Page History

Update tag 48 description to "A unique instrument ID value across markets will not be reused until the next trade date following an instrument expiration or deletion."

• MDP 3.0 - Market Data Incremental Refresh - Collateral Market Value
• MDP 3.0 - Market Data Incremental Refresh - Session Statistics
• MDP 3.0 - Market Data Incremental Refresh - Daily Statistics
• MDP 3.0 - Market Data Incremental Refresh - Limits and Banding
• MDP 3.0 - Trade Summary
• MDP 3.0 - Market Data Incremental Refresh - Volume
• MDP 3.0 - Request for Quote

Added new page: MDP 3.0 - Recovery Services for Conflated TCP.

CME Globex Self-Match Prevention - Updated note concerning rejection of SMP IDs.

Added new page: Repo Fund Rates.

Removed Cryptocurrency Market Data Channel Launch and Market Segment Update page.

Added FEX=FEX Global to exchangeClearing in "Product Parameters" and "Instrument Parameters"

Added 2 new pages: 

• EBS Spot FX
• EBS NDF

EBS Historical Data - Updated to accommodate 2 new pages above.

SBE - Block Trades Messaging Format - added 102 = Derived Price to tag 423-PriceType

Added 102 - Derived price block to tag 423-Price Type (PxTyp) enumerations.

• CME STP FIX - TradeCaptureReport
• CME STP - TradeCaptureReport - STP

MDP 3.0 - Market Data Security Definition - Fixed Income - Updated tag 562-MinTradeVol description.

Added new page: MDP 3.0 - Market Data Incremental Refresh - Market by Order Full Depth (MBOFD) Book Management

EBS Credit Overview on CME Globex - "EBS Market Credit Application Rules" - Updated description for Prime Customer Order Entry bullet.

Added VWAP column.

• MDP 3.0 - Market Data Snapshot Tag Usage - 
• MDP 3.0 - Market Data Incremental Refresh Tag Usage

Updated descriptions for the following attributes:

• initialInventoryDueDate
• lastInventoryDueDate
• firstPositionDate
• firstNoticeDate
• lastNoticeDate
• firstDeliveryDate
• lastDeliveryDate

MDP 3.0 - Market Data Incremental Refresh - Session Statistics - Added the following values to tag 269.

• N=Highest Bid
• O=Lowest Offer

24-7 CME CF Cryptocurrency Indices - added more listed products.

Added new page: iLink 3 CPT Reconciliation

• iLink 3 Party Details Definition Request Acknowledgment
• iLink 3 Party Details Definition Request

Added "Not applicable for fixed income and EBS markets." to tag 1731 description.

• iLink 3 Party Details List Report - Added "Not applicable for fixed income and EBS markets." to tag 1731 and 819 descriptions.

• Exchange-Recognized Eurodollar-SOFR Options UDS
• Streaming CVOL Index Launch and SBE Template Migration
• CME Benchmark Administration Premium SBE Schema Update

Client impact assessment pages added.

"Record Relationships" - Added note about products settling to the same underlying product.

iLink 3 Order Cancel Replace - Tag Value Modification - page added.

Added the following to Instrument Attributes:

• swapEffDate
• maturityDate
• notionalPerContract
• ctdCusip

CME STP FIX - TradeCaptureReport

CME STP - TradeCaptureReport - STP

Added UnitOfMeasure Values 'wt' (wet metric ton) and FEU (forty-foot equivalent unit) to TCR and TCR components:

"Instrument Attributes" - Added repeating group for CME Clearing transformed instruments:

• clrSymbol 
• trdgUnitPeriodMult
• transformationDate    
• peakType
• transformedInstruments 
• legID
• daysHours

Spreads and Combinations Available on CME Globex

Updated Fixed Price Ratio Inter-Commodity example.

• CME STP
• CME GC Allocation API

New top-level topic created for these topics.

• iLink 3 Binary Order Entry - BrokerTec Markets - Added note to tag 5409-ShortSaleType description.
• BrokerTec Reject Codes - Added error codes:
  • Sent in response to New Order - Single (tag 35-MsgType=D)
    in tag 103-OrdRejReason of the Execution Report - Reject (tag 35-MsgType=8, tag 39-OrdStatus=8)
    • 5010
    • 5512
  • Sent in response to Order Cancel-Replace Request (tag 35-MsgType=G) message
    in tag 102-CxlRejReason of the Order Cancel Replace Reject (tag 35-MsgType=9, tag 434-CxlRejResponseTo=2)
    • 5512

iLink 3 Application Layer - Added note to tag 5409-ShortSaleType description for all application layer messages.

iLink 3 Execution Report - Trade Outright - Updated tag 1797-OrderEventExecID description.

Updated MDP 3.0 Functional Specification and Message Specification to incorporate BrokerTec information including:

CME MDP 3.0 Market Data

MDP 3.0 - Conflation Processing

MDP 3.0 - Book Management

MDP 3.0 - MBP and MBOLD Market Recovery

MDP 3.0 - Conflated TCP Market Data Group Processing

All new, template-based:

MDP 3.0 - Message Specification

Fractional Price Processing for BrokerTec Products

BrokerTec on CME Globex Market Functionality

BrokerTec Products on CME Globex

Added these topics.

Updated tag 110-MinQty description:

Minimum quantity of an order for immediate execution.

The value of MinQty must be between 1 and the value in tag 38-OrderQty.

If set to 0 or default null value then it means that minimum quantity is n.

Updated Basis Trade at Cash Open with Friday trading information

Decomissioned Taco Friday Schedule impact assessment 

SBE - Block Trades Messaging Format

• Updated tag 541-MaturityDate description. Format: YYYYMMDD (i.e. 20071215) Days from epoch.

updated tag 151-LeavesQty description globally.

Quantity open for further execution

LeavesQty = OrderQty (tag 38) - CumQty (tag 14)

Only present for outrights and spreads, not spread legs

• Changed all instances of qdmEligibleInd to rbtEligibleInd. 
• Changed all instances of qdm or QDM to rbt and RBT.
  • "Product and Instrument Attribute Details" - Updated description of rbtEligibleInd.

