CME STP Notices: April 20, 2023

CME STP

UpdateUpdate - Support for BrokerTec Stream 2.0 Trades on CME STP - June 4

† Denotes update to the article

Effective Sunday, June 4 (trade date Monday, June 5), CME STP will launch support for BrokerTec Stream 2.0, the new relationship-based trading platform for U.S. Treasuries.

With this launch, there will be enhancements to CME STP Trade Capture Reports and Party Roles for BrokerTec Stream 2.0 trades. Full details can be found in the CME STP for BrokerTec Stream v2.0 Client Impact Assessment.

† These enhancements are backward compatible. However, due to the BrokerTec Stream 2.0 changes, any trades executed before the launch will not reflect the actual traded quantity on CME STP historical queries post launch. Clients are strongly encouraged to ensure they have accurately captured all BrokerTec Stream 1.5 trades by end of trading day Friday, June 2.

These enhancements are currently available for customer testing in New Release.

Customers are encouraged to test their CME STP processes in New Release.

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CME STP FIX

UpdateUpdate - Support for BrokerTec Stream 2.0 Trades on CME STP FIX - June 4

† Denotes update to the article

Effective Sunday, June 4 (trade date Monday, June 5) CME STP FIX will launch support for BrokerTec Stream v2.0, the new relationship-based trading platform for U.S. Treasuries.

With this launch, there will be enhancements to CME STP FIX Trade Capture Reports and Party Roles for BrokerTec Stream 2.0 trades. Full details and the updated FIX dictionary can be found in the CME STP for BrokerTec Stream v2.0 Client Impact Assessment.

† These enhancements are backward compatible. However, due to the BrokerTec Stream 2.0 changes, any trades executed before the launch will not reflect the actual traded quantity on CME STP historical queries post launch. Clients are strongly encouraged to ensure they have accurately captured all BrokerTec Stream 1.5 trades by end of trading day Friday, June 2.

These enhancements are currently available for customer testing in New Release.

Customers are encouraged to test their CME STP processes in New Release.

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ANNOUNCEMENTS

UpdateUpdate - BrokerTec Stream 2.0 Upgrade - June 4

† Denotes update to the article

Effective Sunday, June 4 (trade date Monday, June 5), CME Group will upgrade the BrokerTec Stream platform from version 1.5 to 2.0. BrokerTec Stream 2.0 is designed to deliver the best performance and lowest possible latency for our clients.

BrokerTec Stream 2.0 has new enhancements including:

• Sweepable matching
• Firm price improvements
• FIX 4.4-compliant APIs for Makers and Takers
• Front-end access via BrokerTec Global Front End (GFE) Client

This launch paves the way for future enhancements including netted credit across BrokerTec Stream and BrokerTec Markets on CME Globex.

Clients should have already received the Taker and Maker API rules of engagement documentation that outline the technical changes as well as the BrokerTec GFE Configuration for New Release environment. These are also available on the BrokerTec Support Portal.

API clients must complete conformance testing and certification. CME STP does not require conformance testing and certification for this launch.

Clients are strongly encouraged to test this upgrade in the New Release environment. Please contact Certification Support for Electronic Trading (CSET) at +1 312 930 2322 in the US, +44 20 3379 3803 in Europe, or +65 6593 5593 in Asia for assistance.

Mock Trading Sessions
CME Group is also offering BrokerTec customers three opportunities for mock testing for API clients in Production. To help ensure readiness and provide an opportunity to transact via our Production systems, customers are strongly encouraged to sign up and test with us on the following dates:

• † May 13 starting at 9:00 a.m. CT
• † May 20 starting 9:00 a.m. CT
• † June 3 starting at 9:00 a.m. CT

Customers can contact their account executive in advance to participate.

Please review the mock trading script for additional details.

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Contacts

Please contact the following support teams for:

• New Release Environment Support:
  Certification Support for Electronic Trading (CSET) in the U.S. at +1 312 930 2322, in Europe at +44 20 3379 3803 or in Asia at +65 6593 5593.
• Production Environment Support:
  CME Global Command Center (GCC) in the U.S. +1 800 438 8616, in Europe at +44 20 7623 4747 or in Asia at +65 6532 5010.

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