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This topic contains the specifications for the ITC messaging format. CME Group floor market data is disseminated only in ITC. ITC is required for customers that want to receive CME floor market data. All ITC Market Data messages have a message header followed by a message body, product classification and additional field groups.  Each field group contains one or more fields defined below.

Category Z – Contract Specification messages do not follow the standard Product Classification.  See Category Z sample messages. 

 ITC Header

PositionNameLengthValid ValuesDescription

1

SOH control character

(1)

Binary representation of the number 1

Control Character

2 - 3

Exchange ID

(2)

See table of Exchange ID codes in Appendix

Exchange

4 - 5

Vendor ID

(2)

Always blank

Vendor

6

Product Classification Code

(1)

  • A = Administrative
  • F = Futures Contract
  • I = Cash Instrument
  • L = Combination Contract with legs
  • O = Options Contract

Product type

 

7

Category Code

(1)

See table of Category codes in Appendix

Message type

8

Type Code

(1)

  • I = insert
  • D = delete
  • F =  Final
  • A  = Actual
  • Blank  = a regular message transmitted

Message sub-type

 

CME Group sends delete and insert messages any time during an open outcry session or before a new day begins for Category Code’s A, N and t messages and the type code will by either a D for delete or an I for insert.  There will be an appended 7 bite as-of-sequence number at the end of these messages which will indicate which message should be deleted or where the new price should be inserted.

9

Message Day Code

(1)

  • 1 - 9  = Day 1 – 9
  • 0 = Day 10
  • A - U = day 11- 31

Day of month

10 - 16

Message Sequence Number

(7)

 

Sequence number

17 - 23

Message Time Stamp

(7)

 

Time will be represented as ‘HHMMSST’ for the time zone in which the exchange is located

24

Session ID

(1)

  • G= ETH (Electronic Trading Hours)
  • R = RTH (Regular Trading Hours)
  • Blank = ETH & RTH

Session ID

25

STX control character

(1)

Binary representation of the number 2

Control Character

 

 

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