"Attributes Without Tick Information"

• globexLastTradeDate - updated Type column
• globexFirstTradeDate - updated Description and Type columns

updated descriptions for:

• FS Strip
• IP Intercommodity
• BC Intercommodity
• FX Calendar Spread
• SI Commodities Intercommodity
• RI Reduced Tick Intercommodity

Cancel on Disconnect

added note regarding COD during Pre-Open No Cancel State

Drop Copy Service for iLink - BrokerTec Markets - updated specification layout

Added sample message

Pending Client System Impacts

Migrating to the New EBS Workstation - added new page

iLink 2 Order Entry

updated tag 110 description globally

iLink 3 Binary Order Entry

updated tag 110 description for:

• iLink 3 Execution Report Pending Replace Message 
• iLink 3 Execution Report - Reject
• iLink 3 Execution Report - Elimination 
• iLink 3 Order Cancel Replace Request
• iLink 3 Execution Report Pending Cancel 
• iLink 3 Execution Report - Status 
• iLink 3 New Order - Single 
• iLink 3 Execution Report - Modify 
• iLink 3 Execution Report - New Order 
• iLink 3 Execution Report - Cancel 

iLink - Order Qualifiers

updated diagrams

EBS Market Integration onto CME Globex

new topic structure

Updated FTP site information for:

MDP 3.0 - FTP and SFTP Site Information

SBE Streamlined - FTP and SFTP Site Information

Added Use Case pages:

CME STP FIX - Trade Capture Report Aggregation for Workup BrokerTec Products

CME STP - Settlement Date Use Case for US Treasury Benchmarks and Curve Ratio Spreads

Added note to tag 5409-ShortSale description
Note: if missing or null, CME will default to 0=Long Sell

Process Summary - EBS New Release Testing Setup - added end to end testing instructions for EBS Central Post Trade APIs.

FIX Tags on Drop Copy Message Payloads - BrokerTec Markets

MDP 3.0 - System Startup

Updated Late Joiner Startup section.

iLink 3 Execution Report - Trade Outright

updated tag 1802-OrderEventText description with:

Will be populated  with the Settlement Counterparty Public ID for EBS Market.

Client INTERNET Link - updated for BrokerTec support.

iLink Order Entry

iLink specification now incorporates:

• iLink 2 Order Entry (legacy format)
• iLink 3 Binary Order Entry

Mass Quotes - Unsolicited Quote Cancel Acknowledgment Messages

updated

Quote Cancel – iLink Gateway Disconnect and Failure Scenarios section

Futures and Options Reject Codes

Sent in Response to Mass Quote (tag 35-MsgType=i) message
in tag 300-QuoteRejectReason of the Quote Acknowledgment (tag 35-MsgType=b)

added:

7104

7121

7122

GLink Network Infrastructure Upgrade at Aurora Co-Location Facility - Added this new page.

iLink 2 Message Specification

iLink 2 Execution Report - Order Status Request Acknowledgment

updated tag 39 values

0=New

1=Partially filled

2=Filled

4=Cancelled

5=Replaced

C=Eliminated

8=Rejected

U=Undefined

6=Pending cancel

E=Pending replace

Published the following EBS client impact assessments and new pages:

• EBS Market Integration onto CME Globex
• EBS Market on CME Globex Launch Schedule
• EBS Market on CME Globex Market Functionality
• EBS Reference Data API Migration
• iLink 3 Binary Order Entry - EBS Market on CME Globex
• CME Drop Copy Service for EBS Market on CME Globex
• CME Globex EBS Market - Market Data

iLink 2 Standard Header - CME Globex to Client System

Migrated MSGW Enhancements to:

CME Globex Market Segment Gateway Safeguards

Added tag 9553-SplitMsg and tag 5904-DelayDuration to iLink 2.X messages:

• Execution Report Order Creation, Cancel, or Modify (tag 35-MsgType=8, tag 39-OrdStatus=0, 4 or 5)
• Execution Report Reject (tag 35-MsgType=8, tag 39-OrdStatus=8)
• Order Cancel Reject (tag 35-MsgType=9)
• Quote Acknowledgment (tag 35-MsgType=b)
• Quote Cancel Acknowledgment (tag 35-MsgType=b, tag 297-QuoteAckStatus=1, 3, 4 or 5)
• Order Mass Action Report (tag 35-MsgType=BZ) 

Added tag 9553-SplitMsg to iLink 2.X messages:

• Logon (tag 35-MsgType=A)
• Logout (tag 35-MsgType=5)
• Heartbeat (tag 35-MsgType=0)
• Business Level Reject (tag 35-MsgType=j)
• Session Level Reject (tag 35-MsgType=3)
• Security Definition (tag 35-MsgType=d)

MDP 3.0 - Security Definition

updated tag 1147 pricing example for Eurodollar futures as 1147=2500000000000,-9

Spreads and Combinations Available on CME Globex

"PB Pack Butterfly" - Added bullet list after "Pack Butterfly trades at 2.0"

Spreads and Combinations Available on CME Globex

• Minor corrections

• "PK Pack"

  • Pack trades at -5.50
    • All legs are adjusted by down 5 points
    • The decimal portion is .2550, so (1 year * 2 = 2) legs will not receive an additional adjustment, and 2 (4 total legs – 2 leg that are not changing) will need an additional adjustment
    • Results
    • Leg1 = 9873 - 5 = 9868
    • Leg2 = 9858.5 - 5 = 9853.5
    • Leg3 = 9834.5 - 5 = 9829.5-6 = 9828.5
    • Leg4 = 9821- 6 = 9815

  • "PB Pack Butterfly"

    Added "Pack Butterfly Individual Leg Price Assignment"

CME Public IP Prefix Summary

Prefix 205.209.202.0/24

• Removed BTEC PROD - Order Entry Service Gateway Source Range

Prefix 205.209.209.0/24

• Added BTEC PROD - Order Entry Service Gateway Source Range

Spreads and Combinations Available on CME Globex

• Updated "BS Bundle Spread" section.
• Updated second pricing example for "PB Pack Butterly."

iLink 2 Security Definition - Updated tag 200-MaturityMonthYear description.

Updated CME STP API Connectivity

CME BrokerTec Support Tools

CME BrokerTec Front End Applications DR Process - topics added.

CME BrokerTec EU or US Disaster Recovery Scenarios - topic added.

CME BrokerTec Disaster Recovery for CME Globex Market Data - topic added.

Drop Copy Impacts - CME FX Link Enhancements

Initial publication

CME FX Link Enhancements

initial publication

Added

CME BrokerTec Order Entry Path DR Process

CME STP FIX - Use Cases

Removed:

• Loss of Connection - FIX Client
• Loss of Connection - CME STP

Added:

• Service Availability – Internal Errors

  • Internal Errors – Client Logon
  • Internal Errors – Before First Trade Capture Report Request (AD)
  • Internal Errors – After First Trade Capture Report Request (AD)

Spreads and Combinations Available on CME Globex

Replaced "IV Intercommodity Spread" with "IV Implied Intercommodity Spread."

CME Reference Data API

"Attributes Without Tick Information"

• Added not above table
• Added the following attributes
  • priceRatio
  • minGlobexOrdQty
  • maxGlobexOrdQty
  • minIncrementalOrder
  • minIntraGlobexOrdQty
  • maxIntraGlobexOrdQty
  • minIntraIncrementalOrder

• Incorporated ITC Decommision client impact assessment into Real Time Statistics - Market Behavior Events
• Rolled in CME Data Insights - Settlements and Valuations client impact assessment under CME Data Insights.

