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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.

Test product 0MD is available for Order routing only — trades are not supported.

 

 

CME Globex Test Product

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

0MD (zero-M-D)

T9

Available Functionality

The test product 0MD supports the following.

Order Entry

Messaging on test contracts is restricted to 1 message per 30 seconds per iLink session throughput.

 

  • Order entry, modifies and cancels
  • Mass Order Status and Mass Cancel
  • Order Types and Qualifiers:
  • Day orders
  • Limit


Market States

Only the Pre Open market state is available for 0MD as follows:

DayTime (CT)

Instrument Security Status (tag 35-MsgType = f)

Sunday tag 326-SecurityTradingStatus =
Pre Open16:0021 (Pre Open)
Close16:594 (Close)
Monday-Thursdaytag 326-SecurityTradingStatus =
Pre-Open16:4521 (Pre Open)
Close16:594 (Close)

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  • Preliminary settlements will not be published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

Drop Copy is available for 0MD order entry messages.

 

 

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