CME Group offers test products in the production environment to facilitate connectivity and messaging testing on CME Globex.
The test product mimics the E-mini S&P MidCap 400 (EMD) futures contract. Only outright futures are listed. Market data is disseminated on MDP 3.0 channel 318 and FIX/FAST channel 15.
CME Globex Test Product
FIX/FAST and iLink: tag 1151-Security Group
MDP 3.0: tag 6937-Asset
FIX/FAST and iLink: tag 55-Symbol
MDP 3.0 tag 1151 - Security Group
Test – E-mini S&P MidCap 400 Futures
The test product 0MD supports the following.
- Order entry, modifies and cancels
- Mass Order Status and Mass Cancel
- Order Types and Qualifiers:
- Day orders
Only the Pre Open market state is available for 0MD as follows:
Instrument Security Status (tag 35-MsgType = f)
|Sunday||tag 326-SecurityTradingStatus =|
|Pre Open||16:00||21 (Pre Open)|
|Monday-Thursday||tag 326-SecurityTradingStatus =|
|Pre-Open||16:45||21 (Pre Open)|
Market Data Statistics
- Indicative Opening (Incremental Refresh (35=X) with 269=4))
- A fixed, reasonable value will be published in the Daily Settlement (Incremental Refresh (35=X) with 269=6))
- Preliminary settlements will not be published
- Messaging Controls are applicable
CME Globex Credit Controls:
For GC2 purposes, 0MD will have a $1 margin rate.
Drop Copy is available for 0MD order entry messages.