Messaging Controls:

"Mass Quote Messaging Thresholds"

• Replaced "Exceeding the reject threshold will trigger the automatic cancellation of all resting quotes." with "On a best-efforts basis, CME Group will cancel all resting quotes when an iLink sessions exceeds the Mass Quote reject threshold."

iLink 2 Security Definition Request

• tag 623-LegRatioQty description
  • Changed Req from N to Y*.
  • Removed from description: Required for any UDS combo. Optional for COVERED Future leg.

CME STP FIX - Use Cases for BrokerTec Trades

Updated

Service Availability – Internal Errors

CME MAC File Layout - topic added.

CME STP FIX - TradeCaptureReport - Parties for BrokerTec Trades

added the following enumeration to tag 803:

• 16 - BIC (Bank Identification Code - SWIFT managed)

CME STP - FIXML CollateralReport for BrokerTec Trades

removed 20016 MaximumCollateralCount

CME STP FIX - TradeCaptureReport - TrdCapRptSideGrp for BrokerTec Trades

• Added enumeration to tag 803 - PartySubIDType
• 16 - BIC (Bank Identification Code - SWIFT managed)

CME STP FIX - TradeCaptureReport - TrdCapRptSideGrp for BrokerTec Trades

• Added tag 9373-Liquidity Flag

CME STP - TradeCaptureReport - TrdCapRptSideGrp - STP

• Added tag 9373-Liquidity Flag

Futures and Options Reject Codes

added 7614 - Self Match Prevention ID is not associated with the given Firm ID

under

Sent in response to New Order - Single (tag 35-MsgType=D)
in tag 103-OrdRejReason of the Execution Report - Reject (tag 35-MsgType=8, tag 39-OrdStatus=8)

and

Sent in response to Order Cancel Request (tag 35-MsgType=F) message
in tag 102-CxlRejReason of the Order Cancel Reject (tag 35-MsgType=9)

Updated the Loss of Connection CME STP FIX Session Management Use Cases to better reflect the user experience.

• Internal Errors Prior to Client Logon
• Internal Errors During Response to Trade Capture Report Request (AQ)

CME STP FIXML Support for BrokerTec Trades - Introduced updated Revision History.

CME STP FIX Support for BrokerTec Trades - Introduced updated Revision History.

Updated with BrokerTec information for:

CME GLink

CME EConnect

CME Globex Hub

CME LNET

CME Globex Hub - Aurora

Added 2 new pages regarding OAuth.

• Client API Service Adoption using OAuth 2.0 Protocol
• OAuth 2.0

tag 5979-RequestTime

Req=Y | Information carried on a response to convey the time (UTC) when the request was received by the MSGW application.UTC timestamps are sent in number of nanoseconds since UNIX epoch with microsecond precision.

update for all outbound application messages from CME Globex to client, except:

• Security Definition (tag 35-MsgType=d)
• Unsolicited Quote Cancel Acknowledgement (tag 35-MsgType=b, Tag 9775-UnsolicitedCancelType=A, B, C, D, E, ForH)

iLink 3 Binary Order Entry

Updated iLink 3Automated Port Closuresection.

UpdatedMessaging Controlssection.

iLink - CME Globex Identifiers

Tag 41-OrigClOrdID should not be present on a New Order (the tag is not required on original submission of a new order chain), an Order Cancel Request,  or a New Order Cross.

35=8, Ack / From CME Globex to client system / tag 41-OrigClOrdID / not present 0

iLink 2 Message Specification

For tag 50-SenderSubID

In FirmSoft and Global Command Center queries for order status and cancellations, this value must be exact, including preceding and following spaces (“ “).

CME STP FIX - Trade Capture Report Request updated:

Updated description of tag 580 - NoTradeDates: Only one date may be specified.

Removed enumeration 2 (Unsubscribe) from tag 263.

Rolled Changes to User Defined Spread CLIMP into main body as follows:

User Defined Spread - UDS - added UDS Creation and Market States

Added tag 5979-RequestTime to iLink 2 Security Definition

Updated iLink Architecture regarding tag 5979 for Security Definition as included in the message and reflecting time of processing by the MSGW

Added:

CME STP FIXML for BrokerTec Library

CME STP FIX for BrokerTec Library

CME Smart Stream on GCP client impact assessment incorporated.

Added

iLink 3 Binary Order Entry

Added

BrokerTec U.S. Treasury Market Data

Added

CME STP FIXML Support for BrokerTec Trades

CME STP FIX Support for BrokerTec Trades

MDP 3.0 - Implied Book - Added the following after the sentence "Implied book updates are denoted by tag 269-MDEntyrType=E (implied bid) and F (implied offer)."

"Implied eligible instruments are designated on theSecurity Definition Message(tag 35-MsgType=d) via tag 1022-MDFeedType=GBI."

Rolled Consolidated iLink Fill Messages client impact topic into current state specification at:

iLink Execution Report - Fill Messaging Behavior

Added the Fill Reason repeating tag group to:

iLink 2 Execution Report - Fill Notice

iLink 2 Execution Report - Trade Cancel

iLink 2 Execution Report - Trade Correction

Updated Mass Quote Protections Execution (Y) parameter

Updated iLink - CME Globex Identifiers Tag 17-ExecID description

Published:

CME Globex Market Segment Gateway Safeguards

iLink 2 Message Specification

added iLink tag 5149-Memo to the following messages:

• New Order (tag 35-MsgType=D)
• Order Cancel/Replace Request (tag 35-MsgType=G)
• Order Cancel Request (tag 35-MsgType=F)
• Order Mass Action Request (tag 35-MsgType=CA)
• Quote Request (tag 35-MsgType=R)
• Security Definition Request (tag 35-MsgType=c)
• New Order Cross (tag 35-MsgType=s)
  • For Request for Cross (“RFC”) order, customers can submit tag 5149 on each buy and sell repeating group. Each acknowledgment and execution report for the buy and the sell orders will contain the corresponding tag 5149 value from the correct buy and sell repeating group.
• Mass Quote (tag 35-MsgType=i)
• Quote Cancel (tag 35-MsgType=Z)

Tag 5149 is returned on the following iLink messages only when it is sent on the originating message:

