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 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.
- New Order
- Order Types and Qualifiers:
- Day
- Limit
- Order Types and Qualifiers:
- 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.
Day | Time (CT) | Instrument Security Status (tag 35-MsgType = f) |
---|---|---|
Sunday | tag 326-SecurityTradingStatus = | |
Pre Open | 16:00 | 21 (Pre Open) |
Close | 16:59 | 4 (Close) |
Monday-Thursday | tag 326-SecurityTradingStatus = | |
Pre-Open | 16:45 | 21 (Pre Open) |
Close | 16:59 | 4 (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- Preliminary settlements will not be published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.