Page tree
Skip to end of metadata
Go to start of metadata

This section contains an overview of the Sunday startup process for the production environment.

Pre-Opening Startup

For a startup prior to the weekly market open, all market data including book updates, statistics, quotes, instrument definitions, trades, and instrument/instrument group status will be disseminated through the Incremental UDP Feed A and Feed B. Book updates include bid/ask/trade. Statistics include high trade, low trade, volume, and settlement. Instrument definitions include the list of all tradable instruments.

Follow the process below to ensure that all necessary market data is received:

  1. Download the configuration files and schema files from the FTP/SFTP site. Refer to MDP 3.0 - FTP and SFTP Site Information.
  2. Listen to the Incremental feed for incremental market data and start normal processing.
The start of a pre-open market state is defined by receipt of the Security Status (tag 35-Msg-Type=f) message where tag 326-SecurityTradingStatus=21 (Pre-Open). Any market participant who initiates the entry of an order for a Trades At Settlement (TAS) or Trade At Market (TAM) product, prior to receipt of the pre-open market status message, will be subject to disciplinary action by a panel of the Business Conduct Committee, notwithstanding that the order may have been rejected by the CME Globex system.
Market Data Security Definition (tag 35-MsgType=d) messages disseminated during the Sunday startup period will include the value for tag 980-SecurityUpdateAction=A (Add). The “Add” value will be present on all Security Definition messages whether or not they were present during the previous week’s trading session.
Late Joiner Startup

For a late joiner startup, follow the process below to ensure that all necessary market data is received:

  1. Download the configuration files and schema files from the FTP/SFTP site. Refer to MDP 3.0 - FTP and SFTP Site Information.
  2. Follow the standard market recovery process.
Heartbeats

At Sunday startup, CME Globex sends Heartbeat (tag 35-MsgType=0) messages at a predefined interval on the Market Recovery and Instrument Definition feeds until the beginning of recovery data transmission. Once the channels start looping, CME Globex no longer sends Heartbeat messages.