• Execution Report: Order Creation or Modify (tag 35-MsgType=8, OrdStatus=0 or 5)
• Execution Report: Order Cancel (tag 35-MsgType=8, OrdStatus=4)
• Execution Report: Fill Notice (tag 35-MsgType=8, tag 39-OrdStatus=1 or 2)
• Execution Report: Order Elimination (tag 35-MsgType=8, tag 39-OrdStatus=4 or C)
• Execution Report: Reject (tag 35-MsgType=8, tag 39-OrdStatus=8)
• Execution Report: Trade Cancel (tag 35-MsgType=8, tag 39-OrdStatus=H)
• Order Cancel and Order Cancel/Replace Reject (tag 35-MsgType=9)
• Order Mass Action Report (tag 35-MsgType=BZ)
• Quote Acknowledgment (tag 35-MsgType=b)
• Quote Cancel Acknowledgment (tag 35-MsgType=b, tag 297-QuoteAckStatus=1, 3, 4 or 5)
• Security Definition (tag 35-MsgType=d)
• Business Level Reject (tag 35-MsgType=j)

added tag 1731-AvgPxGroupID, tag 1598-ClearingTrade PriceType, and tag 819-AvgPXIndicator to the following messages:

• New Order (tag 35-MsgType=D)
• Order Cancel/Replace Request (tag 35-MsgType=G)
• New Order Cross (tag 35-MsgType=s)
  • For Request for Cross (“RFC”) order, customers can submit tag 819, tag 1731, and tag 1598 on each buy and sell repeating group. Each acknowledgment and execution report for the buy and the sell orders will contain the corresponding tag values from the correct buy and sell repeating group.
• Mass Quote (tag 35-MsgType=i)

These new tags will be returned on the following iLink messages only when it is sent on the originating message:

• Execution Report: Order Creation or Modify (tag 35-MsgType=8, OrdStatus=0 or 5)
• Execution Report: Order Cancel (tag 35-MsgType=8, OrdStatus=4)
• Execution Report: Fill Notice (tag 35-MsgType=8, tag 39-OrdStatus=1 or 2)
• Execution Report: Order Elimination (tag 35-MsgType=8, tag 39-OrdStatus=4 or C)
• Execution Report: Reject (tag 35-MsgType=8, tag 39-OrdStatus=8)
• Execution Report: Trade Cancel (tag 35-MsgType=8, tag 39-OrdStatus=H)
• Quote Acknowledgment (tag 35-MsgType=b)

updated iLink 2 Standard Header - Client System to CME Globex tag 50 description.

MDP 3.0 - Market by Order - Market Recovery

"MBO Market Recovery Message Processing"

Before:

For Message Level Sequencing, MBO does not support instrument level sequencing (tag 83-RptSeq) for recovery; for this purpose, tag 60-TransactTime should be used.

After:

Alternatively, for Message Level Sequencing, client systems can leverage tag 779-LastUpdateTime.

iLink Architecture

If a customer sends a packet with an incomplete message and the first message of the next packet on that session is not the continuation of the message, then the MSGW will discard the incomplete message.

• Disconnect the session.
• Discard the incomplete message.

Added Risk Management and Monitoring section which contains:

CME Account Management Service API

Account Management Service

Entity Risk Management

Risk Monitor

Mass Quote Protection Service

Account Manager - Legacy

MDP 3.0 - Market by Order - Market Recovery - updated template id 38 to 52 and template id 44 to 53 throughout page.

Updated:

Session Layer - Resend Request

iLink Architecture

Fault Tolerance

to reflect CGW and MSGW behavior harmonization

• Client Order Identifier – Tag 11-ClOrdID
• Original Client Order ID – Tag 41-OrigClOrdID

CME Market Data

CME Globex

Incorporated Price Precision Extension client impact assessment into:

• CME Market Data
  • MDP 3.0 - Market Data Incremental Refresh
  • MDP 3.0 - Incremental Refresh SBE Template Book Processing for MBOFD
  • ITC
• CME Globex
  
  • Fractional Pricing - Tick and Decimal Conversions
  • Fractional Pricing - Examples for Order Entry
  • Fractional Pricing - Display Examples
  • iLink 2 Execution Report - Order Status Request Acknowledgment
  • iLink 2 Execution Report - Order Creation Cancel or Modify
  • iLink 2 Mass Quote
  • iLink 2 New Order Cross
  • iLink 2 Order Cancel-Replace Request
  • iLink 2 New Order

Segregated Product Specific Information topics into:

Exceptional Pricing Conventions

Exceptional Spreads

Exceptional Trading Conventions

Incorporated the CME Globes Secure API Logon information into iLink Session Layer - Logon.

• Updated Drop Copy Session Layer - Logon to indicate Drop Copy must also follow secure logon protocol.
• Removed tags 95-RawDataLength, 96-RawData, and 98-EncryptMethod from iLink and Drop Copy logon messaging.

for iLink iLink 2 Execution Report - Order Status Request Acknowledgment, 'Req' to 'N' for:

• Tag1
• Tag 11
• Tag 40
• Tag 110

 For tag 9717,  updated 'Req' to 'Y'

CME Globex

Trading Services

Incorporated CME FX Link client impact assessment into:

• Spreads and Combinations Available on CME Globex
• CME FX Link Spread

Incorporated FX Link content into main body:

CME STP - CME FX Link Messaging

CME STP FIX - CME FX Link Messaging

CME ClearPort API

SBE - OTC Daily Market Data Messaging Format

CME Market Data

Trading Services

Incorporated Inter-Exchange Reduced Tick Ratio Spread - Fed Fund vs Eurodollar client impact assessment into the following topics:

• MDP 3.0 - Security Definition
• MDP 3.0 - Tag 762-SecuritySubType Table of Values
• Futures Spreads

CME Globex

Updated tag 142 description in the following topics:

• Standard Header
• Point of Order Origination

Updated all instances of "Instrument Group Code" to "Product Code".

iLink Architecture

Fault Tolerance

CME Globex

CME Market Data

CME STP

CME ClearPort

Added following tag libraries to respective message specification:

iLink 2 FIX Tag Library

MDP 3.0 - FIX Tag Library

CME ClearPort FIXML Library

CME STP FIXML Library

Incorporated CME STP Bilateral Trades client impact assessment into main body: CME STP - Bilateral Trades

Incorporated CME STP FIX Bilateral Trades client impact assessment into main body: CME STP FIX - Bilateral Trades

Incorporated "Mass Quote Protections for Triangulation" client impact assessment into the following topics:

• Triangulation
• Mass Quote Protections

Deprecated:

• CME ConfirmHub User Guide
• CME ConfirmHub Membership Administrator Guide

Added data response samples for CME ClearPort Reference data 

MiFIR Transaction Reporting- added topic.

CME Globex

CME STP

CME ClearPort

Incorporated Cancel by Quote Set ID client impact assessment into new topic Mass Quotes - Cancel by Quote Set and updated iLink 2 Quote Cancel and iLink 2 Quote Cancel Acknowledgment message specifications.

