Topics in this issue include:
For the latest roadmap of CME Group technology initiatives:
See the Development Launch Schedule.
† Denotes update to the article
Effective Sunday, May 17 (trade date Monday, May 18), to improve performance, the x-cme-token sent in the HTTPS header and FIXML messages for subscriptions and queries (where applicable) will increase in size. CME Group recommends that customer systems have the ability to handle a token length of up to 1500 bytes.
†Please Note: To ensure a smooth transition after the change, customers are encouraged to be current with their subscriptions by the market close on Friday, May 15. On Sunday, May 17, to facilitate this change, CME requires that client systems initiate new subscriptions leveraging the Trade Capture Report Request (TrdCaptRptReq/ReqTyp=1, TrdCaptRptReq/SubReqTyp=†1) message or request unreported trades through the Trade Capture Report Request (TrdCaptRptReq/ReqTyp=3, TrdCaptRptReq/SubReqTyp=1) message.
Customers are encouraged to test this change which is now available for customer testing in New Release.
In Q3 2020, new trades on CME STP submitted through CME ClearPort will be reported using TransTyp=”0” (New), currently new trades are reported using TransTyp=”2” (Replace).
| Name | Abbr | Datatype | Description | Enumerations |
|---|---|---|---|---|
| TransactionType | TransTyp | int | Indicates the action being taken on a trade. | 0 - New 1 - Cancel 2 - Replace
|
This enhancement is available in the New Release for customer testing.
Effective Q4 2020 subject to applicable regulatory approvals, to support the integration of BrokerTec markets with CME Group technology, transactions executed on CME Globex, BrokerTec Direct, and registered external deals will be available for consumption on CME STP and CME STP FIX.
Please Note: Client systems that submit subscriptions for trades with dates covering the cut-over weekends will receive trades executed in the previous week.
For more information, including specifications and workflows, please review the Client Impact Assessments.
These enhancements will be available for customer testing in New Release as follows:
| New Release Availability | |
|---|---|
| Functionality | Availability |
BrokerTec US Active, EGB and Gilts Markets
|
Available |
BrokerTec US and EU Repo Markets
|
Available |
All BrokerTec markets
|
H1 2020 |
For further information, contact CME STP Onboarding and General Information:
US: 1 212 299 2445
Europe: 44 20 3379 3797
Asia: 65 6593 5582
Email:STP@cmegroup.com
In Q3 2020, new trades on CME STP FIX submitted through CME ClearPort will be reported using TransTyp=”0” (New), currently new trades are reported using TransTyp=”2” (Replace).
| Name | FIXML Abbr | Req | Format | Description | Enumerations |
|---|---|---|---|---|---|
| TradeReportTransType | TransTyp | N | int | Indicates the action being taken on a trade. |
|
This enhancement is available in the New Release for customer testing.
Effective Q4 2020 subject to applicable regulatory approvals, to support the integration of BrokerTec markets with CME Group technology, transactions executed on CME Globex, BrokerTec Direct, and registered external deals will be available for consumption on CME STP and CME STP FIX.
Please Note: Client systems that submit subscriptions for trades with dates covering the cut-over weekends will receive trades executed in the previous week.
For more information, including specifications and workflows, please review the Client Impact Assessments.
These enhancements will be available for customer testing in New Release as follows:
| New Release Availability | |
|---|---|
| Functionality | Availability |
BrokerTec US Active, EGB and Gilts Markets
|
Available |
BrokerTec US and EU Repo Markets
|
Available |
All BrokerTec markets
|
H1 2020 |
For further information, contact CME STP Onboarding and General Information:
US: 1 212 299 2445
Europe: 44 20 3379 3797
Asia: 65 6593 5582
Email:STP@cmegroup.com
Please contact the following support teams for: