Page History

12/01/2018

1.0

Initial Version

3/11/2019

1.1

Updated Technical Requirements
Release Timeline
Deployable Contents
Testing the F&O Deployable Software

4/30/2019

1.2

Updated Technical Requirements
Release Timeline
Testing the F&O Deployable Software
Appendix
Software Release Details

5/31/2019

1.3

Updated Release Timeline
Testing the F&O Deployable Software
Software Release Details
Appendix
Release Examples

6/28/2019

1.4

Updated Release Timeline
Testing the F&O Deployable Software
Release Details

9/11/2019

1.5

Updated September Release Timeline
Software Release Details
Updated Appendix to include list of error codes

10/1/2019

1.6

Updated October Release timeline
Software Release Details
Updated list of error codes

11/12/2019

1.7

Overview
Updated November Release Timeline
Loading the Risk Parameter Files
Accessing the API: Best Practices
Software Release Details: November

11/21/2019

1.8

Technical Integration Requirements
Updated November Release Timeline
Loading the Risk Parameter Files
Software Release Details: November

12/09/2019

1.9

Updated December Release Timeline
Downloading the Software
Testing the Deployable Software
Software Release Details: December

1/31/2019

2.0

Overview
Technical Integration Requirements
Updated Q1 2020 Release Timelines
Loading Risk Parameter Files

6/5/2020

2.1

Technical Integration Requirements: Redis Risk Parameter Files loading in Deployable

8/7/2020

2.2

Licensing
Technical Integration Requirements
Software Release Details: August 2020
Downloading the Software: Deployable version
Loading the Risk Parameter Files
Appendix: Inputs and Outputs

9/14/2020

2.3

Software Release Details: September 2020 Loading Risk Parameter Files

9/25/2020

2.4

Software Release Details: September 2020 Technical Integration Requirements

11/23/2020

2.5

Technical Integration Requirements
Testing the F&O Deployable Software
Deployable Modes
Risk Parameter Files

12/18/2020

2.6

Overview
Licensing
Technical Prerequisites
Downloading the Software
F&O Deployable SDK Contents
Local Redis cache load
Margin Request and Input Portfolio
Margin Call and Margin Request
Analyzing the Margin Response Message Appendix:
Inputs
Errors List
Errors Text
Log Parameter File
Reducing the Size of the Log file

3/8/2021

2.7

Technical Integration Requirements
Linux – remove gcc pre-requisite
Updated March Release Timeline
Risk Parameter Files Omnibus Combinations Appendix:
Inputs – Added location to find examples
Outputs – Added location to find examples

5/24/2021

2.8

F&O Deployable SDK Contents

• Updated Market Data to RPFs
  
  Testing the F&O Deployable Software
• Updated Market Data to RPFs
  
  Risk Parameter Files
  Redis RPF Load
  Local Redis Cache Load
  Clearing the Redis Cache Load Errors List
• Updated Market Data to RPFs
  
  Release Examples
• Updated Market Data to RPFs

6/28/2021

2.9

Updated loading risk parameter files with latest dates for full and active only fixed points in time

8/23/2021

3.0

Testing the F&O Deployable Software

• Updated to remove references to deprecated SPAN vs. SPAN 2 mode features.
• Added details regarding deployable software's use of SPAN and SPAN 2 risk parameter files to interpret margin framework.
• Added details on loading historic risk array files to Risk Parameter Files Section.
  
  Appendix
• Outputs - Added Lower-Level Warnings and INFO Messages section.
• Release Examples - Added spanFilesDirectoryOverride

10/4/2021

3.1

Testing the F&O Deployable Software à Risk Parameter Files

• Updated to reflect new risk parameter file (rpf) SFTP location and filenames.
• Removes section describing static files for testing – daily files are now available for testing.
• Added "Initializing RPF Data in Deployable Software" section.
• Added "Limited Backwards Compatibility" section.
  
  Appendix - Inputs - Errors List
• Added new backwards compatibility error.
  
  Appendix - Release Examples
• Added list of start-up arguments.

11/22/2021

3.2

Updated Technical Integration Requirements
Updated Download and Install

• Updated Downloading the Software
  
  Updated Testing the F&O Deployable Software
• Updated Risk Parameter Files
• Added Best Practices for Using CME Risk Parameter Files
• Simplify the historical and cross-margining use cases by adding Using the SPAN Over-ride Feature and removing sections referring to OCC and MGE SPAN files
  
  Updated Appendix
• Added detail around user of Underlying Period Code in Inputs
• Added Performance Metrics

Updated Technical Integration Requirements

1/24/2022

3.4

Download and Install

-          Downloading the Software: Removed reference to current software build number, please see release notes document.