Incorporated Streamlined Bitcoin Market Data client impact assessment into the following topics:

• SBE - Streamlined Market Data for CME CF Cryptocurrency Indices
• SBE - CME CF Cryptocurrency Indices Messaging Format

iLink 2 Application Message Formats - tag 167-SecurityType updated as 'N' as not required; added Valid Value 'IRS'

Trading Services

CME Globex

CME Market Data

Incorporated Blocks Streamlined Conversion to SBE client impact assessment into new topics:

• SBE - Streamlined Market Data for Block Trades
• SBE - Block Trades Messaging Format

Updated topics:

Submitting Entity and Product Information

CME ClearPort API - FIXML Message Specification

FIXML Message Flows - Trade Submission for Single Side Match

Sample Flow for an HTTPS Single Side Trade Cancelled

iLink Order Entry - iLink 2 Standard Header - Client System to CME Globex and Point of Order Origination

Updated tag 142-SenderLocationID description

ISO identifier of message originator's location (i.e. geographic location and/or desk). 

The first two bytes as per ISO 3166-1, identify only the country (e.g., JP = Japan, CN = China).

The next three bytes indicate a comma-delimited state or province code (e.g., CA = California, QC = Quebec).

For valid values, refer to ftp.cmegroup.com/fix/coo. 

Market Regulation requires only the submission of the two first characters of tag 142–SenderLocationID for all countries with the exception of Canada. For Canada, the 5 bytes including the province code must be submitted.

Incorporated Client Impact Assessment into main specification body including:

Volatility-Quoted Options in Product Specific Information

iLink 2 Execution Report - Fill Notice

MDP 3.0 - Security Definition

Added Bunched Order Allocation information and specifications.

Updated topics:

• CME ClearPort API Bunched Order Allocation Instructions Additional Features
• CME ClearPort API - FIXML Message Specification

New topics:

• CME ClearPort API Bunched Order Allocation Instruction High Level Flows

• CME ClearPort API - Conceptual Flows
  • Conceptual Message Flows - Bunched Order Allocation Instruction Submissions - Sucessfully Processed
  • Conceptual Message Flows - Bunched Order Allocation Instruction Submissions - Rejected
  • Conceptual Message Flows - Bunched Order Allocation Instruction Submissions - Cancel - Withdraw

• CME ClearPort API - FIXML Message Flows
  
  • FIXML Message Flows - Bunched Order Allocation Instructions

• Post-Clear Allocation Instructions for Cleared Bunched Trades

• CME ClearPort API - Bunched Order Allocation Block Submission Samples
  • CME ClearPort API - Bunched Order Allocation Block Submission - Allocation Instruction
  • CME ClearPort API - Bunched Order Allocation Block Submission - One Allocation Rejected Negative Ack
  • CME ClearPort API - Bunched Order Allocation Block Submission - Block Not Found Negative Ack
  • CME ClearPort API - Bunched Order Allocation Block Submission - Cleared Alloc Rpt To Platform
  • CME ClearPort API - Bunched Order Allocation Block Submission - Clearing Firm Reject Message
  • CME ClearPort API - Bunched Order Allocation Block Submission - Pending Clear Alloc Rpt to Platform

• CME ClearPort API - FIXML Message Specification
  • • CME ClearPort API - Allocation Instruction Message - Inbound
    • CME ClearPort API - Allocation Report Message - Outbound
    • CME ClearPort API - Allocation Instruction Ack Message - Outbound

• CME ClearPort API Bunched Order Allocation Instructions Additional Features
  
  • Bunched Order Allocations Message State Changes By Scenario
  • Mapping Identifiers on Allocation Instructions from the Original Bunched Order
  • USI Supported Events and Types for RegTrdId Block

CME Globex

iLink 2 Order Cancel-Replace Request - Added new "Tag Value Modification" section.

CME Market Data

Trading Services

Updated topics:

• Settlement Prices
• MDP 3.0 - Settlement Price 

Updated tag 731 description

• MDP 3.0 - Market Data Incremental Refresh
• MDP 3.0 - Security Definition
• MDP 3.0 - Market Data Snapshot Full Refresh

Removed topics:

• MDP 3.0 - Final Settlement
• MDP 3.0 - Preliminary Settlement

CME Globex
Trading Services
CME Market Data

Incorporated UDS Strip Functionality client impact assessment into the following topics:

• Average Price Method for Option Strips and Option Strip Spreads
• Spreads and Combinations Available on CME Globex
• MDP 3.0 - Tag 762-SecuritySubType Table of Values

CME Globex
Trading Services
CME Market Data

Incorporated Reduced Tick Inter-Commodity Option Spread client impact assessment into the following topics:

• Reduced Tick Intercommodity Option Spread
• Spreads and Combinations Available on CME Globex
• MDP 3.0 - Tag 762-SecuritySubType Table of Values

Migrated New iLink Architecture topic to iLink Architecture in iLink Order Entry.

Tag 5979-RequestTime added to the following iLink messages:

• Execution Report: Order Creation, Cancel, or Modify (tag 35-MsgType=8, tag 39-OrdStatus=0, 4 or 5)
• Execution Report: Fill Notice (tag 35-MsgType=8, tag 39-OrdStatus=1 or 2)
• Execution Report: Trade Cancel (tag 35-MsgType=8, tag 39-OrdStatus=H) 
• Execution Report: Order Elimination (tag 35-MsgType=8, tag 39-OrdStatus=4 or C
• Execution Report Order Status Request Acknowledgment (tag 35-MsgType=8, tag 150-ExecType=I)
• Execution Report: Reject (tag 35-MsgType=8, tag 39-OrdStatus=8)
• Order Cancel/Replace Reject (tag 35-MsgType=9, tag 434-CancelRejResponseTo=2)
• Order Cancel Reject (tag 35-MsgType=9, tag 434-CancelRejResponseTo=1)
• Order Mass Action Report (tag 35-MsgType = BZ)
• Quote Acknowledgement (tag 35-MsgType=b)
• Quote Reject (tag 35-MsgType=b, tag 297-QuoteAckStatus =5)
• Quote Cancel Acknowledgement (tag 35-MsgType=b, tag 297-QuoteAckStatus=1, 3, 4 or 5 without tag 9775-UnsolicitedCancelType)
  • Only for Solicited Quote Cancel

Updated Spreads and Combinations Available on CME Globex strategy type codes:

• Strategy Strip (tag 762=SA)
• Straddle Strip (tag 762=GD)

iLink Order Entry: updated iLink 2 Security Definition and iLink 2 Quote Acknowledgment (reject), tag 22-SecurityIDSource=4

Margin Service API - updated:

Margin Service API - ALL-IN-ONE Call

Margin Service API - What If Analysis

Margin Service API - Margin - Calculate

Margin Service API - Margin - Get

Margin Service API - Transaction - Add

Added new Matching Algorithms Overview video.

Moved CME ClearPort API Brokered Trades from Pending Client System impacts to CME ClearPort API

Moved CME ClearPort API Broker Fees on STP from Pending Client System Impacts to CME STP

Committed Cross on Futures and Swaps

Updated Broker Match Percentage for various products.

