 327 | 72 | 74 |
Network Connection Details
Below are the new network connection details for the MDP 3.0, iLink and Drop Copy.
Market Data
Below are the upcoming connection IP and port impacts for MDP 3.0.
New Release Environment
Channel Number | Name | Port A | Multicast A | Port B | Multicast B |
|---|---|---|---|---|---|
326 - CME Cryptocurrency Futures | CME Cryptocurrency Futures- Incremental | 14326 | 224.0.28.164 | 15326 | 224.0.28.165 |
CME Cryptocurrency Futures- Snapshot MBP | 14326 | 224.0.28.166 | 15326 | 224.0.28.167 | |
CME Cryptocurrency Futures- Snapshot MBO | 23326 | 224.0.28.166 | 22326 | 224.0.28.167 | |
CME Cryptocurrency Futures- Instrument Replay | 14326 | 224.0.28.168 | 15326 | 224.0.28.169 | |
327 - CME Cryptocurrency Options | CME Cryptocurrency Options- Incremental | 14327 | 224.0.28.164 | 15327 | 224.0.28.165 |
CME Cryptocurrency Options- Snapshot MBP | 14327 | 224.0.28.166 | 15327 | 224.0.28.167 | |
CME Cryptocurrency Options- Snapshot MBO | 23327 | 224.0.28.166 | 22327 | 224.0.28.167 | |
CME Cryptocurrency Options- Instrument Replay | 14327 | 224.0.28.168 | 15327 | 224.0.28.169 |
Certification Environment
Channel Number | Name | Port A | Multicast A | Port B | Multicast B |
|---|---|---|---|---|---|
326 - CME Cryptocurrency Futures | CME Cryptocurrency Futures- Incremental | 14326 | 224.0.25.108 | 15326 | 224.0.25.238 |
CME Cryptocurrency Futures- Snapshot MBP | 14326 | 224.0.25.109 | 15326 | 224.0.25.239 | |
CME Cryptocurrency Futures- Snapshot MBO | 23326 | 224.0.25.109 | 22326 | 224.0.25.239 | |
CME Cryptocurrency Futures- Instrument Replay | 14326 | 224.0.25.110 | 15326 | 224.0.25.240 | |
327 - CME Cryptocurrency Options | CME Cryptocurrency Options- Incremental | 14327 | 224.0.25.108 | 15327 | 224.0.25.238 |
CME Cryptocurrency Options- Snapshot MBP | 14327 | 224.0.25.109 | 15327 | 224.0.25.239 | |
CME Cryptocurrency Options- Snapshot MBO | 23327 | 224.0.25.109 | 22327 | 224.0.25.239 | |
CME Cryptocurrency Options- Instrument Replay | 14327 | 224.0.25.110 | 15327 | 224.0.25.240 |
Production Environment
Channel Number | Channel Name | Port A | Multicast A | Port B | Multicast B |
|---|---|---|---|---|---|
326 - CME Cryptocurrency Futures | CME Cryptocurrency Futures - Incremental | 14326 | 224.0.33.240 | 15326 | 224.0.34.240 |
CME Cryptocurrency Futures - Snapshot MBP | 14326 | 224.0.33.241 | 15326 | 224.0.34.241 | |
CME Cryptocurrency Futures - Snapshot MBO | 23326 | 224.0.33.242 | 22326 | 224.0.34.242 | |
CME Cryptocurrency Futures - Instrument Replay | 14326 | 224.0.33.243 | 15326 | 224.0.34.243 | |
327 - CME Cryptocurrency Options | CME Cryptocurrency Options - Incremental | 14327 | 224.0.33.244 | 15327 | 224.0.34.244 |
CME Cryptocurrency Options - Snapshot MBP | 14327 | 224.0.33.245 | 15327 | 224.0.34.245 | |
CME Cryptocurrency Options - Snapshot MBO | 23327 | 224.0.33.246 | 22327 | 224.0.34.246 | |
CME Cryptocurrency Options - Instrument Replay | 14327 | 224.0.33.247 | 15327 | 224.0.34.247 |
iLink
Below are the upcoming connection TCP/IP connection details for the iLink Market Segment Gateway (MSGW).
New Release Environment
Market Segment | Primary Host IP | Backup Host IP |
|---|---|---|
74 | 69.50.112.197 | 69.50.112.196 |
Certification Environment
Market Segment | Primary Host IP | Backup Host IP |
|---|---|---|
74 | 69.50.112.197 | 69.50.112.196 |
Production Environment
Market Segment | Primary Host IP | Backup Host IP | DR Primary Host IP | DR Backup Host IP |
|---|---|---|---|---|
74 | 205.209.201.29 | 205.209.201.105 | 205.209.201.29 | 205.209.201.105 |
Drop Copy
Below are the upcoming TCP/IP connection details for MSGW Drop Copy. Drop Copy primary and backup hosts for market segment 60 can be obtained via request center.
New Release Environment | Certification Environment | Production Environment |
|---|---|---|
Market Segment | ||
74 | 74 | 74 |
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).