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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 is available whenever CME Globex is available. The client system message reached the trading engine if the client system receives any of the following message types:

  • market pre-open: Execution Report (any)
  • market closed: Execution Report - Reject

Contents


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.

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

Test Product Functionality

CME Globex supports the following functionality for test product 0MD.

Identifiers

Test product 0MD has the following iLink order entry and market data messaging identifiers:

CME Globex Test Product

iLink: tag 1151-Security Group

MDP 3.0: tag 6937-Asset

iLink: tag 55-Symbol

MDP 3.0 tag 1151-Security Group

Test – E-mini S&P MidCap 400 Futures

0MD (zero-M-D)

$M

iLink Order Entry

Order entry functionality is available for test product test product 0MD on iLink as described below.

The messaging rate for test contracts is restricted to 1 message per 30 seconds per iLink session throughput.
  • New Order
    • Order Types and Qualifiers:
      • Day
      • Limit
  • Order Modify
  • Order Cancel
  • Mass Order Status
  • Mass Order Cancel

Market Data

Market data functionality for test product 0MD is available as follows.

Market States

Only the Pre Open market state is available for 0MD per the following schedule.

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

The following statistics are available for 0MD.

  • Indicative Opening – Incremental Refresh tag 35-MsgType=X, tag 269-MDEntryType=4 (Opening price)
  • A fixed, reasonable value will be published in the Daily Settlement – Incremental Refresh tag 35-MsgType=X, tag 269-MDEntryType=6 (Settlement price)
  • Preliminary settlements will not be published
  • Messaging Controls are applicable

Risk Management Services

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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