Added Volatility-Quoted Options Triangulation FAQ topic.

Added Blocks Streamlined Conversion to SBE topic.

Added the following topics:

Invoice Swap Spread Support in CME ClearPort API

CBOT Treasury Invoice Swaps Calendar and Switch Spreads

Committed Cross on Futures and Swaps

Expanded list of products eligible for Implied Options to include

RBOB Gasoline Brent Crack Spread Average Price Options

Gasoline Euro-bob Oxy NWE Barges (Argus) Crack Spread Average Price Option

iLink 2 Logon from Client System to CME Globex updated:

CME Group requires a heartbeat interval between 30 5 and 60 seconds. Intervals of less than 30 5 seconds are not permitted. Intervals longer than 60 seconds are not supported. The recommended value is 30 (seconds).

MDP 3.0 - High Bid and Low Ask

• Updated Example 1. 
• Removed Example 3. 
• Edited introduction.

Client Application Testing and Certification

"System Requirements"

• Removed reference to VPN connection.
• Added AutoCert+ login URL.

Incorporated BVMF MDP 3.0 Client Systems Impact Assessment into:

BVMF Market Data

Incorporated MexDer MDP 3.0 Client Systems Impact Assessment into:

MexDer - Market Data

Margin Service API - Transaction - Add: Added FX Cleared Confirm example.

Margin Service API - ALL-IN-ONE Call - Added FpML and FIXML examples.

Removed legacy FIX/FAST specification.

Available under Historical Market data only from this link:

• Legacy FIX/FAST Message Specification
• Legacy FIXFAST Functional Specification

CME ClearPort API Broker Fees for Brokered Trades - added new impact page

CME ClearPort API Broker Fees on STP - added new impact page

Implied Options - added:

• Iron Ore 62% Fe, CFR China (TSI) Average Price Options

• Iron Ore 62% Fe, CFR North China (Platts) Average Price Options

to the implementation schedule.

Implied Orders - Updated Implieds Pt 1 video with new match example.

iLink 2 Order Mass Status Request

• tag 585-MassStatusReqType - Added value 100=Market Segment. Updated format to Int (3).
• added tag 1300-MarketSegmentID

BVMF MDP 3.0

• Removed tag 55-Symbol and added tag 623-LegRatioQty and tag 624-LegSide under "Spread Leg Details."
• Removed tag 48-SecurityID for Security Definition from table under "Summary of Message Tag Differences for BVMF Market Data." There is no difference from MDP 3.0.

Margin Service API - Requests - updated:

Margin Service API - Margin - Get

Margin Service API - Portfolio - Add

Margin Service API - Portfolio - Delete

Margin Service API - Portfolio - Get

Margin Service API - Portfolio - List

Margin Service API - Portfolio - Update

Margin Service API - Transaction - Add

Margin Service API - Transaction - Get

Margin Service API - Transaction - List

Margin Service API - Transaction - Update

Margin Service API - ALL-IN-ONE Call

Moved Migration of CT API to CME STP into the CME STP Impacts topic.

New iLink Architecture - for Logout from Primary Session, added: If the logout is Exchange initiated, all resting orders are cancelled for all Cancel on Disconnect registered MSGW sessions.

Messaging Controls - for Logout Threshold, added: If a pre-defined logout threshold is exceeded, all resting orders are cancelled for all Cancel on Disconnect registered iLink sessions.

Updated the following:

Daily Settlement Time Details

Soybean Meal

Natural Gas

MDP 3.0 - Trade Summary Order Level Detail

Removed bullet point from Trade without a Defined Aggressor:

• Pre-Open resolution trades are the first Trade Summary message following a Market Data Security Status message (tag 35-MsgType = f) where tag 326-SecurityTradingStatus=15 (New Price Indication)

In the ITC - Additional Field Groups topic:

Modified Valid Values:

• B = Put Bid
• A = Call Ask

5/28/2015

Added the following tags to the Drop Copy 4.0 35=n message layout:

tag 57-TargetSubID

tag 97-PossResend

tag 143-TargetLocationID (updated 6/5/2015)

Trading Services

CME Globex

Added feature files to:

Limits and Banding

iLink - Order Qualifiers

CME Globex Self Match Prevention

• Limits and Banding
• GCC Price Banding

Added Futures Price Banding overview video.

MDP 3.0 - Security Definition

• Added tag 201-PutOrCall to "Message Layout" table and "Tag Usage by Security Type" table.
• Updated tag 872-InstAttribValue=12 to "Currently not in use."

MDP 3.0 - Trade Summary:

• "Trade Summary Example - Actual Orders Only (No Implieds)"
  • Edited Title
  • Updated highlighted tags
• "Trade Summary Example - Actual and Implied Orders"
  • Added new section with diagram

Updated tag 731-SettlPriceType description for Bit 1:

• MDP 3.0 - Settlement Price
• MDP 3.0 - Market Data Security Status
• MDP 3.0 - Market Data Snapshot Full Refresh
• MDP 3.0 - Security Definition
• MDP 3.0 - Market Data Incremental Refresh
• CME Globex Legacy Market Data to MDP 3.0 Market Data Conversion

Updated note about tag 731:

• MDP 3.0 - Preliminary Settlement

iLink Order Entry

• updated iLink 2 New Order to include tag 78-NoAllocs
• updated all iLink response messages to include tag 1028-ManualOrderIndicator as submitted on the inbound

Drop Copy 4.0

"FIX Resend Request (tag 35-MsgType=2)"

• Updated tag 58-Text error text.
• Updated tag 5024-StartSequenceNumber description.

"Fault Tolerance"

• Updated tag 58-Text error text.

"Enhanced Resend Request from Client System to CME Globex"

• Updated tag 369 value for last Resend Request (35=2) message and Execution Report (35=8) Cancel Ack message.

CME ClearPort API - FIXML Message Specification

• updated message specification with new layout and removed Exchange code GEX.
• added CalcCcyLastQty on the Trade Capture Report - Inbound message.

MexDer - Risk Control Gateway - Added new filters to table:

• Aggregated Risk Checks (Daily)
  • Daily Order Quantity per class and side
  • Credit Limit Controls for Long/Short Margin
  • Position Limit Control Net for Long/Short Margin
• Individual Order Risk Checks
  • Filter for Class, Side, Order Type, Time in Force and Gap of Time

New iLink Architecture updated list of messages for New tag 5979-RequestTime topic.

CME Globex Self Match Prevention - Incorporated content from Self Match Prevention Enhancements client impact assessment.

iLink 2 Message Specification - Updated specification with content from Self Match Prevention Enhancements client impact assessment.

• iLink 2 New Order
• iLink 2 Order Cancel-Replace Request
• iLink 2 Execution Report - Order Creation Cancel or Modify
• iLink 2 Execution Report - Reject
• iLink 2 Execution Report - Order Elimination

Added information regarding the Ration Reduced Tick Spread to:

Summary - Futures Spreads

Futures Spreads

Reduced Tick Spread Instruments

Partner Exchanges: Summary of Message Tag Differences for BVMF Order Entry and MexDer:

For iLink Order Entry messages iLink 2 New Order, iLink 2 Order Cancel Request, and iLink 2 Order Cancel-Replace Request:

tag 55-Symbol – this tag is N - not required

If this tag is not sent on the inbound message, CME Globex will not return this tag on any related outbound messages.

Drop Copy Session Layer - Logout - Updated "Logout Where Sequence Number Is Higher Than Expected."

MDP3 Functional Specification - added MDP3 - Trade Cancel topic under MDP3 - Trade Summary.

Drop Copy 4.0

Updated diagrams in:

• "Current Drop Copy Architecture"
• "Drop Copy 4.0 CGW and MSGW Architecture"

Updated "Fault Tolerance" section.

Incorporated streamlined Market Data for Bloomberg Indices client impact assessment into the following topics:

• Streamlined Market Data for Equity Indices
• Equity Indices Messaging Format

iLink 2 Application Message Formats - Added tag 1091-PreTradeAnonymity to the following topics:

• iLink 2 New Order
• iLink 2 Order Cancel-Replace Request
• iLink 2 New Order Cross
• iLink 2 Mass Quote

• iLink 2 Execution Report - Order Creation Cancel or Modify
• iLink 2 Execution Report - Order Creation Cancel or Modify
• iLink 2 Execution Report - Fill Notice
• iLink 2 Execution Report - Order Elimination
• iLink 2 Execution Report - Reject
• iLink 2 Order Cancel and Order Cancel-Replace Reject
• iLink 2 Quote Acknowledgment

MDP 3.0 - Security Definition:

• Corrected name for tag 9800-PriceDisplayFormat in message layout and tag usage table.
• Corrected name for tag 870-NoInstAttrib in message layout and tag usage table.
• Updated tag 969-MinPriceIncrement descriptions in message layout and usage table.

Self Match Prevention Enhancement - Added new topic.

Trade Capture Report Inbound, Trade Capture Report Message Outbound, Trade Capture Report Acknowledgment

• Removed TrdTyp 12 and 23
• Added multiple repeating groups
• Added exchange CEU
• Changed Party ID Source enumeration descriptions

MDP3 - Trade Summary - Updated "End of Event Indicator."

• CME STP Impacts
• CME STP - Supported Functions
• CME STP - FIXML Message Specification - included Pty/@R=30
• CME STP - FIXML Message Samples - added Broker Initial Query for Specific Order sample

MDP 3.0 - Market Data Incremental Refresh - Updated "Outright Match with Multiple Stop Orders" example.

Pending Client System Impacts

iLink 2 Execution Report - Order Status Request Acknowledgment:

• Added 'U' value to tag 39-OrdStatus
• Added tag 372-RefMsgType
• Added tag 380-BusinessRejectReason

CME Globex Self Match Prevention:

• Updated note under "FIX Tag for SMP ID."
• Added Order Cancel Reject message to bullet list under "FIX Tag for SMP ID."
• Added note for when tag 50 is not required under "Customer Registration Process."

MDP3 - Updated tag 731-SettlPriceType sample values:

• MDP 3.0 - Market Data Incremental Refresh
• MDP 3.0 - Security Definition
• MDP 3.0 - Market Data Snapshot Full Refresh

Pending Client System Impacts

iLink 2 Security Definition Request - Updated tag descriptions with information on UDS options and futures:

• 555-NoLegs
• 623-LegRatioQty
• 566-LegPrice

MDP3 - Removed note about trailing zeroes (000) from SendingTime in binary packet header and tag 60-TransactTime in all message layouts.

MDP3

Added Single Aggressor Triggers Stop Spike and Scheduled Groups Opening to Open diagram examples to Market Data Event and Messaging Scenarios.

Included Word Boundaries and SBE Optimization in Schema Versioning section.

Included SBE Header description.

Updated Event-Based Messaging description and expanded list of event-based message types.

Updated MDP 3.0 - Message Header layout and all corresponding diagrams and examples.

Categorized Statistics as Session Statistics and Daily Statistics with corresponding behaviors.

MDP3: FPL Simple Binary Encoding - Updated link to FPL Simple Binary Encoding Specification.

End of Day - FAQ - Updated question about volatility and settlement price.

Added scenarios to Market Data - Market Recovery

CME ClearPort API - FIXML Message Specification

Updated messages, including:

• Added @TrdTyp 54/58 for Large Notional and Swap Block
• Changed @VenuTyp S to R
• Added @Scope to all RegTrdID components.
• Eliminated KCB exchange.
• Added @TotTrdQty, @TotTrdMultdQty to outbound TrdCaptRpt and TrdCaptRpt/Leg
• Added TrdCaptRpt/RptSide/@SideExecID to outbound message only.
• Added TrdCaptRpt/RptSide/@RiskChkStat and enums 2, 3, and 13 to outbound message only. 

Onboarding and Verification - Added 

MDP3 - Market Data Incremental Refresh:

-updated tag 5799-MatchEventIndicator description of Bit 5.

-added tag 268-NoMDEntries to tag usage tables. removed Book Reset column from tag usage tables.

-added tag 1180-ApplID to 35=X Data Block layout table.

Margin Service API - What If Analysis - Added

Updated with Version 1.2 XML Schema. 

FIX/FAST to MDP3 Channel Mapping - Added

Event Driven Messaging diagrams updated to depict new MDP3 - Market Data Incremental Refresh Trade Summary layout.

Updated message specification with new MDP3 - Market Data Incremental Refresh message layout and designated previous version as MDP3 - Legacy Market Data Incremental Refresh for Testing Only.

Market Data - Snapshot Full Refresh

Removed the value 22 (Opening Rotation) from tag 1682-MDSecurityTradingStatus.

CME Globex Self Match Prevention

Updated "Example 3: Self match Prevention – Mass Quote."

iLink 2 Quote Cancel Acknowledgment

Edited description of tag 9775-UnsolicitedCancelType.

Market Data - Security Status

Removed 3 (Instrument authorization) from list of valid values for tag 327-HaltReason. 

MDP3 - Binary Packet Header;  MDP3 - Security Definition; MDP3 - Request for Quote; MDP3 - Market Data Security Status

Updated description of UTCTimestamp for SendingTime.

MDP3 - Multiple Depth Book

Removed all instances of tag 269-MDEntryTypef (Price Band Variation).

MDP3 - Market Data Incremental Refresh

Updated value 269-MDEntryType=g (Threshold Limits and Price Band Variation) in 35=X data block.

MDP 3.0 - Security Definition

Updated tag 200-MaturityMonthYear description for weekly options products.

MDP 3.0 - Market Data Snapshot Full Refresh

Updated description of tag 75-TradeDate.
Updated description of tag 5796-TradingReferenceDate.

MDP 3.0 - Market Data Security Status

Updated description of tag 75-TradeDate.

MDP3 - Legacy Market Data Incremental Refresh for Testing Only

Updated description of tag 731-SettlPriceType for bit 1.

UDS Expiration and Extension - deleted statement 'Quote or order activity on a UDS during the defined week of expiration extends instrument expiration an additional trading week.'

CME Europe on CME Globex - Updated description of Futures Calendar Spreads (SD).

Developer Guide - added new topic.

Transaction - Add and Authentication and Entitlement- added CSV format and examples.

CME Public IP Prefix Summary

Added the following entries to the table:

• 69.50.115.0 /24 A-Feed MDP Source Range
• 69.50.119.0 /24 B-Feed MDP Source Range

iLink 2 Security Definition - deprecated tag 762 from the message  specification.

Layouts updated to reflect that the following tag values will always be uppercase on outbound (CME Globex to client system) messages.

• Tag 1-Account
• Tag 79-AllocAccount
• Tag 9771-MMAccount
• Tag 57-TargetSubID

Partner Exchanges

BMD Security Definition

Sample Security Definitions for BMD Products

Incorporated content from BMD Instruments External Name Change client impact assessment.

Requests, Enumerations, Objects, Types, Transaction - Add, Transaction - Update, Transaction - List

• Included additional messaging for 1.1 Schema.
• Added FIXML mappings for CDS in Margin Service API - REST.
• Added Error Codes.

MDP3

• Updated Security Definition, Market Data Snapshot Full Refresh, Market Data Incremental Refresh tag 731-SettlePriceType usage.
• Added tags 779-LastUpdateTime, 1149-HighLimitPrice, 1148-LowLimitPrice to Market Data Snapshot Full Refresh and removed values f and g from tag 269-MDEntryType enumeration.
• Updated enumeration for tags 6350-TickRule, 37702-MainFraction, tag 37703-SubFraction in the Security Definition message layout.

Mass Order Cancel - removed tag 1376-MassActionRejectReason from Order Mass Action Report message. Updated Order Mass Action example.

Pending Client System Impacts

Market Data Platform: Market Data - Snapshot Full Refresh - tag 1682-MDSecurityTradingStatus is included in the body of the message (formerly included in the FIX Header layout).

Margin Service API - Transaction Formats - in all message samples, moved <Instrmt> block above <RptSide>.

Electronic Trading Concepts

iLink 2 Application Message Formats - added note to description of tag 1028-ManualOrderIndicator for all inbound (client system to CME Globex) messages.

iLink 2 Application Message Formats - changed maximum length of tag 9717-CorrelationClOrdID from 5 bytes to 20 bytes in all outbound (CME Globex to client system) messages.

iLink 2 Application Message Formats - edited description of tag 9717-CorrelationClOrdID in all inbound (client system to CME Globex) messages.

CME Market Data Platform

2/8/2013  

CME Market Data Platform

CME Market Data Platform

Market Data Platform

Velocity Logic - updated "Market Remains Open" and "Market Is Reserved" rows in the table.

CME Globex

CME Globex

CME Globex

iLink 2 Mass Quote - incorporated content from the "CME Globex Performance Release" client impact assessment topic.

MexDer Single Engine - updated US Dollar Option sample messages.

Electronic Trading Concepts

Market State and Instrument State Order Activity Restrictions - updated tag 55-Symbol value.

MexDer Single Engine - updated CFI code and edited description of Execution Report - Order Elimination Acknowledgment for End of Session. 

Messaging Controls - updated list of application messages, updated tables, and added note.

Drop Copy Source Session Management Block Parties - for tag 453-NoPartyIDs, the value can now be 1 or more.

Drop Copy Source Session Management Block Parties - tag 452-PartyRole: Added value (54 = Sender Location).

 CME Globex 

iLink 2 Session Level Reject - session Level Reject (tag 35-MsgType=3) message includes tag 371-RefTagID sent only in a Quote Governor reject scenario.

Market Data - Trade - clarified that an implied order cannot be an aggressor as it relates to tag 5797-AggressorSide.

Disaster Recovery

CME Regional Failover Customer Mock Trading Session - new mock trading date scheduled.

iLink Order Entry

iLink 2 Order Cancel and Order Cancel-Replace Reject - tag 1-Account is included in the layout and sent for a reject of an Order Cancel-Replace Request.

Electronic Trading Concepts

Eris Exchange SwapBook 3.0 Upgrade  - added Security Definition Request (35=c) message specification. 

11/2/2012   

Electronic Trading Concepts

Electronic Trading Concepts

Clarification that orders having a maximum display quantity, also known as iceberg orders, after exhausting the display quantity, are reinstated at the bottom of the order book. 

9/21/2012 

iLink Order Entry

iLink - Order Qualifiers - clarification that orders having a maximum display quantity, also known as iceberg orders, after exhausting the display quantity, are reinstated at the bottom of the order book. 

CME Globex Performance Release Climp - added Fallback Procedure topic.

Electronic Trading Concepts

Exchange Traded Instruments on CME Globex - updated terms and graphic.

Risk Management Interface Message Specification - tag 1545-InstrumentScopeSecurity Group is optional within the Instrument Scope Component in the Party Entitlement Definition Request (tag 35-MsgType=CU) message.

Risk Management Interface Message Specification - ll Components except <PartyEntitlement> are optional in the Party Entitlements Report (tag 35-MsgType=CV) and returned only if there were active blocks for the Related Party ID.

Client Systems Wiki Revision History

MexDer Risk Control Gateway - updated "Risk Management Gateway" section.

MexDer Risk Control Gateway - updated "Example: Daily Quantity Violation."

MexDer Risk Control Gateway - updated "RMG Filter Configurations for Testing in New Release" section.

iLink Order Entry

iLink 2 Order Cancel and Order Cancel-Replace Reject - tag 54-Side is not required.

CME Market Data Platform

Market Data - Security Definition - updated tag 207-SecurityExchange and tag 616-LegSecurityExchange valid values, deprecated N type algorithm.

Partner Exchanges

MexDer - incorporated latest client impact assessment.

CME Market Data Platform

CME Market Data Platform

CME Market Data Platform

Market Data - Security Definition- added values for tag 207-SecurityExchange.

Electronic Trading Concepts

Exchange Traded Instruments on CME Globex - updated graphic example

5/7/2012

Client Systems Wiki Revision History

Initial site launch.